# EDGAR Filing Document

**Accession Number:** 0000826644
**File Stem:** 0001752724-25-162912
**Filing Date:** 2025-6
**Character Count:** 700507
**Document Hash:** 8da5447e93d071dcfc4bce2805201820
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-162912.hdr.sgml**: 20250630

**ACCESSION NUMBER**: 0001752724-25-162912

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250630

**DATE AS OF CHANGE**: 20250630

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM INVESTMENT FUNDS (INVESCO INVESTMENT FUNDS)
- **CENTRAL INDEX KEY:** 0000826644

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05426
- **FILM NUMBER:** 251090407

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 7136261919

**MAIL ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM INVESTMENT FUNDS
- **DATE OF NAME CHANGE:** 19980529

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** G T INVESTMENT FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** G T GLOBAL INCOME SERIES INC
- **DATE OF NAME CHANGE:** 19890521

## Series and Classes Contracts Data

### Invesco Core Bond Fund (Series ID: S000064702)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000209589 | Class R6     |  |
| C000209590 | Class R5     |  |
| C000209591 | Class Y      |  |
| C000209592 | Class R      |  |
| C000209593 | Class C      |  |
| C000209594 | Class A      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AIM Investment Funds (Invesco Investment Funds)

- **b. Investment Company Act file number:** 811-05426

- **c. CIK number of Registrant:** 0000826644

- **d. LEI of Registrant:** Y5W0BJB7U2X9V6NIC803

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

  - **Street Address 1:** 11 Greenway Plaza

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 77046-1173

  - **Telephone number:** 800-959-4246

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

- **a. Name of Series:** Invesco Core Bond Fund

- **b. EDGAR series identifier (if any):** S000064702

- **c. LEI of Series:** 549300XXP1PITXZJK016

**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:** $3978758147.70

**Total Liabilities:** $974974006.16

**Net Assets:** $3003784141.54

**Delayed Delivery Securities:** $894442350.64

**Cash Not Reported:** $18838846.81

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6344.20210805 | **1-Year:** -158181.09262921 | **5-Year:** -439887.80482500 | **10-Year:** -609613.92477867 | **30-Year:** -224485.76776447

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

- **3-Month:** -26.37892502 | **1-Year:** -455.36985134 | **5-Year:** -2770.21026533 | **10-Year:** -2452.95886123 | **30-Year:** -21.35280472

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209592 | 2.12%                | -0.19%               | -0.02%               |
| Class ID C000209589 | 1.99%                | -0.15%               | 0.20%                |
| Class ID C000209593 | 1.90%                | -0.23%               | 0.12%                |
| Class ID C000209591 | 2.18%                | -0.16%               | 0.02%                |
| Class ID C000209594 | 2.15%                | -0.17%               | 0.00%                |
| Class ID C000209590 | 2.17%                | -0.15%               | 0.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4441348.00              | $45195187.15                               |
| Month 2  | $11769497.21             | $-28858587.78                              |
| Month 3  | $-4084267.39             | $-4437475.91                               |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays US Aggregate Bond Index

- **Index Identifier:** 100% BB-US Agg

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc.                                                    | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    341000 | PA      | $348066.38    | 0.01%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                      | Apollo Global Management, Inc.                                                       | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    451000 | PA      | $488247.99    | 0.02%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                        | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56218.68     | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    355000 | PA      | $330012.30    | 0.01%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   4279000 | PA      | $4234735.24   | 0.14%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2024-NQM3, Class A1                      | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |   1638919 | PA      | $1643416.05   | 0.05%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                             | Uber Technologies, Inc.                                                              | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1438932.05   | 0.05%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90871.21     | 0.00%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31395NJD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      8108 | PA      | $659.45       | 0.00%             | 2036-06-25      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                           | Bank of Nova Scotia (The)                                                            | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1108000 | PA      | $1148263.94   | 0.04%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                         | Truist Bank                                                                          | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220263.42    | 0.01%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                          | Ares Strategic Income Fund                                                           | CUSIP: 04020EAE7<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2795743.78   | 0.09%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    307000 | PA      | $312626.10    | 0.01%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM8, Class A1                                                | CUSIP: 67117YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3971227 | PA      | $3970708.40   | 0.13%             | 2062-09-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       869 | PA      | $93.55        | 0.00%             | 2032-03-25      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                             | GA Global Funding Trust                                                              | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3558764.28   | 0.12%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F022451<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $278839.75    | 0.01%             | 2040-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                          | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1431995.67   | 0.05%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2520000 | PA      | $2416383.52   | 0.08%             | N/A             | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52438.56     | 0.00%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                                             | Mello Mortgage Capital Acceptance Trust, Series 2021-INV2, Class A4                  | CUSIP: 58549XAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1990896 | PA      | $1765693.02   | 0.06%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TDCL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     15862 | PA      | $16067.77     | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    611000 | PA      | $606562.21    | 0.02%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                           | Carlyle Global Market Strategies CLO Ltd., Series 2015-5A, Class A1R3                | CUSIP: 14312JBG6<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |   1941396 | PA      | $1939914.84   | 0.06%             | 2032-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                         | Kenvue Inc.                                                                          | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    162000 | PA      | $167134.07    | 0.01%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jabil Inc.                                                                          | Jabil Inc.                                                                           | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294519.07    | 0.01%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    912000 | PA      | $894598.43    | 0.03%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283HBX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7240 | PA      | $7493.91      | 0.00%             | 2028-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1255490.31   | 0.04%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2433000 | PA      | $2386677.63   | 0.08%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3U5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3631000 | PA      | $3656466.89   | 0.12%             | 2029-04-23      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2022-NQM2, Class A1                      | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2027282 | PA      | $1908056.74   | 0.06%             | 2062-03-27      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                     | BAE Systems PLC                                                                      | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    882000 | PA      | $857530.97    | 0.03%             | 2054-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F050452<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $100548.21    | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                                             | Mello Mortgage Capital Acceptance Trust, Series 2021-INV3, Class A4                  | CUSIP: 585491AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1995477 | PA      | $1779738.59   | 0.06%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1481396.49   | 0.05%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2020-1, Class A1                         | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94717 | PA      | $90523.28     | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2022-1, Class A1                          | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2140108 | PA      | $1868010.81   | 0.06%             | 2067-01-25      | Variable      | 2.21%                 | 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        |    838000 | PA      | $840507.36    | 0.03%             | 2029-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    144000 | PA      | $141613.57    | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                 | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1218810.97   | 0.04%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                                    | Caterpillar Inc.                                                                     | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470263.44    | 0.02%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    916000 | PA      | $933131.00    | 0.03%             | 2034-04-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                        | New York Life Global Funding                                                         | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175255.85    | 0.01%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XI Clo Ltd.                                                           | Cedar Funding XI Clo Ltd., Series 2019-11A, Class A1R2                               | CUSIP: 15033LAW2<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |   4191986 | PA      | $4183442.99   | 0.14%             | 2032-05-29      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136B1BQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     29221 | PA      | $231.93       | 0.00%             | 2044-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                         | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $409672.13    | 0.01%             | 2030-05-26      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-2, Class A2                              | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1606533 | PA      | $1614794.46   | 0.05%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                          | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    279000 | PA      | $286386.57    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                         | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53422.60     | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113961.38    | 0.00%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    424290 | PA      | $61297.51     | 0.00%             | 2032-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                       | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1274000 | PA      | $1277771.93   | 0.04%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                     | WFRBS Commercial Mortgage Trust, Series 2013-C14, Class AS                           | CUSIP: 92890PAG9<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |    339869 | PA      | $331075.58    | 0.01%             | 2046-06-15      | Fixed         | 3.49%                 | 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        |    153000 | PA      | $154724.26    | 0.01%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                           | PPL Capital Funding, Inc.                                                            | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    377000 | PA      | $377173.20    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                 | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     61000 | PA      | $65713.21     | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1151000 | PA      | $1170977.60   | 0.04%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1367001.78   | 0.05%             | 2034-03-15      | Fixed         | 5.00%                 | 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        |    967000 | PA      | $938509.64    | 0.03%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                            | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    283000 | PA      | $295922.34    | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Qdoba Funding LLC                                                                   | Qdoba Funding LLC, Series 2023-1A, Class A2                                          | CUSIP: 746954AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5742608 | PA      | $6037852.18   | 0.20%             | 2053-09-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3137B26D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    288297 | PA      | $6804.41      | 0.00%             | 2028-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3791000 | PA      | $3847120.75   | 0.13%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31394YF74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      4670 | PA      | $63.98        | 0.00%             | 2026-07-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding, Inc.                                                             | BlackRock Funding, Inc.                                                              | CUSIP: 09290DAJ0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    578000 | PA      | $579448.62    | 0.02%             | 2035-01-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    220000 | PA      | $196242.96    | 0.01%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                  | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134601.65    | 0.00%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                          | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    305000 | PA      | $315967.63    | 0.01%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                           | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    307000 | PA      | $307068.61    | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2443000 | PA      | $2486600.98   | 0.08%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                  | Smith & Nephew PLC                                                                   | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   1142000 | PA      | $1156053.24   | 0.04%             | 2027-03-20      | 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        |    560000 | PA      | $567104.63    | 0.02%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                         | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2264000 | PA      | $2253673.74   | 0.08%             | 2028-01-15      | Fixed         | 4.95%                 | 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        |    110000 | PA      | $108820.43    | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1712046.20   | 0.06%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                       | Veralto Corp.                                                                        | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    288000 | PA      | $297327.44    | 0.01%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                  | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67309.80     | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Utilities PLC                                                                | United Utilities PLC                                                                 | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $117799.56    | 0.00%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                          | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    743000 | PA      | $753801.04    | 0.03%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCQE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     83741 | PA      | $11683.78     | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                      | Hewlett Packard Enterprise Co.                                                       | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1711000 | PA      | $1652532.89   | 0.06%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                      | AutoZone, Inc.                                                                       | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    182000 | PA      | $183234.06    | 0.01%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                        | Ovintiv Inc.                                                                         | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487189.15    | 0.02%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                          | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1089638.18   | 0.04%             | 2054-05-22      | 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        |    220000 | PA      | $222654.36    | 0.01%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 10 Year Notes Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      2330 | NC      | $2822627.73   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Idaho Power Co.                                                                     | Idaho Power Co.                                                                      | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    334000 | PA      | $337122.82    | 0.01%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                          | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    912000 | PA      | $919996.13    | 0.03%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31393VKX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     76316 | PA      | $75024.11     | 0.00%             | 2032-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402867.64    | 0.01%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                                       | Banc of America Funding Trust, Series 2007-1, Class 1A3                              | CUSIP: 05951FBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148777 | PA      | $127370.85    | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283HB20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10749 | PA      | $11158.29     | 0.00%             | 2028-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                               | Gilead Sciences, Inc.                                                                | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    121000 | PA      | $118051.87    | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.                                         | Deutsche Telekom International Finance B.V.                                          | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $123896.36    | 0.00%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana, LLC                                                            | Duke Energy Indiana, LLC                                                             | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    117000 | PA      | $109330.38    | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | 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        |    560000 | PA      | $546746.12    | 0.02%             | 2034-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                             | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    969000 | PA      | $982540.71    | 0.03%             | 2034-04-11      | Fixed         | 5.10%                 | 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        |    183000 | PA      | $187177.35    | 0.01%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                                                       | FirstEnergy Transmission, LLC                                                        | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    782000 | PA      | $771348.24    | 0.03%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                        | Blue Owl Credit Income Corp.                                                         | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192746.38    | 0.01%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| J. M. Smucker Co. (The)                                                             | J. M. Smucker Co. (The)                                                              | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $192113.34    | 0.01%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1658000 | PA      | $1680902.40   | 0.06%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, IO                                         | CUSIP: 38380HQY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |   1833667 | PA      | $237720.41    | 0.01%             | 2047-10-16      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III L.P.                                                    | Hertz Vehicle Financing III L.P., Series 2021-2A, Class B                            | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    705000 | PA      | $671367.69    | 0.02%             | 2027-12-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                         | Intel Corp.                                                                          | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92253.92     | 0.00%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp.                                                                        | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296318.60    | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                           | UDR, Inc.                                                                            | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    457000 | PA      | $446002.60    | 0.01%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205058.79    | 0.01%             | 2030-03-04      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    350000 | PA      | $325835.12    | 0.01%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                                 | Union Pacific Corp.                                                                  | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    143000 | PA      | $127555.36    | 0.00%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                   | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78174.98     | 0.00%             | 2025-10-06      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2702000 | PA      | $2706567.68   | 0.09%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1201231.60   | 0.04%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                               | Holcim Finance US LLC                                                                | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1356000 | PA      | $1370559.26   | 0.05%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                               | HPEFS Equipment Trust, Series 2023-2A, Class A2                                      | CUSIP: 44328UAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    364374 | PA      | $365043.42    | 0.01%             | 2031-01-21      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                                | FREMF Mortgage Trust, Series 2017-K62, Class B                                       | CUSIP: 302949AQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $1027247.31   | 0.03%             | 2050-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1204000 | PA      | $1176868.82   | 0.04%             | N/A             | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Boston Properties L.P.                                                              | Boston Properties L.P.                                                               | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135212.50    | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $1032927.98   | 0.03%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K093, Class X1, IO     | CUSIP: 3137FMCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  26371354 | PA      | $840877.00    | 0.03%             | 2029-05-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                        | Walmart Inc.                                                                         | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    290000 | PA      | $253019.29    | 0.01%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM4 Trust                                                                 | OBX 2021-NQM4 Trust, Series 2021-NQM4, Class A1                                      | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3124246 | PA      | $2638169.13   | 0.09%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1207060.34   | 0.04%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3049000 | PA      | $3047512.67   | 0.10%             | 2029-01-24      | Floating      | 5.18%                 | 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        |    614000 | PA      | $628642.37    | 0.02%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1928000 | PA      | $1887787.14   | 0.06%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    440000 | PA      | $407783.55    | 0.01%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2021-5, Class A1                                    | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1014587 | PA      | $907824.11    | 0.03%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  59938641 | PA      | $54106910.32  | 1.80%             | 2055-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    272000 | PA      | $277905.93    | 0.01%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-1, Class A1                                  | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2098037 | PA      | $1950149.42   | 0.06%             | 2067-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 10 Year Ultra Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -2472 | NC      | $-4948473.21  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31359UT21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     29077 | PA      | $29514.75     | 0.00%             | 2028-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                         | Kenvue Inc.                                                                          | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    106000 | PA      | $109151.72    | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                               | Holcim Finance US LLC                                                                | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   4115000 | PA      | $4115254.35   | 0.14%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2173000 | PA      | $2193902.50   | 0.07%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96723.10     | 0.00%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                               | McCormick & Co., Inc.                                                                | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   2058000 | PA      | $1972201.55   | 0.07%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165159.30    | 0.01%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                               | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    208000 | PA      | $214176.49    | 0.01%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                        | Santander Holdings USA, Inc.                                                         | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111224.47    | 0.00%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816EE5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   8585000 | PA      | $8630427.70   | 0.29%             | 2029-04-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1144130.07   | 0.04%             | 2037-01-25      | Fixed         | 6.20%                 | 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        |    949000 | PA      | $963804.69    | 0.03%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    361000 | PA      | $361115.57    | 0.01%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    593000 | PA      | $602549.88    | 0.02%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                                                | TierPoint Issuer LLC, Series 2025-1A, Class A2                                       | CUSIP: 88651CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6566000 | PA      | $6614495.16   | 0.22%             | 2055-04-26      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4888000 | PA      | $4977868.81   | 0.17%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                            | A.P. Moller - Maersk A/S                                                             | CUSIP: 00203QAF4<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |    191000 | PA      | $195382.58    | 0.01%             | 2033-09-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc.                                                           | Ferguson Enterprises Inc.                                                            | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $989605.44    | 0.03%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A4                   | CUSIP: 07336GAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3210376 | PA      | $2621715.14   | 0.09%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                      | Blackstone Private Credit Fund                                                       | CUSIP: 09261HBV8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95504.29     | 0.00%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2514000 | PA      | $2552796.80   | 0.08%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                                    | DLLST 2024-1 LLC, Series 2024-1A, Class A3                                           | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3230000 | PA      | $3246432.95   | 0.11%             | 2027-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                    | CMS Energy Corp.                                                                     | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103221.41    | 0.00%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TJPC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     10983 | PA      | $427.71       | 0.00%             | 2029-03-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                                    | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class AR                          | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3713643 | PA      | $3715755.62   | 0.12%             | 2032-10-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    569000 | PA      | $564523.67    | 0.02%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, IO                                         | CUSIP: 38377VGZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    930397 | PA      | $65061.17     | 0.00%             | 2041-04-16      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| MHPA Commercial Mortgage Trust                                                      | MHPA Commercial Mortgage Trust, Series 2021-STOR, Class A                            | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1945000 | PA      | $1937158.15   | 0.06%             | 2038-07-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class A                                                  | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3670000 | PA      | $3654416.45   | 0.12%             | 2039-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122580.61    | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                               | Alexandria Real Estate Equities, Inc.                                                | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    836000 | PA      | $765516.33    | 0.03%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                            | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    553000 | PA      | $555703.02    | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1748000 | PA      | $1757628.93   | 0.06%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31325UP42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    109408 | PA      | $2959.35      | 0.00%             | 2027-12-15      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Blackrock, Inc.                                                                     | Blackrock, Inc.                                                                      | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    264000 | PA      | $264200.97    | 0.01%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31403DCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84037 | PA      | $87774.56     | 0.00%             | 2034-04-01      | Fixed         | 7.00%                 | 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        |   1125000 | PA      | $1134248.24   | 0.04%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series AA                                                            | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4516000 | PA      | $4648458.80   | 0.15%             | N/A             | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1699338.09   | 0.06%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                   | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15999.38     | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    988000 | PA      | $1003903.72   | 0.03%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1518955.08   | 0.05%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                              | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2005-AR16, Class 1A1                  | CUSIP: 92922F6W3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217804 | PA      | $194958.96    | 0.01%             | 2035-12-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2022-DNA6, Class M1                                              | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    381957 | PA      | $384654.87    | 0.01%             | 2042-09-25      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2587000 | PA      | $2596468.63   | 0.09%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding, LLC                                                         | Synchrony Card Funding, LLC, Series 2024-A2, Class A                                 | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2805000 | PA      | $2853897.32   | 0.10%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392GNQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    159840 | PA      | $16270.00     | 0.00%             | 2033-01-25      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                  | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67103.56     | 0.00%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1526806.64   | 0.05%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                        | Cadence Design Systems, Inc.                                                         | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    546000 | PA      | $535203.76    | 0.02%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                    | Kroger Co. (The)                                                                     | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1921000 | PA      | $1883602.24   | 0.06%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                                                  | Goldman Sachs Private Credit Corp.                                                   | CUSIP: 38152BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    719000 | PA      | $719554.87    | 0.02%             | 2030-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14640820.35  | 0.49%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes Trust                                                         | Tricon American Homes Trust, Series 2020-SFR2, Class A                               | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3680093 | PA      | $3431132.54   | 0.11%             | 2039-11-17      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2023-DNA1, Class M1                                              | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |    753922 | PA      | $766756.50    | 0.03%             | 2043-03-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106414.92    | 0.00%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2021-NQM1, Class A1                     | CUSIP: 126407AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    418240 | PA      | $382380.82    | 0.01%             | 2065-05-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Keybank N.A.                                                                        | Keybank N.A.                                                                         | CUSIP: 49327M2K9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    689000 | PA      | $687877.04    | 0.02%             | 2025-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                                                 | U.S. Treasury Bills                                                                  | CUSIP: 912797NN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    249000 | PA      | $248183.74    | 0.01%             | 2025-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                              | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2005-AR14, Class 1A4                  | CUSIP: 92922F4D7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235057 | PA      | $215486.34    | 0.01%             | 2035-12-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                               | Targa Resources Corp.                                                                | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75996.97     | 0.00%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                          | Alibaba Group Holding Ltd.                                                           | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $314236.51    | 0.01%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36842500 | PA      | $38226971.89  | 1.27%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc.                                                                        | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100716.75    | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                  | ConocoPhillips Co.                                                                   | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    531000 | PA      | $497225.36    | 0.02%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                                       | Banc of America Funding Trust, Series 2007-C, Class 1A4                              | CUSIP: 059522AW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45718 | PA      | $39103.84     | 0.00%             | 2036-05-20      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201636.52    | 0.01%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, PO                                                               | CUSIP: 31282XVL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       973 | PA      | $949.23       | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153762.42    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                 | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    466000 | PA      | $470061.68    | 0.02%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                             | Republic Services, Inc.                                                              | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    462000 | PA      | $470422.05    | 0.02%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Co.                                                | Smurfit Kappa Treasury Unlimited Co.                                                 | CUSIP: 83272GAA9<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   1116000 | PA      | $1132033.80   | 0.04%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4507000 | PA      | $4570316.18   | 0.15%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                                  | United Airlines Pass-Through Trust, Series AA                                        | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3912 | PA      | $3474.76      | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                   | Alabama Power Co.                                                                    | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    131000 | PA      | $139378.33    | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     56000 | PA      | $46413.16     | 0.00%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392GEE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     81279 | PA      | $7616.01      | 0.00%             | 2032-08-25      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EVF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     80862 | PA      | $1476.90      | 0.00%             | 2032-04-25      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     94873 | PA      | $13609.07     | 0.00%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31395U5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    321568 | PA      | $26818.24     | 0.00%             | 2035-05-15      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                      | Apollo Global Management, Inc., Pfd.                                                 | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |    215375 | NS      | $5718206.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                                                        | Target Corp.                                                                         | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95642.18     | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                         | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113812.04    | 0.00%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1195143.58   | 0.04%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202111.43    | 0.01%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                         | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $396621.72    | 0.01%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                         | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $987548.76    | 0.03%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    372000 | PA      | $372656.45    | 0.01%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                        | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1801000 | PA      | $1766983.56   | 0.06%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                    | CMS Energy Corp.                                                                     | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    993000 | PA      | $970598.91    | 0.03%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    886000 | PA      | $904070.65    | 0.03%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                             | CUSIP: 110122EB0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    155000 | PA      | $163069.04    | 0.01%             | 2053-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    418000 | PA      | $422486.81    | 0.01%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1470859.24   | 0.05%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                   | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $1987910.78   | 0.07%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Engie                                                                               | Engie                                                                                | CUSIP: 29286DAC9<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    890000 | PA      | $866151.33    | 0.03%             | 2054-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                        | Ford Credit Auto Owner Trust, Series 2024-A, Class A3                                | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9250000 | PA      | $9364929.40   | 0.31%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-3, Class A1                                  | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2430441 | PA      | $2323912.92   | 0.08%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class AA Pass Through Trust                                  | United Airlines 2024-1 Class AA Pass Through Trust, Series AA                        | CUSIP: 90932WAA1<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1020045 | PA      | $1017803.26   | 0.03%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4388000 | PA      | $4338699.68   | 0.14%             | N/A             | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust, Series 2021-ESH, Class B                                | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3498087 | PA      | $3487987.82   | 0.12%             | 2038-07-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Empower CLO 2024-1 Ltd.                                                             | Empower CLO 2024-1 Ltd., Series 2024-1A, Class A1                                    | CUSIP: 29244RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3895000 | PA      | $3898754.78   | 0.13%             | 2037-04-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                      | Hyundai Capital Services, Inc.                                                       | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   2323000 | PA      | $2360449.01   | 0.08%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5261000 | PA      | $5334580.19   | 0.18%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Invesco Treasury Portfolio                                                          | Invesco Treasury Portfolio, Institutional Class                                      | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        | 404013061 | NS      | $404013061.37 | 13.45%            |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                                                                     | AES Corp. (The)                                                                      | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   6056000 | PA      | $6044444.12   | 0.20%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                   | Alabama Power Co.                                                                    | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    898000 | PA      | $901911.15    | 0.03%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                                       | Rollins, Inc.                                                                        | CUSIP: 775711AA2<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1152959.30   | 0.04%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A8                   | CUSIP: 07336GAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2846836 | PA      | $2534268.90   | 0.08%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31296XJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18001 | PA      | $18573.63     | 0.00%             | 2034-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| nVent Finance S.a.r.l.                                                              | nVent Finance S.a.r.l.                                                               | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    156000 | PA      | $154605.40    | 0.01%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                   | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    825000 | PA      | $837795.09    | 0.03%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 313921N61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     28054 | PA      | $2407.49      | 0.00%             | 2031-11-18      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2024-VLT5, Class A                              | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3530000 | PA      | $3516556.70   | 0.12%             | 2046-11-13      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31393Y5U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    120682 | PA      | $14045.52     | 0.00%             | 2033-10-25      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2024-VLT5, Class B                              | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2495000 | PA      | $2488171.43   | 0.08%             | 2046-11-13      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2022-DNA3, Class M1                                              | CUSIP: 35564KUW7<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |   1435030 | PA      | $1452682.35   | 0.05%             | 2042-04-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc.                                                                | Rio Tinto Alcan Inc.                                                                 | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $429831.96    | 0.01%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 170183200 | PA      | $170688431.38 | 5.68%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                           | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    481000 | PA      | $449379.43    | 0.01%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                       | Citigroup Mortgage Loan Trust, Series 2024-1, Class A3A                              | CUSIP: 17332CAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4811416 | PA      | $4843027.12   | 0.16%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc.                                                | Public Service Enterprise Group Inc.                                                 | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    519000 | PA      | $542288.78    | 0.02%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                      | Pacific Life Global Funding II                                                       | CUSIP: 6944PL2V0<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1812227.15   | 0.06%             | 2026-07-28      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 31364JF57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      3863 | PA      | $417.69       | 0.00%             | 2029-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                       | Cencora, Inc.                                                                        | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    263000 | PA      | $263717.91    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Co.                                                           | Global Atlantic (Fin) Co.                                                            | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1203442.49   | 0.04%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                      | Piedmont Natural Gas Co., Inc.                                                       | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    158000 | PA      | $160144.67    | 0.01%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-1A, Class A2I                                        | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4286460 | PA      | $4344411.22   | 0.14%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                          | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2263000 | PA      | $2292998.44   | 0.08%             | 2027-03-15      | Fixed         | 4.80%                 | 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        |    827000 | PA      | $816761.12    | 0.03%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                                  | Union Electric Co.                                                                   | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    763000 | PA      | $689947.11    | 0.02%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                          | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    299000 | PA      | $307900.17    | 0.01%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                                                   | Western Midstream Operating, L.P.                                                    | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    822000 | PA      | $781599.90    | 0.03%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1120000 | PA      | $1113522.82   | 0.04%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                 | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    715000 | PA      | $642206.37    | 0.02%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-2, Class A4                              | CUSIP: 29375RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1133000 | PA      | $1171151.96   | 0.04%             | 2030-12-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAKM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     57449 | PA      | $6664.29      | 0.00%             | 2032-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35208500 | PA      | $35458810.61  | 1.18%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 40 Ltd.                                          | Neuberger Berman Loan Advisers CLO 40 Ltd., Series 2021-40A, Class A                 | CUSIP: 64134JAA1<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |   3184205 | PA      | $3186895.57   | 0.11%             | 2033-04-16      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31339DF94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     63409 | PA      | $5946.33      | 0.00%             | 2032-01-15      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395598.58    | 0.01%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F052649<br>LEI: N/A                  | Short            | ABS-MBS          | CORP              | US        |  -1200000 | PA      | $-1197922.49  | -0.04%            | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3656000 | PA      | $3660964.04   | 0.12%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10                                                                    | BANK5 2024-5YR10, Series 2024-5YR10, Class A                                         | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1705000 | PA      | $1727956.46   | 0.06%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                     | Virginia Electric and Power Co.                                                      | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    114000 | PA      | $113257.80    | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1198000 | PA      | $1297424.42   | 0.04%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 116241884 | PA      | $116009106.14 | 3.86%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2573223.82   | 0.09%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                               | Targa Resources Corp.                                                                | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    432000 | PA      | $422151.11    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Agl Clo 17 Ltd.                                                                     | Agl Clo 17 Ltd., Series 2022-17A, Class AR                                           | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   6576000 | PA      | $6510305.76   | 0.22%             | 2035-01-21      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                             | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    216000 | PA      | $221367.43    | 0.01%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Deutsche Bank AG                                                                     | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $159417.35    | 0.01%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F7G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     19574 | PA      | $1908.48      | 0.00%             | 2032-12-18      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-1, Class A1B                                 | CUSIP: 92537QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    556532 | PA      | $493322.96    | 0.02%             | 2066-01-25      | Variable      | 0.81%                 | 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        |   1252000 | PA      | $1253836.62   | 0.04%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                         | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    372000 | PA      | $377639.61    | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147246.43    | 0.00%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394AHA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      6111 | PA      | $348.86       | 0.00%             | 2030-11-25      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392HRF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     23035 | PA      | $2996.28      | 0.00%             | 2033-02-25      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    484000 | PA      | $477909.99    | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana, LLC                                                              | Entergy Louisiana, LLC                                                               | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    675000 | PA      | $677329.22    | 0.02%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2024-7, Class A1                                  | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |   2663955 | PA      | $2651455.88   | 0.09%             | 2069-09-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, L.P.                                                          | Simon Property Group, L.P.                                                           | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   3228000 | PA      | $3088167.08   | 0.10%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                   | Chase Home Lending Mortgage Trust, Series 2024-9, Class A6                           | CUSIP: 16160QAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    807753 | PA      | $808397.15    | 0.03%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2020-3, Class A1                                    | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1018735 | PA      | $960567.73    | 0.03%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                  | Atmos Energy Corp.                                                                   | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    706000 | PA      | $630527.22    | 0.02%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                        | Walmart Inc.                                                                         | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   5231000 | PA      | $5300785.78   | 0.18%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2022-3, Class A1                                    | CUSIP: 12659YAA2<br>LEI: 213800PIMH7Q7M27DB82 | Long             | ABS-MBS          | CORP              | US        |   2916403 | PA      | $2817313.33   | 0.09%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US CLO 1 Ltd.                                            | Goldentree Loan Management US CLO 1 Ltd., Series 2017-1A, Class A1R3                 | CUSIP: 38136FBU6<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |   2434000 | PA      | $2418991.96   | 0.08%             | 2034-04-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                   | Johnson & Johnson                                                                    | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    895000 | PA      | $920249.20    | 0.03%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                           | Nippon Life Insurance Co.                                                            | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1301000 | PA      | $1297096.70   | 0.04%             | 2054-04-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | Athene Global Funding                                                                | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3298000 | PA      | $3331963.83   | 0.11%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAZ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    152330 | PA      | $20369.28     | 0.00%             | 2033-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                          | CNH Industrial Capital LLC                                                           | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1257247.31   | 0.04%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank and Trust Co.                                                     | State Street Bank and Trust Co.                                                      | CUSIP: 857449AD4<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |   1543000 | PA      | $1541722.75   | 0.05%             | 2026-11-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                 | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    153000 | PA      | $160900.19    | 0.01%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Intuit Inc.                                                                         | Intuit Inc.                                                                          | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    366000 | PA      | $376410.94    | 0.01%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31359KQT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       203 | PA      | $202.11       | 0.00%             | 2026-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                               | Electricite de France                                                                | CUSIP: 28504DAG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   3666000 | PA      | $3629793.81   | 0.12%             | 2055-01-13      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co., Series OO                                                      | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8415000 | PA      | $8429757.81   | 0.28%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc.                                                                | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177327.67    | 0.01%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                                | UPMC                                                                                 | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177172.96    | 0.01%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    212000 | PA      | $216028.77    | 0.01%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co. (The)                                               | Connecticut Light and Power Co. (The)                                                | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74709.60     | 0.00%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31396AKM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     60197 | PA      | $59584.85     | 0.00%             | 2035-09-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    269000 | PA      | $275725.61    | 0.01%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    457000 | PA      | $457273.24    | 0.02%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2022-ATH2, Class A1                     | CUSIP: 12665WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2957790 | PA      | $2945863.46   | 0.10%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                     | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    639000 | PA      | $658440.88    | 0.02%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                       | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104124.93    | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3138000 | PA      | $3131726.67   | 0.10%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                                                       | FirstEnergy Transmission, LLC                                                        | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1130374.97   | 0.04%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                       | Citibank N.A.                                                                        | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1461609.73   | 0.05%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    469000 | PA      | $431272.82    | 0.01%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                            | Cox Communications, Inc.                                                             | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90584.24     | 0.00%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1687000 | PA      | $1680457.14   | 0.06%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                          | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    123000 | PA      | $126851.81    | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                    | American National Global Funding                                                     | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1135653.98   | 0.04%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 49 Ltd.                                          | Neuberger Berman Loan Advisers CLO 49 Ltd., Series 2022-49A, Class AR                | CUSIP: 64135JAL6<br>LEI: 549300IN02DS1MN5HW62 | Long             | ABS-CBDO         | CORP              | JE        |   5387000 | PA      | $5376059.00   | 0.18%             | 2035-07-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                    | Mitsubishi Corp.                                                                     | CUSIP: 606769AJ6<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |   1419000 | PA      | $1452475.88   | 0.05%             | 2029-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties L.P.                                                              | Boston Properties L.P.                                                               | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209845.43    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    178000 | PA      | $179705.55    | 0.01%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                           | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    532000 | PA      | $557300.53    | 0.02%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                 | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1194000 | PA      | $1229490.46   | 0.04%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp.                                                                        | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     89000 | PA      | $92580.60     | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118034.50    | 0.00%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TKE22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     11812 | PA      | $12038.53     | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    900000 | PA      | $883044.62    | 0.03%             | 2055-05-01      | Fixed         | 5.00%                 | 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        |   1470000 | PA      | $1514048.55   | 0.05%             | 2053-09-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | Athene Global Funding                                                                | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $1170140.65   | 0.04%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    108000 | PA      | $108475.75    | 0.00%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                      | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    950000 | PA      | $969235.32    | 0.03%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                        | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1658789.73   | 0.06%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                               | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228267.78    | 0.01%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394F4M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    143406 | PA      | $13625.33     | 0.00%             | 2035-10-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326834.68    | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-3A, Class A2I                                        | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4059600 | PA      | $4035824.55   | 0.13%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111745.89    | 0.00%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Eni S.p.A.                                                                          | Eni S.p.A.                                                                           | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1203000 | PA      | $1193167.29   | 0.04%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                                 | Bank of New Zealand                                                                  | CUSIP: 064064AB4<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |   1568000 | PA      | $1591872.66   | 0.05%             | 2035-01-28      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group, L.P.                                                             | Kite Realty Group, L.P.                                                              | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    141000 | PA      | $141290.26    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111169.00    | 0.00%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                               | Keurig Dr Pepper Inc.                                                                | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1922000 | PA      | $1926065.20   | 0.06%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1084162.23   | 0.04%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                          | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    346000 | PA      | $344899.67    | 0.01%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cross 2024-H8 Mortgage Trust                                                        | Cross 2024-H8 Mortgage Trust, Series 2024-H8, Class A1                               | CUSIP: 22757GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3128322 | PA      | $3138659.76   | 0.10%             | 2069-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                     | CUSIP: 86563VBQ1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1295000 | PA      | $1332079.61   | 0.04%             | 2029-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    434000 | PA      | $437490.11    | 0.01%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   4797000 | PA      | $4858155.23   | 0.16%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                                       | SG Residential Mortgage Trust, Series 2022-1, Class A1                               | CUSIP: 78433QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3723909 | PA      | $3438829.69   | 0.11%             | 2062-03-27      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31398LPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    176289 | PA      | $15984.13     | 0.00%             | 2039-12-15      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    101000 | PA      | $101246.91    | 0.00%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5971000 | PA      | $6082627.90   | 0.20%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1180541.30   | 0.04%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Citadel L.P.                                                                        | Citadel L.P.                                                                         | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    707000 | PA      | $727838.43    | 0.02%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A2                   | CUSIP: 07336JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4081111 | PA      | $3332790.15   | 0.11%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   2239000 | PA      | $2211500.62   | 0.07%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2024-8, Class A3                                  | CUSIP: 46658GAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1223177 | PA      | $1216449.60   | 0.04%             | 2055-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2593000 | PA      | $2612268.22   | 0.09%             | 2026-09-25      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                   | Golub Capital Private Credit Fund                                                    | CUSIP: 38179RAA3<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196907.11    | 0.01%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2020-1, Class A1                                    | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260574 | PA      | $252453.30    | 0.01%             | 2059-12-25      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                        | Public Storage Operating Co.                                                         | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   3503000 | PA      | $3484061.66   | 0.12%             | 2027-04-16      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                              | PACCAR Financial Corp.                                                               | CUSIP: 69371RS31<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79353.99     | 0.00%             | 2028-01-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     13562 | PA      | $416.59       | 0.00%             | 2027-04-25      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                          | Duke Energy Carolinas, LLC                                                           | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    123000 | PA      | $115715.14    | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2023-6, Class A1                                    | CUSIP: 03464UAA4<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-MBS          | CORP              | US        |   1276757 | PA      | $1288594.65   | 0.04%             | 2067-12-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                   | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    428000 | PA      | $448095.85    | 0.01%             | 2034-11-21      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ziply Fiber Issuer LLC                                                              | Ziply Fiber Issuer LLC, Series 2024-1A, Class A2                                     | CUSIP: 98979QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3920000 | PA      | $4020804.37   | 0.13%             | 2054-04-20      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Engie                                                                               | Engie                                                                                | CUSIP: 29286DAB1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $911718.23    | 0.03%             | 2034-04-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                   | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3605000 | PA      | $3649079.81   | 0.12%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4159000 | PA      | $4177084.04   | 0.14%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                      | AIA Group Ltd.                                                                       | CUSIP: 00131LAR6<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   3641000 | PA      | $3563161.03   | 0.12%             | 2035-03-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                              | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    884000 | PA      | $885963.84    | 0.03%             | 2026-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                  | Ryder System, Inc.                                                                   | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    318000 | PA      | $343930.77    | 0.01%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   2300000 | PA      | $2335773.12   | 0.08%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    115000 | PA      | $123431.02    | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | CSAIL Commercial Mortgage Trust, Series 2020-C19, Class A3                           | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10613000 | PA      | $9548571.29   | 0.32%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                                                 | Zaxby's Funding LLC, Series 2021-1A, Class A2                                        | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5635438 | PA      | $5179359.29   | 0.17%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                                                  | Brown-Forman Corp.                                                                   | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58808.86     | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1218000 | PA      | $1228713.66   | 0.04%             | 2035-04-17      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-7, Class A1                                  | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1017777 | PA      | $1022233.95   | 0.03%             | 2067-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                  | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    327000 | PA      | $307805.47    | 0.01%             | 2054-09-01      | Fixed         | 5.38%                 | 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        |   1825000 | PA      | $1796493.54   | 0.06%             | 2034-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Obx 2024-Nqm18 Trust                                                                | Obx 2024-Nqm18 Trust, Series 2024-NQM18, Class A1                                    | CUSIP: 673913AA7<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |   2184305 | PA      | $2188529.88   | 0.07%             | 2064-10-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                               | Howmet Aerospace Inc.                                                                | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291593.55    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                              | MidAmerican Energy Co.                                                               | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    148000 | PA      | $149850.38    | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                      | M&T Bank Corp., Series J, Pfd.                                                       | CUSIP: 55261F864<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |    198205 | NS      | $5290091.45   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MidAmerican Energy Co.                                                              | MidAmerican Energy Co.                                                               | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    117000 | PA      | $120383.63    | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-INV2, Class A1                               | CUSIP: 924923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1349981 | PA      | $1352218.52   | 0.05%             | 2067-10-25      | Variable      | 6.79%                 | 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        |   1295000 | PA      | $1253016.44   | 0.04%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    827000 | PA      | $820655.45    | 0.03%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                                | Carrier Global Corp.                                                                 | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136946.77    | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class C                                                  | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1215000 | PA      | $1208062.11   | 0.04%             | 2039-01-15      | Floating      | 5.92%                 | 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        |   1610000 | PA      | $1463139.54   | 0.05%             | 2054-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     47000 | PA      | $45491.63     | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                             | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    455000 | PA      | $484510.00    | 0.02%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                      | Southern California Edison Co.                                                       | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93774.72     | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                             | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1025801.25   | 0.03%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                     | Phillips 66 Co.                                                                      | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371457.24    | 0.01%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5936000 | PA      | $6029441.37   | 0.20%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7622460.90   | 0.25%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                 | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    139000 | PA      | $139699.64    | 0.00%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAG Mutual Holding Co.                                                              | MAG Mutual Holding Co.                                                               | CUSIP: 55261HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9203000 | PA      | $8301106.00   | 0.28%             | 2041-04-30      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   3186000 | PA      | $3223942.07   | 0.11%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                                   | CD Mortgage Trust, Series 2017-CD6, Class XA                                         | CUSIP: 125039AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8782867 | PA      | $141866.13    | 0.00%             | 2050-11-13      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                      | Synopsys, Inc.                                                                       | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    710000 | PA      | $686834.60    | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EGP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     45786 | PA      | $4610.42      | 0.00%             | 2032-09-25      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  61557842 | PA      | $57376730.57  | 1.91%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                             | Brookfield Finance Inc.                                                              | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    374000 | PA      | $364867.79    | 0.01%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Engie                                                                               | Engie                                                                                | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |   1187000 | PA      | $1215454.94   | 0.04%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                                                        | Hexcel Corp.                                                                         | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    297000 | PA      | $294821.23    | 0.01%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                            | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    871000 | PA      | $865017.74    | 0.03%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                       | Nordson Corp.                                                                        | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    119000 | PA      | $122835.88    | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    148000 | PA      | $153686.76    | 0.01%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216603.39    | 0.01%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2634000 | PA      | $2685797.72   | 0.09%             | 2036-01-16      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Clover CLO 2021-3 LLC                                                               | Clover CLO 2021-3 LLC, Series 2021-3A, Class AR                                      | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5674000 | PA      | $5630406.66   | 0.19%             | 2035-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Polaris Inc.                                                                        | Polaris Inc.                                                                         | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    223000 | PA      | $230289.78    | 0.01%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                        | Walmart Inc.                                                                         | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2854000 | PA      | $2888760.04   | 0.10%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3137ARKB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    730172 | PA      | $14932.23     | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    487000 | PA      | $493807.04    | 0.02%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM14 Trust                                                                | OBX 2024-NQM14 Trust, Series 2024-NQM14, Class A1                                    | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |   3412238 | PA      | $3392065.23   | 0.11%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                         | Nationwide Building Society                                                          | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1031000 | PA      | $1059769.91   | 0.04%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2400000 | PA      | $1904227.20   | 0.06%             | 2055-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31397L5D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     67569 | PA      | $2580.73      | 0.00%             | 2038-07-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                         | Southern California Gas Co.                                                          | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193189.58    | 0.01%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    447000 | PA      | $451928.18    | 0.02%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                  | Smith & Nephew PLC                                                                   | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    882000 | PA      | $880785.70    | 0.03%             | 2034-03-20      | Fixed         | 5.40%                 | 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        |   1305000 | PA      | $1310778.51   | 0.04%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $272567.87    | 0.01%             | 2055-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                                          | AGCO Corp.                                                                           | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    426000 | PA      | $429876.57    | 0.01%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    985000 | PA      | $1058231.67   | 0.04%             | 2030-02-08      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc.                                                                      | AEP Texas Inc.                                                                       | CUSIP: 00108WAG5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   2489000 | PA      | $2444895.09   | 0.08%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MHPA Commercial Mortgage Trust                                                      | MHPA Commercial Mortgage Trust, Series 2021-STOR, Class B                            | CUSIP: 55293BAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1460000 | PA      | $1451525.43   | 0.05%             | 2038-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                             | AstraZeneca Finance LLC                                                              | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    566000 | PA      | $581416.41    | 0.02%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                 | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    269000 | PA      | $270624.25    | 0.01%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2022-1, Class A1                         | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2687377 | PA      | $2386376.37   | 0.08%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                           | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    189000 | PA      | $136076.94    | 0.00%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AXQT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    387154 | PA      | $79236.34     | 0.00%             | 2047-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1097000 | PA      | $1084654.32   | 0.04%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1947000 | PA      | $1932236.44   | 0.06%             | 2029-01-24      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112156.80    | 0.00%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 3140XMMR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12972570 | PA      | $13034968.95  | 0.43%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp.                                                   | Blue Owl Technology Finance Corp.                                                    | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282592.48    | 0.01%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31392JY29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      8408 | PA      | $8350.12      | 0.00%             | 2033-03-25      | Floating      | 4.87%                 | 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        |    788000 | PA      | $797099.15    | 0.03%             | 2028-01-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     88000 | PA      | $93877.57     | 0.00%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc., Series NC5                                                            | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $67598.51     | 0.00%             | 2084-01-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1394970.10   | 0.05%             | 2027-02-12      | Fixed         | 4.75%                 | 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        |   1601000 | PA      | $1620523.46   | 0.05%             | 2028-07-21      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                         | Intel Corp.                                                                          | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251051.66    | 0.01%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  40037000 | PA      | $38332257.37  | 1.28%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                                                  | Omnicom Group Inc.                                                                   | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89741.85     | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC                                             | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    778000 | PA      | $772704.40    | 0.03%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392JDW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    207290 | PA      | $22271.87     | 0.00%             | 2033-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                                         | Visio Trust, Series 2020-1R, Class A1                                                | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400511 | PA      | $383369.06    | 0.01%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| AGL CLO 29 Ltd.                                                                     | AGL CLO 29 Ltd., Series 2024-29A, Class A1                                           | CUSIP: 00119BAA1<br>LEI: 254900MM5EQZ35CZG002 | Long             | ABS-CBDO         | CORP              | JE        |   9655000 | PA      | $9655086.90   | 0.32%             | 2037-04-21      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                         | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    387000 | PA      | $395810.45    | 0.01%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential Trust, Series 2022-SFR5, Class A                                | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3091079 | PA      | $3092266.32   | 0.10%             | 2039-06-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31410GVK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209323 | PA      | $214800.20    | 0.01%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                      | ING Groep N.V.                                                                       | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1191000 | PA      | $1216516.00   | 0.04%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                         | Keysight Technologies, Inc.                                                          | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   2759000 | PA      | $2833273.91   | 0.09%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                        | Phillips Edison Grocery Center Operating Partnership I, L.P.                         | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $955914.62    | 0.03%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                        | Canadian Pacific Railway Co.                                                         | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $217476.88    | 0.01%             | 2115-09-15      | Fixed         | 6.12%                 | 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        |   1871000 | PA      | $1877193.80   | 0.06%             | 2027-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                           | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   4106000 | PA      | $4114253.76   | 0.14%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                           | O'Reilly Automotive, Inc.                                                            | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1466735.10   | 0.05%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                 | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    601000 | PA      | $609507.36    | 0.02%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C5 Mortgage Trust                                                         | BMO 2024-5C5 Mortgage Trust, Series 2024-5C5, Class AS                               | CUSIP: 05593RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1467890.76   | 0.05%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                          | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     97000 | PA      | $98220.71     | 0.00%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221133.05    | 0.01%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding, Inc.                                                             | BlackRock Funding, Inc.                                                              | CUSIP: 09290DAA9<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112444.42    | 0.00%             | 2029-03-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3981000 | PA      | $3992785.83   | 0.13%             | N/A             | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                 | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    898000 | PA      | $864812.91    | 0.03%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                                 | GXO Logistics, Inc.                                                                  | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    858000 | PA      | $858114.71    | 0.03%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31394EC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     21687 | PA      | $21504.39     | 0.00%             | 2035-08-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust, Series 2015-C27, Class XA                | CUSIP: 46644ABH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5243770 | PA      | $119.56       | 0.00%             | 2048-02-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                    | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    149000 | PA      | $135927.64    | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110426.74    | 0.00%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                              | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2003-AR10, Class A7                   | CUSIP: 92922FEB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138891 | PA      | $132217.90    | 0.00%             | 2033-10-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                        | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1115739.22   | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                      | British Telecommunications PLC                                                       | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $244863.91    | 0.01%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXI Ltd.                                                               | Symphony CLO XXI Ltd., Series 2019-21A, Class AR2                                    | CUSIP: 87166RGE1<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |   6577991 | PA      | $6559217.44   | 0.22%             | 2032-07-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31403C5V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132917 | PA      | $136839.88    | 0.00%             | 2033-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1A                    | CUSIP: 12660BAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2544881 | PA      | $2458766.15   | 0.08%             | 2067-01-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Ltd.                                        | Australia and New Zealand Banking Group Ltd.                                         | CUSIP: 052528AT3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   5512000 | PA      | $5318472.19   | 0.18%             | 2035-09-30      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31339WBV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     92688 | PA      | $97035.19     | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     27988 | PA      | $3322.56      | 0.00%             | 2032-04-25      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                        | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36269.01     | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                           | Northern States Power Co.                                                            | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   2541000 | PA      | $2521433.41   | 0.08%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                    | Bank of Montreal                                                                     | CUSIP: 06368LNT9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    136000 | PA      | $137329.61    | 0.00%             | 2026-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                         | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    960000 | PA      | $964188.64    | 0.03%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2024000 | PA      | $2043443.09   | 0.07%             | 2030-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC                                             | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1873601.67   | 0.06%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                            | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    766000 | PA      | $771151.74    | 0.03%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXV Ltd.                                                | Benefit Street Partners CLO XXV Ltd., Series 2021-25A, Class A1R                     | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5519000 | PA      | $5476547.85   | 0.18%             | 2035-01-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp.                                                               | Ares Management Corp.                                                                | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    400000 | PA      | $366631.60    | 0.01%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| New Jersey (State of) Transportation Trust Fund Authority                           | New Jersey (State of) Transportation Trust Fund Authority, Series 2024 BB, Ref. RB   | CUSIP: 64613CEY0<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   3580000 | PA      | $3581059.68   | 0.12%             | 2025-06-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    830000 | PA      | $840444.35    | 0.03%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                        | Phillips Edison Grocery Center Operating Partnership I, L.P.                         | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    354000 | PA      | $358362.32    | 0.01%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3137FGV77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     24825 | PA      | $47.14        | 0.00%             | 2045-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294630.99    | 0.01%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co.                                                            | Northern Natural Gas Co.                                                             | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189208.40    | 0.01%             | 2054-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                               | Cardinal Health, Inc.                                                                | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    274000 | PA      | $276974.19    | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                        | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215401.38    | 0.01%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                  | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     79000 | PA      | $75601.47     | 0.00%             | 2027-11-01      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2021-LTV2, Class A1                               | CUSIP: 46654VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3654128 | PA      | $3148811.77   | 0.10%             | 2052-05-25      | Variable      | 2.52%                 | 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        |   1125000 | PA      | $1116756.75   | 0.04%             | 2029-08-15      | Fixed         | 4.95%                 | 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        |   3346000 | PA      | $3347796.53   | 0.11%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                      | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57825.24     | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                 | Huntington Ingalls Industries, Inc.                                                  | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    604000 | PA      | $615920.04    | 0.02%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136APZR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |   2583279 | PA      | $272039.72    | 0.01%             | 2035-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                              | BP Capital Markets PLC                                                               | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   3452000 | PA      | $3340720.64   | 0.11%             | N/A             | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                        | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    758000 | PA      | $767063.14    | 0.03%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc.                                                                   | Radian Group Inc.                                                                    | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    640000 | PA      | $661108.76    | 0.02%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc.                                                                     | Weir Group Inc.                                                                      | CUSIP: 94877DAA2<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |   1978000 | PA      | $1987947.56   | 0.07%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53792.46     | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSMC Mortgage-Backed Trust                                                          | CSMC Mortgage-Backed Trust, Series 2006-6, Class 1A4                                 | CUSIP: 22942JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565334 | PA      | $267472.42    | 0.01%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | CarMax Auto Owner Trust, Series 2022-4, Class A4                                     | CUSIP: 14318UAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7031000 | PA      | $7155819.94   | 0.24%             | 2028-07-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc.                                                | Public Service Enterprise Group Inc.                                                 | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    299000 | PA      | $314488.97    | 0.01%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                                 | Coca-Cola Co. (The)                                                                  | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1349594.42   | 0.04%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                              | 3M Co.                                                                               | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485599.87    | 0.02%             | 2026-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                      | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    495000 | PA      | $502489.46    | 0.02%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                 | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216699.19    | 0.01%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97602.84     | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2382000 | PA      | $2370426.20   | 0.08%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1241000 | PA      | $1303340.18   | 0.04%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    595000 | PA      | $607303.30    | 0.02%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2912000 | PA      | $2923196.12   | 0.10%             | 2028-04-23      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                      | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    322000 | PA      | $332515.58    | 0.01%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust, Series 2017-C5, Class XA                              | CUSIP: 90276TAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13465441 | PA      | $247681.98    | 0.01%             | 2050-11-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                 | Huntington Ingalls Industries, Inc.                                                  | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1327669.01   | 0.04%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    184000 | PA      | $194159.56    | 0.01%             | N/A             | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                   | CIFC Funding Ltd., Series 2016-1A, Class AR3                                         | CUSIP: 17180TBL5<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |   2591803 | PA      | $2586624.51   | 0.09%             | 2031-10-21      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2074000 | PA      | $2062179.90   | 0.07%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                         | Intel Corp.                                                                          | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86306.98     | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31395LMA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    142528 | PA      | $9110.63      | 0.00%             | 2035-01-15      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196238.11    | 0.01%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                  | Ryder System, Inc.                                                                   | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $1225138.96   | 0.04%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                     | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2351000 | PA      | $2368574.83   | 0.08%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    953000 | PA      | $966677.54    | 0.03%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                   | Crown Castle Inc.                                                                    | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151333.60    | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd.                                                               | Symphony CLO XVI Ltd., Series 2015-16A, Class ARR                                    | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |   2400670 | PA      | $2399822.07   | 0.08%             | 2031-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust, Series 2017-C4, Class XA                        | CUSIP: 17326FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23293931 | PA      | $473567.94    | 0.02%             | 2050-10-12      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                         | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111833.30    | 0.00%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2022-3, Class A1                          | CUSIP: 31573EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2865631 | PA      | $2853844.46   | 0.10%             | 2067-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc.                                                                     | Mastercard Inc.                                                                      | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    440000 | PA      | $433557.17    | 0.01%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                         | American Homes 4 Rent, L.P.                                                          | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1061989.82   | 0.04%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    212000 | PA      | $215641.57    | 0.01%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                                 | GXO Logistics, Inc.                                                                  | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    942000 | PA      | $958626.96    | 0.03%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust                                 | First Horizon Alternative Mortgage Securities Trust, Series 2005-FA8, Class 1A6      | CUSIP: 32051GYL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336426 | PA      | $136232.51    | 0.00%             | 2035-11-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                          | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101506.41    | 0.00%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-4A, Class A                  | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5238000 | PA      | $5360678.15   | 0.18%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    747000 | PA      | $727655.98    | 0.02%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    499000 | PA      | $509385.41    | 0.02%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3317000 | PA      | $3377923.57   | 0.11%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Keybank N.A.                                                                        | Keybank N.A.                                                                         | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    629000 | PA      | $627818.10    | 0.02%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                              | 3M Co.                                                                               | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298304.18    | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                    | Kroger Co. (The)                                                                     | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   2194000 | PA      | $2039627.24   | 0.07%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $263518.64    | 0.01%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Deere & Co.                                                                         | Deere & Co.                                                                          | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   2664000 | PA      | $2755731.11   | 0.09%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                             | AS Mileage Plan IP Ltd.                                                              | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    949000 | PA      | $909730.36    | 0.03%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                  | Atmos Energy Corp.                                                                   | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    181000 | PA      | $192632.78    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                             | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   1153000 | PA      | $1152115.31   | 0.04%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-3                               | Morgan Stanley Residential Mortgage Loan Trust 2024-3, Series 2024-3, Class A1       | CUSIP: 61776QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3534597 | PA      | $3551191.86   | 0.12%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                          | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    228000 | PA      | $226410.05    | 0.01%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K735, Class X1, IO     | CUSIP: 3137FMU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  32594483 | PA      | $238327.60    | 0.01%             | 2026-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                                              | Northrop Grumman Corp.                                                               | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     61000 | PA      | $53913.27     | 0.00%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3133KRVR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14901519 | PA      | $15022499.50  | 0.50%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                                          | AGCO Corp.                                                                           | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    531000 | PA      | $527817.56    | 0.02%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AAQJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    669046 | PA      | $80012.33     | 0.00%             | 2042-12-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                      | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50198.61     | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392FMV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     49439 | PA      | $5783.07      | 0.00%             | 2032-11-25      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                               | Holcim Finance US LLC                                                                | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   2806000 | PA      | $2827673.77   | 0.09%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                    | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354879.53    | 0.01%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust, Series 2017-HR2, Class XA                            | CUSIP: 61691NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10422667 | PA      | $195557.37    | 0.01%             | 2050-12-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                      | Public Service Co. of Colorado                                                       | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    103000 | PA      | $93262.31     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                         | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    346000 | PA      | $324923.82    | 0.01%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1458864.63   | 0.05%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings, LLC                                                    | Eastern Energy Gas Holdings, LLC                                                     | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    933000 | PA      | $879242.97    | 0.03%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42033.73     | 0.00%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                                  | Northwestern Mutual Global Funding                                                   | CUSIP: 66815L2Q1<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1864000 | PA      | $1888242.53   | 0.06%             | 2029-01-10      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31395WJY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    322453 | PA      | $32573.03     | 0.00%             | 2035-07-15      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, ARM                                        | CUSIP: 36202KTG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        32 | PA      | $32.30        | 0.00%             | 2025-07-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2025-VLT6, Class A                                                  | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3865000 | PA      | $3833244.77   | 0.13%             | 2042-03-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TJGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     39331 | PA      | $2312.59      | 0.00%             | 2029-02-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31297BTP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9370 | PA      | $9794.62      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co.                                                       | Oklahoma Gas and Electric Co.                                                        | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1864140.67   | 0.06%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    899000 | PA      | $927276.56    | 0.03%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    186000 | PA      | $176373.93    | 0.01%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  64438641 | PA      | $58163738.24  | 1.94%             | 2055-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    440000 | PA      | $370596.20    | 0.01%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F032641<br>LEI: N/A                  | Short            | ABS-MBS          | CORP              | US        | -62188641 | PA      | $-56137996.55 | -1.87%            | 2055-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | Bank, Series 2019-BN16, Class XA                                                     | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  22247932 | PA      | $611477.74    | 0.02%             | 2052-02-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2025-SFR1 Trust                                                  | Tricon Residential 2025-SFR1 Trust, Series 2025-SFR1, Class A                        | CUSIP: 895974AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4010000 | PA      | $4004455.37   | 0.13%             | 2042-03-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                 | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2106000 | PA      | $2098417.14   | 0.07%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                               | Holcim Finance US LLC                                                                | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1981000 | PA      | $1988455.87   | 0.07%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                                 | Entergy Texas, Inc.                                                                  | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    553000 | PA      | $523495.50    | 0.02%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                                 | Frontier Issuer LLC, Series 2023-1, Class A2                                         | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4952710 | PA      | $5034107.79   | 0.17%             | 2053-08-20      | Fixed         | 6.60%                 | 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        |    154000 | PA      | $157930.74    | 0.01%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                         | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    211000 | PA      | $217650.67    | 0.01%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                          | Alibaba Group Holding Ltd.                                                           | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $345687.82    | 0.01%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 53B Ltd.                                                 | Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class AR                       | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |   9311000 | PA      | $9229528.75   | 0.31%             | 2034-07-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.  | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    464000 | PA      | $480532.45    | 0.02%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2622000 | PA      | $2329058.70   | 0.08%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                      | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    612000 | PA      | $619110.99    | 0.02%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    489000 | PA      | $500933.56    | 0.02%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                      | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1224000 | PA      | $1169076.55   | 0.04%             | N/A             | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                              | Chubb INA Holdings LLC                                                               | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396076.76    | 0.01%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5598600 | PA      | $5623531.24   | 0.19%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2784000 | PA      | $2810273.53   | 0.09%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130916.36    | 0.00%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Jabil Inc.                                                                          | Jabil Inc.                                                                           | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89501.35     | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                               | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1343000 | PA      | $1348342.16   | 0.04%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Horizon Mutual Holdings, Inc.                                                       | Horizon Mutual Holdings, Inc.                                                        | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |  13628000 | PA      | $13348227.65  | 0.44%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                   | CUSIP: 857477CS0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   4012000 | PA      | $3941841.75   | 0.13%             | N/A             | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust, Series 2014-C25, Class AS                | CUSIP: 46643PBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6036000 | PA      | $5841580.44   | 0.19%             | 2047-11-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XX Ltd.                                                                | Symphony CLO XX Ltd., Series 2018-20A, Class AR2                                     | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4470491 | PA      | $4466020.87   | 0.15%             | 2032-01-16      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                 | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    221000 | PA      | $221228.51    | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    382000 | PA      | $393873.82    | 0.01%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TDPP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     75002 | PA      | $76039.15     | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                     | Residential Mortgage Loan Trust, Series 2020-1, Class A1                             | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88630 | PA      | $87604.19     | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                         | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    440000 | PA      | $392750.55    | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     20945 | PA      | $2766.87      | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                      | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    129000 | PA      | $116382.51    | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Regatta XIII Funding Ltd.                                                           | Regatta XIII Funding Ltd., Series 2018-2A, Class A1R                                 | CUSIP: 75888FAL9<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |   2821169 | PA      | $2820320.02   | 0.09%             | 2031-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Adventist Health System                                                             | Adventist Health System                                                              | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448674.70    | 0.01%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                    | Bank of Montreal                                                                     | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1178000 | PA      | $1160596.35   | 0.04%             | 2084-11-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222764.94    | 0.01%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     96000 | PA      | $84942.22     | 0.00%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                      | M&T Bank Corp.                                                                       | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416452.54    | 0.01%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197823.58    | 0.01%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      7275 | PA      | $887.57       | 0.00%             | 2033-02-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    440000 | PA      | $388175.76    | 0.01%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                                  | Evergy Metro, Inc.                                                                   | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133842.93    | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3985000 | PA      | $3968804.72   | 0.13%             | 2028-11-19      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49913.55     | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51553.51     | 0.00%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAB25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    217904 | PA      | $33519.09     | 0.00%             | 2033-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                             | Pfizer Investment Enterprises Pte. Ltd.                                              | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    221000 | PA      | $218309.85    | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    440000 | PA      | $416680.71    | 0.01%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                          | Corebridge Financial, Inc.                                                           | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    373000 | PA      | $388522.61    | 0.01%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                     | Universal Health Services, Inc.                                                      | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2065283.98   | 0.07%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                   | Hershey Co. (The)                                                                    | CUSIP: 427866BH0<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    440000 | PA      | $444700.49    | 0.01%             | 2028-05-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31325UP26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    162465 | PA      | $3571.81      | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                 | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $396831.83    | 0.01%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394B6Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    170984 | PA      | $14969.21     | 0.00%             | 2035-02-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                 | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $178675.55    | 0.01%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, IO                                         | CUSIP: 38380HHZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |   1978174 | PA      | $279858.05    | 0.01%             | 2047-09-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                               | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1546000 | PA      | $1371252.61   | 0.05%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group, Inc.                                                     | Affiliated Managers Group, Inc.                                                      | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   2779000 | PA      | $2708593.90   | 0.09%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                        | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2124000 | PA      | $2100183.99   | 0.07%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    697000 | PA      | $704845.25    | 0.02%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31359XLQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    151133 | PA      | $154263.36    | 0.01%             | 2029-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class B                                                  | CUSIP: 12433EAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2265000 | PA      | $2253036.04   | 0.08%             | 2039-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                      | Southern California Edison Co.                                                       | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99305.20     | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283HV85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       411 | PA      | $426.07       | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-3A, Class A2I                                        | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3960100 | PA      | $3934802.49   | 0.13%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1701127.36   | 0.06%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3128M6FN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    369093 | PA      | $389562.57    | 0.01%             | 2035-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85723.32     | 0.00%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                       | Veralto Corp.                                                                        | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    919000 | PA      | $932345.98    | 0.03%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| High Street Funding Trust III                                                       | High Street Funding Trust III                                                        | CUSIP: 42981FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1554000 | PA      | $1511975.13   | 0.05%             | 2055-02-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                         | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   3662000 | PA      | $3729421.23   | 0.12%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2021-1, Class A1                          | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    232382 | PA      | $197677.93    | 0.01%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2025-HB1, Class A1                                  | CUSIP: 034936AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1535000 | PA      | $1535959.38   | 0.05%             | 2055-02-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Cousins Properties L.P.                                                             | Cousins Properties L.P.                                                              | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    994000 | PA      | $995177.39    | 0.03%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                         | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1295000 | PA      | $1318085.86   | 0.04%             | 2035-07-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                           | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232978.77    | 0.01%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                             | Micron Technology, Inc.                                                              | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1873580.74   | 0.06%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $11114726.59  | 0.37%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                         | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    508000 | PA      | $521446.89    | 0.02%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31395XLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     23105 | PA      | $26094.24     | 0.00%             | 2035-08-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc.                                                                     | Mastercard Inc.                                                                      | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232491.70    | 0.01%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                      | DTE Energy Co.                                                                       | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    514000 | PA      | $519387.22    | 0.02%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3413000 | PA      | $3397220.30   | 0.11%             | 2028-01-24      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TDE69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       449 | PA      | $453.28       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | 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        |   1557000 | PA      | $1584315.93   | 0.05%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                     | Fairfax Financial Holdings Ltd.                                                      | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1482000 | PA      | $1422996.24   | 0.05%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Co.                                                           | Becton, Dickinson and Co.                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67486.17     | 0.00%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                             | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    588000 | PA      | $585678.68    | 0.02%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                               | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    217000 | PA      | $225874.09    | 0.01%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-3A, Class A23                                        | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4283475 | PA      | $4265973.58   | 0.14%             | 2054-07-30      | Fixed         | 5.91%                 | 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        |    920000 | PA      | $931719.30    | 0.03%             | 2028-08-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31359XCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     38034 | PA      | $38732.01     | 0.00%             | 2029-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                             | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    533000 | PA      | $528772.93    | 0.02%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                     | Universal Health Services, Inc.                                                      | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1314989.04   | 0.04%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential Trust, Series 2021-SFR10, Class A                               | CUSIP: 74333WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2077590 | PA      | $1931592.55   | 0.06%             | 2040-12-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp.                                                                    | OGE Energy Corp.                                                                     | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    800000 | PA      | $825503.00    | 0.03%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EP0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4516000 | PA      | $4510932.14   | 0.15%             | 2030-11-19      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3137AXEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    282293 | PA      | $6259.53      | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd.                                              | Delta Air Lines Inc / SkyMiles IP Ltd.                                               | CUSIP: 830867AA5<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | XX        |     31498 | PA      | $31214.60     | 0.00%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                   | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $1001711.72   | 0.03%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6081445.32   | 0.20%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCCL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     81754 | PA      | $10777.20     | 0.00%             | 2034-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4184000 | PA      | $4273773.41   | 0.14%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1159501.62   | 0.04%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1624717.18   | 0.05%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Co.                                                | Smurfit Kappa Treasury Unlimited Co.                                                 | CUSIP: 83272GAC5<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   1056000 | PA      | $1057302.05   | 0.04%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56897.55     | 0.00%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   3705000 | PA      | $3768694.92   | 0.13%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                        | Public Storage Operating Co.                                                         | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    292000 | PA      | $296780.33    | 0.01%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Delaware Life Global Funding                                                        | Delaware Life Global Funding, Series 21-1                                            | CUSIP: 246114AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9383000 | PA      | $9144482.45   | 0.30%             | 2026-06-29      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    299000 | PA      | $305082.37    | 0.01%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                                                      | Banc of America Mortgage Trust, Series 2007-1, Class 1A24                            | CUSIP: 05952HAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176701 | PA      | $149200.57    | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                         | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    781000 | PA      | $808983.96    | 0.03%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                     | Blackstone Secured Lending Fund                                                      | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2121000 | PA      | $2008061.71   | 0.07%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                         | Brighthouse Financial, Inc.                                                          | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $189343.25    | 0.01%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                         | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    838000 | PA      | $824524.57    | 0.03%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.  | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $427369.21    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2022-R04, Class 1M1                 | CUSIP: 20753YCH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1112138 | PA      | $1120792.36   | 0.04%             | 2042-03-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                           | Bank of Nova Scotia (The)                                                            | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1256000 | PA      | $1288289.25   | 0.04%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    469000 | PA      | $478332.73    | 0.02%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3657361.19   | 0.12%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FANS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     23777 | PA      | $2580.41      | 0.00%             | 2032-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                  | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7898106.06   | 0.26%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      2666 | PA      | $158.95       | 0.00%             | 2028-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TCV70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       266 | PA      | $270.79       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                           | Florida Power & Light Co.                                                            | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    955000 | PA      | $962590.16    | 0.03%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2528000 | PA      | $2461243.63   | 0.08%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                                  | NSTAR Electric Co.                                                                   | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392607.70    | 0.01%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31397QWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     40028 | PA      | $38267.31     | 0.00%             | 2041-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31395U5B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    177076 | PA      | $10843.03     | 0.00%             | 2035-05-15      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCHX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    117042 | PA      | $16539.06     | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107989.98    | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | Athene Global Funding                                                                | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4916000 | PA      | $4937105.57   | 0.16%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1553899.88   | 0.05%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295436.76    | 0.01%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2021-1A, Class AR                               | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | KY        |   3604000 | PA      | $3577078.12   | 0.12%             | 2034-04-18      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                      | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    977000 | PA      | $988445.06    | 0.03%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                 | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $96524.21     | 0.00%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                               | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $1394045.09   | 0.05%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                                 | Southwest Gas Corp.                                                                  | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83914.92     | 0.00%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3132DQTR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2976775 | PA      | $3041918.36   | 0.10%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                             | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   1130000 | PA      | $1152892.32   | 0.04%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                            | Benchmark Mortgage Trust, Series 2018-B1, Class XA                                   | CUSIP: 08162PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22368506 | PA      | $261852.44    | 0.01%             | 2051-01-15      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4632000 | PA      | $4662052.05   | 0.16%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                      | Southern California Edison Co.                                                       | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    700000 | PA      | $464920.69    | 0.02%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                                  | Union Electric Co.                                                                   | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    916000 | PA      | $925505.83    | 0.03%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-2, Class A3                              | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    970000 | PA      | $989458.78    | 0.03%             | 2028-04-20      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2021-INV1, Class A6                      | CUSIP: 36263KAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2608460 | PA      | $2321739.25   | 0.08%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                                | American Airlines Pass-Through Trust, Series B                                       | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    382850 | PA      | $359146.95    | 0.01%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    770000 | PA      | $798342.63    | 0.03%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                                          | Patterson-UTI Energy, Inc.                                                           | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95701.35     | 0.00%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GMP1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1708409.05   | 0.06%             | 2031-01-24      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  99753270 | PA      | $97663498.85  | 3.25%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                          | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1202000 | PA      | $1197080.94   | 0.04%             | 2084-07-31      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                              | PACCAR Financial Corp.                                                               | CUSIP: 69371RS23<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    153000 | PA      | $153382.32    | 0.01%             | 2025-10-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $3003664.46   | 0.10%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A3                   | CUSIP: 07336GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3209630 | PA      | $2732335.96   | 0.09%             | 2051-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                         | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2712861.29   | 0.09%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31393AHH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    114973 | PA      | $11952.46     | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series W                                            | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6872000 | PA      | $7132668.70   | 0.24%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    983000 | PA      | $1016427.74   | 0.03%             | 2028-02-08      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                           | Northern States Power Co.                                                            | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $3197196.61   | 0.11%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                               | Keurig Dr Pepper Inc.                                                                | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1536542.12   | 0.05%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                        | Public Storage Operating Co.                                                         | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    473000 | PA      | $448847.26    | 0.01%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     25698 | PA      | $2894.94      | 0.00%             | 2032-08-25      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                         | Southern California Gas Co.                                                          | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109826.68    | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2022-1, Class A1                                    | CUSIP: 03464BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3675251 | PA      | $3400837.31   | 0.11%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series Z                                                             | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4401000 | PA      | $4466750.94   | 0.15%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                  | Canadian Imperial Bank of Commerce                                                   | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2792000 | PA      | $2699051.25   | 0.09%             | 2085-01-28      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                          | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1362912.36   | 0.05%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                    | Republic of Poland Government International Bond                                     | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   5370000 | PA      | $5434529.52   | 0.18%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    885000 | PA      | $929396.59    | 0.03%             | 2038-01-25      | Fixed         | 6.40%                 | 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        |    899000 | PA      | $903822.38    | 0.03%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   2097000 | PA      | $2106037.32   | 0.07%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2022-R03, Class 1M1                 | CUSIP: 20753XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2206284 | PA      | $2226238.91   | 0.07%             | 2042-03-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                    | Xcel Energy Inc.                                                                     | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    725000 | PA      | $731021.11    | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                          | WarnerMedia Holdings, Inc.                                                           | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $860922.83    | 0.03%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCYZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    139795 | PA      | $20564.31     | 0.00%             | 2035-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1                            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1, Series 2025-NQM1, Class A1 | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3742943 | PA      | $3769176.63   | 0.13%             | 2069-11-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H062651<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150000 | PA      | $153380.29    | 0.01%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAB33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    142863 | PA      | $17424.93     | 0.00%             | 2033-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DJ0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1802000 | PA      | $1822835.21   | 0.06%             | 2031-04-24      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                       | Citigroup Mortgage Loan Trust, Series 2006-AR1, Class 1A1                            | CUSIP: 17307G2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460978 | PA      | $434555.74    | 0.01%             | 2035-10-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                    | Berkshire Hathaway Finance Corp.                                                     | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271815.79    | 0.01%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                                  | Reinsurance Group of America, Inc.                                                   | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101418.93    | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    987000 | PA      | $903159.41    | 0.03%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                        | National Australia Bank Ltd.                                                         | CUSIP: 632525CF6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   4075000 | PA      | $4120203.89   | 0.14%             | 2036-01-14      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Cousins Properties L.P.                                                             | Cousins Properties L.P.                                                              | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    820000 | PA      | $813344.23    | 0.03%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                            | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    173000 | PA      | $184943.91    | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1431000 | PA      | $1446311.18   | 0.05%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2024-10, Class A1                                   | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |   5010801 | PA      | $5003154.09   | 0.17%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                         | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    818000 | PA      | $835792.52    | 0.03%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1373000 | PA      | $1394892.73   | 0.05%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                                           | BPCE S.A.                                                                            | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1935000 | PA      | $2005348.01   | 0.07%             | 2036-01-14      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1                 | CUSIP: 07387AGZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280399 | PA      | $261578.59    | 0.01%             | 2036-02-25      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                   | Genuine Parts Co.                                                                    | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    457000 | PA      | $503765.58    | 0.02%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136ASXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    712055 | PA      | $95586.97     | 0.00%             | 2046-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6159000 | PA      | $6260814.55   | 0.21%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2063000 | PA      | $2035020.05   | 0.07%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                          | Archer-Daniels-Midland Co.                                                           | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104367.16    | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer S.A.                                                                  | BBVA Bancomer S.A.                                                                   | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    458000 | PA      | $467100.92    | 0.02%             | 2039-01-08      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197701.66    | 0.01%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3193000 | PA      | $3148231.62   | 0.10%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    505000 | PA      | $496043.93    | 0.02%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    955000 | PA      | $967074.93    | 0.03%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                            | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    400000 | PA      | $341145.10    | 0.01%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc. Trust                                              | Residential Accredit Loans, Inc. Trust, Series 2006-QS13, Class 1A8                  | CUSIP: 75115DAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38849 | PA      | $31036.97     | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                                | American Airlines Pass-Through Trust, Series A                                       | CUSIP: 02379KAA2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     96986 | PA      | $84188.31     | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 313921SS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |         3 | PA      | $2.92         | 0.00%             | 2031-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                          | Corebridge Financial, Inc.                                                           | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    589000 | PA      | $600861.76    | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XII                                                                      | Apidos CLO XII, Series 2013-12A, Class ARR                                           | CUSIP: 03764DAM3<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | KY        |   3496871 | PA      | $3495052.73   | 0.12%             | 2031-04-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                         | Kenvue Inc.                                                                          | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    178000 | PA      | $180249.47    | 0.01%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                             | Flagstar Mortgage Trust, Series 2021-8INV, Class A6                                  | CUSIP: 33852HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1009710 | PA      | $905377.90    | 0.03%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                           | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    812000 | PA      | $813728.92    | 0.03%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                             | AstraZeneca Finance LLC                                                              | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    771000 | PA      | $781734.31    | 0.03%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                         | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $1034612.85   | 0.03%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BP83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     13701 | PA      | $1250.03      | 0.00%             | 2031-07-25      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                        | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    949000 | PA      | $967695.66    | 0.03%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2024-VIS1, Class A1                               | CUSIP: 465970AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4527748 | PA      | $4564032.70   | 0.15%             | 2064-07-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Comerica Inc.                                                                       | Comerica Inc.                                                                        | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177222.73    | 0.01%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    493000 | PA      | $511787.40    | 0.02%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                      | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    483000 | PA      | $495634.19    | 0.02%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP, LLC                                                                  | Healthpeak OP, LLC                                                                   | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1052836.55   | 0.04%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Invitation Homes 2024-SFR1 Trust                                                    | Invitation Homes 2024-SFR1 Trust, Series 2024-SFR1, Class A                          | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1876785 | PA      | $1818554.43   | 0.06%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                           | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    291000 | PA      | $277889.98    | 0.01%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31325UPL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    210158 | PA      | $5356.35      | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1468000 | PA      | $1273020.24   | 0.04%             | 2032-06-29      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2022-1A, Class A1                               | CUSIP: 05684UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2354000 | PA      | $2346926.23   | 0.08%             | 2035-04-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC                                                                 | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    389000 | PA      | $395877.40    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                               | Keurig Dr Pepper Inc.                                                                | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   4104000 | PA      | $4105376.07   | 0.14%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-4, Class A3                              | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2160000 | PA      | $2176481.45   | 0.07%             | 2028-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                                                      | Rentokil Terminix Funding, LLC                                                       | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   5794000 | PA      | $5785520.13   | 0.19%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105268.58    | 0.00%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                         | Bell Canada                                                                          | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1413000 | PA      | $1405710.62   | 0.05%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                     | Blackstone Secured Lending Fund                                                      | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    799000 | PA      | $809268.85    | 0.03%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-1A, Class A23                                        | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3905375 | PA      | $3967461.48   | 0.13%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FA2E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    151237 | PA      | $22197.93     | 0.00%             | 2033-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The), Series K                                                 | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    116000 | PA      | $113435.08    | 0.00%             | N/A             | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-ACNT, Class A                              | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1903203 | PA      | $1896916.53   | 0.06%             | 2038-11-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                               | Gilead Sciences, Inc.                                                                | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    163000 | PA      | $166483.55    | 0.01%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                                 | Entergy Texas, Inc.                                                                  | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   1657000 | PA      | $1659846.73   | 0.06%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                    | DTE Electric Co.                                                                     | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    334000 | PA      | $338238.25    | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  70645000 | PA      | $60219265.30  | 2.00%             | 2055-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US Clo 8 Ltd.                                            | Goldentree Loan Management US Clo 8 Ltd., Series 2020-8A, Class ARR                  | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   3323000 | PA      | $3306823.64   | 0.11%             | 2034-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                          | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    658000 | PA      | $633025.62    | 0.02%             | 2064-03-15      | Fixed         | 5.50%                 | 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        |    217000 | PA      | $224912.47    | 0.01%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 1 Ltd.                                                              | Signal Peak CLO 1 Ltd., Series 2014-1A, Class AR4                                    | CUSIP: 82666TAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7532000 | PA      | $7486830.60   | 0.25%             | 2034-04-17      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    440000 | PA      | $405976.05    | 0.01%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust, Series 2021-NQM2, Class A1                          | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    456857 | PA      | $441312.16    | 0.01%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7111200 | PA      | $7144255.99   | 0.24%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                                          | RALI Trust, Series 2007-QS6, Class A28                                               | CUSIP: 75116CBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210284 | PA      | $171859.83    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    393000 | PA      | $396446.31    | 0.01%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings, LLC                                                       | Fortitude Group Holdings, LLC                                                        | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1144124.73   | 0.04%             | 2030-04-01      | Fixed         | 6.25%                 | 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        |   1498000 | PA      | $1486409.91   | 0.05%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                                  | CenterPoint Energy Resources Corp.                                                   | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    440000 | PA      | $381709.60    | 0.01%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                  | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1527000 | PA      | $1546846.82   | 0.05%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                              | General Dynamics Corp.                                                               | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1982000 | PA      | $1989371.22   | 0.07%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1289000 | PA      | $1333496.40   | 0.04%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215325.53    | 0.01%             | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                               | Westpac Banking Corp.                                                                | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1906000 | PA      | $1890263.72   | 0.06%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                        | Mattel, Inc.                                                                         | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433225.40    | 0.01%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                  | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45103.49     | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                              | PACCAR Financial Corp.                                                               | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1877414.61   | 0.06%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F062648<br>LEI: N/A                  | Short            | ABS-MBS          | CORP              | US        |   -650000 | PA      | $-669374.62   | -0.02%            | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                       | MetLife, Inc., Series G                                                              | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1633000 | PA      | $1624916.58   | 0.05%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                  | Atmos Energy Corp.                                                                   | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    131000 | PA      | $139392.54    | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31402DPF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161270 | PA      | $166132.62    | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178628.83    | 0.01%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                                       | SG Residential Mortgage Trust, Series 2022-1, Class A2                               | CUSIP: 78433QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1571019 | PA      | $1429196.65   | 0.05%             | 2062-03-27      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                  | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1580033.79   | 0.05%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DCP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     11489 | PA      | $913.92       | 0.00%             | 2032-04-25      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84923.95     | 0.00%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690U4T4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1094117.71   | 0.04%             | 2026-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                      | Element Fleet Management Corp.                                                       | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    273000 | PA      | $287276.19    | 0.01%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                             | GSR Mortgage Loan Trust, Series 2005-AR4, Class 6A1                                  | CUSIP: 362341FR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24010 | PA      | $22140.55     | 0.00%             | 2035-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1273000 | PA      | $1290476.93   | 0.04%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31392ERP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     31283 | PA      | $31617.96     | 0.00%             | 2032-07-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    142000 | PA      | $148499.61    | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                        | Leidos, Inc.                                                                         | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    117000 | PA      | $119960.50    | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                  | Dell International LLC / EMC Corp.                                                   | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   7216000 | PA      | $7088408.20   | 0.24%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                        | Mid-America Apartments, L.P.                                                         | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1536179.34   | 0.05%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                             | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72246.96     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                           | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    339000 | PA      | $348355.31    | 0.01%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                      | NNN REIT, Inc.                                                                       | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    147000 | PA      | $148967.45    | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                     | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    442000 | PA      | $446418.51    | 0.01%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $505839.85    | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-VOLT, Class B                              | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3595000 | PA      | $3558981.70   | 0.12%             | 2036-09-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAXN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    219617 | PA      | $27794.63     | 0.00%             | 2033-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                        | Public Storage Operating Co.                                                         | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51634.04     | 0.00%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                         | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111386.98    | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | UBS AG                                                                               | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    951000 | PA      | $988792.12    | 0.03%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    263000 | PA      | $274727.06    | 0.01%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                   | Chase Home Lending Mortgage Trust, Series 2019-ATR1, Class A1                        | CUSIP: 16158RAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54516 | PA      | $52033.98     | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                       | Netflix, Inc.                                                                        | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184529.08    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, ARM                                        | CUSIP: 36225CC87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        83 | PA      | $83.24        | 0.00%             | 2027-07-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3132DQKL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6221619 | PA      | $6264748.49   | 0.21%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YW70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     35736 | PA      | $4137.44      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74445.41     | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                                           | BPCE S.A.                                                                            | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1507000 | PA      | $1533796.71   | 0.05%             | 2046-01-14      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                   | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    147000 | PA      | $140473.39    | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP, LLC                                                                | Kimco Realty OP, LLC                                                                 | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1000921.15   | 0.03%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                         | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $205472.59    | 0.01%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                              | Sempra                                                                               | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1103637.65   | 0.04%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                               | Sumitomo Mitsui Financial Group, Inc.                                                | CUSIP: 86562MDK3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3395000 | PA      | $3319444.95   | 0.11%             | N/A             | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                       | Paychex, Inc.                                                                        | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   2241000 | PA      | $2275303.23   | 0.08%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106392.42    | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  30177180 | PA      | $30616783.96  | 1.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                       | Entergy Corp.                                                                        | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    575000 | PA      | $579562.63    | 0.02%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31395MTC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     99079 | PA      | $6266.06      | 0.00%             | 2035-02-15      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                          | WarnerMedia Holdings, Inc.                                                           | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     81000 | PA      | $61098.04     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                         | Intel Corp.                                                                          | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190985.29    | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                          | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    577000 | PA      | $553420.22    | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXV                                                                      | Apidos CLO XXV, Series 2016-25A, Class A1R3                                          | CUSIP: 03762YBD8<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |   6073000 | PA      | $6030470.78   | 0.20%             | 2037-01-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The), Series G                                                 | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1904000 | PA      | $1902452.05   | 0.06%             | N/A             | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    220000 | PA      | $191926.36    | 0.01%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392B3D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     50815 | PA      | $5035.82      | 0.00%             | 2032-01-25      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc.                                                                        | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    139000 | PA      | $141915.09    | 0.00%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership L.P.                                                  | Brixmor Operating Partnership L.P.                                                   | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    362000 | PA      | $366572.48    | 0.01%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                                  | Union Electric Co.                                                                   | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2279558.21   | 0.08%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                          | Duke Energy Carolinas, LLC                                                           | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2529000 | PA      | $2567050.90   | 0.09%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US CLO 5 Ltd.                                            | Goldentree Loan Management US CLO 5 Ltd., Series 2019-5A, Class ARR                  | CUSIP: 38138DAY2<br>LEI: 549300O473GD3F35WC55 | Long             | ABS-CBDO         | CORP              | US        |   1807116 | PA      | $1806064.69   | 0.06%             | 2032-10-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1234019.84   | 0.04%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                              | Alternative Loan Trust, Series 2005-21CB, Class A7                                   | CUSIP: 12667GKG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    446237 | PA      | $336612.49    | 0.01%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                        | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1924000 | PA      | $1934668.52   | 0.06%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                          | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266596.52    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    310000 | PA      | $328298.88    | 0.01%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                        | San Diego Gas & Electric Co.                                                         | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    195000 | PA      | $179940.75    | 0.01%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                              | Buckhorn Park CLO Ltd., Series 2019-1A, Class ARR                                    | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2238786.00   | 0.07%             | 2034-07-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1581390.39   | 0.05%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana, LLC                                                              | Entergy Louisiana, LLC                                                               | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1188817.24   | 0.04%             | 2055-03-15      | Fixed         | 5.80%                 | 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        |    390000 | PA      | $383676.30    | 0.01%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    949000 | PA      | $972175.79    | 0.03%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Shackleton 2015-VII-R CLO, Ltd.                                                     | Shackleton 2015-VII-R CLO, Ltd., Series 2015-7RA, Class ARR                          | CUSIP: 81883AAS8<br>LEI: 549300NCJRO2LKFZ8G86 | Long             | ABS-CBDO         | CORP              | KY        |   1656674 | PA      | $1653630.47   | 0.06%             | 2031-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                    | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     67000 | PA      | $57365.64     | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                         | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113738.08    | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $1104834.69   | 0.04%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1136771.23   | 0.04%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co.                                                         | Sumitomo Life Insurance Co.                                                          | CUSIP: 86564CAE0<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   1206000 | PA      | $1179683.51   | 0.04%             | N/A             | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc.                                                    | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87709.35     | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 6                                                                    | Pikes Peak CLO 6, Series 2020-6A, Class ARR                                          | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |   4390000 | PA      | $4353102.05   | 0.14%             | 2034-05-18      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     64970 | PA      | $9183.71      | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                             | AstraZeneca Finance LLC                                                              | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    423000 | PA      | $432500.54    | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                            | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     97000 | PA      | $98157.00     | 0.00%             | 2028-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                     | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1588675.37   | 0.05%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2025-PJ4, Class A4                       | CUSIP: 36271WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $505742.00    | 0.02%             | 2055-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                         | Intel Corp.                                                                          | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98267.05     | 0.00%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse (USA) LLC                                                             | Credit Suisse (USA) LLC                                                              | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    200000 | PA      | $225477.72    | 0.01%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YB40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     17305 | PA      | $760.03       | 0.00%             | 2027-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                 | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2579000 | PA      | $2483807.41   | 0.08%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                       | Owens Corning                                                                        | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691754.49    | 0.02%             | 2054-06-15      | Fixed         | 5.95%                 | 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        |     53000 | PA      | $55579.64     | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                 | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1542715.74   | 0.05%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                      | Element Fleet Management Corp.                                                       | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   3325000 | PA      | $3310996.16   | 0.11%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    211000 | PA      | $212844.79    | 0.01%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    777000 | PA      | $802563.25    | 0.03%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners, L.P.                                                      | Cheniere Energy Partners, L.P.                                                       | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    176000 | PA      | $179747.15    | 0.01%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1025000 | PA      | $1127127.60   | 0.04%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                             | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    371000 | PA      | $367414.83    | 0.01%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                         | Sysco Corp.                                                                          | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1220629.74   | 0.04%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                     | Brunswick Corp.                                                                      | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319306.29    | 0.01%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                        | Target Corp.                                                                         | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1529371.48   | 0.05%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283HB38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2338 | PA      | $2410.38      | 0.00%             | 2028-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                          | Prudential Financial, Inc.                                                           | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   5635000 | PA      | $5653552.73   | 0.19%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    288000 | PA      | $262147.79    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                      | NNN REIT, Inc.                                                                       | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    455000 | PA      | $456299.52    | 0.02%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                                                | TierPoint Issuer LLC, Series 2025-2A, Class A2                                       | CUSIP: 88651CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5131000 | PA      | $5117330.30   | 0.17%             | 2055-04-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Lowe`s Cos., Inc.                                                                   | Lowe`s Cos., Inc.                                                                    | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    312000 | PA      | $296445.96    | 0.01%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                        | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1331000 | PA      | $1340725.75   | 0.04%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31395DUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     77763 | PA      | $92074.40     | 0.00%             | 2036-06-25      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31394KL51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    143509 | PA      | $9909.30      | 0.00%             | 2033-10-15      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    266000 | PA      | $268724.17    | 0.01%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                 | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    459000 | PA      | $434110.22    | 0.01%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                          | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1779000 | PA      | $1769175.86   | 0.06%             | 2027-09-24      | Fixed         | 4.25%                 | 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        |    362000 | PA      | $203798.28    | 0.01%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                                 | Ingersoll Rand Inc.                                                                  | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63768.91     | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                       | MetLife, Inc.                                                                        | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    201000 | PA      | $187815.44    | 0.01%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104689.41    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4253320.30   | 0.14%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                      | Southern Co. Gas Capital Corp.                                                       | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119744.76    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                 | Expedia Group, Inc.                                                                  | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2413229.08   | 0.08%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare, Inc.                                                           | Piedmont Healthcare, Inc.                                                            | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    220000 | PA      | $131704.89    | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                              | MidAmerican Energy Co.                                                               | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    345000 | PA      | $322104.64    | 0.01%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398723.29    | 0.01%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2021-6, Class A1                         | CUSIP: 85573RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3617968 | PA      | $3203224.96   | 0.11%             | 2066-11-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                          | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5268000 | PA      | $5297039.48   | 0.18%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                              | 200 Park Funding Trust                                                               | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2671000 | PA      | $2610120.11   | 0.09%             | 2055-02-15      | Fixed         | 5.74%                 | 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        |    298000 | PA      | $307310.10    | 0.01%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                     | CUSIP: 86563VBM0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1038000 | PA      | $1074909.60   | 0.04%             | 2028-09-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69458.17     | 0.00%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                            | CUSIP: 89236TLD5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    440000 | PA      | $448204.58    | 0.01%             | 2026-11-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 313398CR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     24329 | PA      | $24482.93     | 0.00%             | 2031-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 2 Year Notes Future                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      2092 | NC      | $-172868.27   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265798.05    | 0.01%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                         | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    314000 | PA      | $320022.14    | 0.01%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                         | American Homes 4 Rent, L.P.                                                          | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    939000 | PA      | $915425.51    | 0.03%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                             | CUSIP: 110122EE4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    214000 | PA      | $217538.06    | 0.01%             | 2027-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                          | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1101000 | PA      | $1140729.59   | 0.04%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                        | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196965.40    | 0.01%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                                                      | Rentokil Terminix Funding, LLC                                                       | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   4065000 | PA      | $4080635.21   | 0.14%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                    | Paramount Global                                                                     | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    779000 | PA      | $574997.35    | 0.02%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                   | Lowe's Cos., Inc.                                                                    | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11332.28     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | 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        |    917000 | PA      | $923663.58    | 0.03%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   3643000 | PA      | $3668720.42   | 0.12%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                    | Mitsubishi Corp.                                                                     | CUSIP: 606769AK3<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |   1352000 | PA      | $1375387.11   | 0.05%             | 2034-07-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Northwest Pipeline LLC                                                              | Northwest Pipeline LLC                                                               | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198368.73    | 0.01%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $3343171.23   | 0.11%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM1, Class A1                                                | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2604778 | PA      | $2318427.94   | 0.08%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                          | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $172511.93    | 0.01%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $223268.31    | 0.01%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                       | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    759000 | PA      | $757649.37    | 0.03%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                               | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    465000 | PA      | $477694.77    | 0.02%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | CarMax Auto Owner Trust, Series 2024-1, Class A3                                     | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5840000 | PA      | $5879893.62   | 0.20%             | 2028-10-16      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership, L.P.                                        | Americold Realty Operating Partnership, L.P.                                         | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $1102593.19   | 0.04%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107242.37    | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    119000 | PA      | $122789.63    | 0.00%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  92095928 | PA      | $76576223.37  | 2.55%             | 2055-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                                | Dollar General Corp.                                                                 | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62781.07     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                | VICI Properties L.P.                                                                 | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    211000 | PA      | $202336.34    | 0.01%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                    | Paramount Global                                                                     | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    779000 | PA      | $660897.37    | 0.02%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    263000 | PA      | $269801.63    | 0.01%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                                  | Northwestern Mutual Global Funding                                                   | CUSIP: 66815L2R9<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1133360.06   | 0.04%             | 2027-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    360000 | PA      | $354498.32    | 0.01%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                          | Amgen Inc.                                                                           | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78184.89     | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citadel L.P.                                                                        | Citadel L.P.                                                                         | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    394000 | PA      | $401189.28    | 0.01%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    899000 | PA      | $909492.30    | 0.03%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    605000 | PA      | $574171.58    | 0.02%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust, Series 2020-GC47, Class A5                             | CUSIP: 36258RBA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   3780000 | PA      | $3395993.58   | 0.11%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                            | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    182000 | PA      | $184047.34    | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | 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        |    825000 | PA      | $819150.27    | 0.03%             | 2034-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury Ultra Bonds Future                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        29 | NC      | $33475.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                            | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60324.25     | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                         | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1081593.71   | 0.04%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                         | Continental Resources, Inc.                                                          | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77321.47     | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                       | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    631000 | PA      | $613585.28    | 0.02%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                     | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1134000 | PA      | $1152854.42   | 0.04%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                        | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   2534000 | PA      | $2570050.64   | 0.09%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    458000 | PA      | $440791.11    | 0.01%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392GDW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     42154 | PA      | $3886.93      | 0.00%             | 2032-09-25      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                         | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9035.66      | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | 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        |   3241000 | PA      | $3243569.82   | 0.11%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd.                                              | Delta Air Lines Inc / SkyMiles IP Ltd.                                               | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | XX        |    240578 | PA      | $239178.96    | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     11210 | PA      | $1207.38      | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                 | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $195507.37    | 0.01%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | Athene Global Funding                                                                | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    983000 | PA      | $999117.74    | 0.03%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                             | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    370000 | PA      | $376762.75    | 0.01%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1408585.48   | 0.05%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108345.80    | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3133KRMY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11902627 | PA      | $11972824.67  | 0.40%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                                  | United Airlines Pass-Through Trust, Series 20-1                                      | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87449 | PA      | $89110.08     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $583750.00    | 0.02%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1057727.39   | 0.04%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31359UZG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     20847 | PA      | $21173.61     | 0.00%             | 2028-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                           | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    410000 | PA      | $418366.85    | 0.01%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     19081 | PA      | $1856.20      | 0.00%             | 2032-02-25      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TTX30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     13410 | PA      | $13976.23     | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                       | Citigroup Mortgage Loan Trust, Series 2021-INV3, Class A3                            | CUSIP: 17329VBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3219630 | PA      | $2627263.27   | 0.09%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co., Series NN                                                      | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    583000 | PA      | $602002.95    | 0.02%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Zaxbys Funding LLC                                                                  | Zaxbys Funding LLC, Series 2024-1A, Class A2I                                        | CUSIP: 98920MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2570575 | PA      | $2668816.21   | 0.09%             | 2054-04-30      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2020-1, Class A1                          | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60120 | PA      | $59379.12     | 0.00%             | 2065-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                     | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    653000 | PA      | $664957.93    | 0.02%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                             | CUSIP: 928668CH3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    930000 | PA      | $917923.12    | 0.03%             | 2034-03-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                   | Genuine Parts Co.                                                                    | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    223000 | PA      | $236149.05    | 0.01%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2737000 | PA      | $2787952.57   | 0.09%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                   | Georgia Power Co.                                                                    | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    117000 | PA      | $116777.71    | 0.00%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                        | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2143000 | PA      | $2165362.81   | 0.07%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                               | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2507000 | PA      | $2397390.63   | 0.08%             | 2034-09-18      | Fixed         | 4.20%                 | 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        |    270000 | PA      | $272067.95    | 0.01%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                    | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    393000 | PA      | $364936.60    | 0.01%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    117000 | PA      | $120134.74    | 0.00%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXII Ltd.                                                              | Symphony CLO XXII Ltd., Series 2020-22A, Class A1AR                                  | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3189000 | PA      | $3185335.84   | 0.11%             | 2033-04-18      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 912810EW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3048048.03   | 0.10%             | 2026-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                          | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    527000 | PA      | $500071.99    | 0.02%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                           | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    439000 | PA      | $442550.30    | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                                        | OCP CLO Ltd., Series 2020-8RA, Class AR                                              | CUSIP: 670898AQ8<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |  10099000 | PA      | $10058604.00  | 0.33%             | 2036-10-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                             | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    652000 | PA      | $661885.53    | 0.02%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                        | Canadian Pacific Railway Co.                                                         | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1911000 | PA      | $1919415.49   | 0.06%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4788000 | PA      | $4802323.69   | 0.16%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies, LLC                                                  | Molex Electronic Technologies, LLC                                                   | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   2509000 | PA      | $2531083.47   | 0.08%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    826000 | PA      | $831523.88    | 0.03%             | 2027-01-12      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc.                                                                            | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    164000 | PA      | $167528.29    | 0.01%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                             | Brookfield Finance Inc.                                                              | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $111172.78    | 0.00%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118423.83    | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F012452<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $176583.05    | 0.01%             | 2040-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                                                  | Goldman Sachs Private Credit Corp.                                                   | CUSIP: 38152BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    719000 | PA      | $720836.92    | 0.02%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                   | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   4166000 | PA      | $4186124.57   | 0.14%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                   | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59286.48     | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                             | Micron Technology, Inc.                                                              | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    333000 | PA      | $334639.20    | 0.01%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BTT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      5502 | PA      | $290.05       | 0.00%             | 2032-02-25      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                             | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   1029000 | PA      | $1054187.09   | 0.04%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                  | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    470000 | PA      | $431061.36    | 0.01%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    937000 | PA      | $949563.33    | 0.03%             | N/A             | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                          | Amgen Inc.                                                                           | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    199000 | PA      | $203445.77    | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     87000 | PA      | $94640.07     | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Anheuser Busch InBev Worldwide Inc.                                                 | Anheuser Busch InBev Worldwide Inc.                                                  | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110999.00    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                                      | EFMT 2024-INV2, Series 2024-INV2, Class A1                                           | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |   2873169 | PA      | $2854146.99   | 0.10%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                         | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    216000 | PA      | $217944.55    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                      | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107905.93    | 0.00%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3128M5H45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16176 | PA      | $16957.10     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 150470916 | PA      | $130610967.01 | 4.35%             | 2055-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                         | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    670000 | PA      | $667671.23    | 0.02%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392FJ81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     13261 | PA      | $1527.55      | 0.00%             | 2032-12-25      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1364000 | PA      | $1370850.55   | 0.05%             | 2030-10-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                  | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299378.39    | 0.01%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    226000 | PA      | $229842.28    | 0.01%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4120000 | PA      | $4230690.85   | 0.14%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                    | Bank of Montreal                                                                     | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1288000 | PA      | $1314286.79   | 0.04%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    956000 | PA      | $958553.39    | 0.03%             | 2028-05-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 31364JZP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     14902 | PA      | $1050.96      | 0.00%             | 2029-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 3140QPA31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7739883 | PA      | $7276693.09   | 0.24%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1150276.16   | 0.04%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31402RHV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42920 | PA      | $44210.54     | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                   | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    668000 | PA      | $695802.86    | 0.02%             | 2029-11-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31397TEH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    766483 | PA      | $75905.61     | 0.00%             | 2038-05-15      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                      | Public Service Co. of Colorado                                                       | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201303.71    | 0.01%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                               | Electricite de France                                                                | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    627000 | PA      | $647171.61    | 0.02%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7954000 | PA      | $8079817.25   | 0.27%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2372000 | PA      | $2386085.32   | 0.08%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co. (The)                                               | Connecticut Light and Power Co. (The)                                                | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    279000 | PA      | $275444.85    | 0.01%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                            | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    470000 | PA      | $476105.06    | 0.02%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co.                                                            | Sierra Pacific Power Co.                                                             | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89363.41     | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| STAR Trust                                                                          | STAR Trust, Series 2021-1, Class A1                                                  | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1136151 | PA      | $1062918.85   | 0.04%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                   | Black Hills Corp.                                                                    | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    367000 | PA      | $380908.27    | 0.01%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283H3D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17211 | PA      | $17683.29     | 0.00%             | 2029-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                     | BAE Systems PLC                                                                      | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1197000 | PA      | $1222562.29   | 0.04%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                 | Citadel Finance LLC                                                                  | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2250248.21   | 0.07%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1316857.81   | 0.04%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65068400 | PA      | $65536079.13  | 2.18%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96118.09     | 0.00%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2020-1, Class A1                                  | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    394135 | PA      | $386732.37    | 0.01%             | 2060-01-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                             | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196451.61    | 0.01%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31403DA33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101164 | PA      | $103866.71    | 0.00%             | 2033-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                  | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2236000 | PA      | $2258032.60   | 0.08%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                         | Intel Corp.                                                                          | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242813.11    | 0.01%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCZR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     98647 | PA      | $17325.29     | 0.00%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5579000 | PA      | $5335291.09   | 0.18%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                   | Chase Home Lending Mortgage Trust, Series 2024-9, Class A4                           | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4652203 | PA      | $4662153.13   | 0.16%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp., N.A.                                                                | Zions Bancorp., N.A.                                                                 | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296051.38    | 0.01%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K734, Class X1, IO     | CUSIP: 3137FLN59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  30943828 | PA      | $83198.67     | 0.00%             | 2026-02-25      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2149000 | PA      | $2186247.18   | 0.07%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                   | Sonic Capital LLC, Series 2021-1A, Class A2II                                        | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1754783 | PA      | $1481048.90   | 0.05%             | 2051-08-20      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                              | CUSIP: 233853AS9<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    957000 | PA      | $958186.40    | 0.03%             | 2025-08-08      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    304000 | PA      | $307194.45    | 0.01%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2021-3, Class A1                                    | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    762161 | PA      | $659324.06    | 0.02%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1076705.69   | 0.04%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                      | Blackstone Private Credit Fund                                                       | CUSIP: 09261HBP1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    934000 | PA      | $925464.01    | 0.03%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $1019408.13   | 0.03%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                          | Cooperatieve Rabobank U.A.                                                           | CUSIP: 21688ABF8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   4357000 | PA      | $4367983.43   | 0.15%             | 2026-08-28      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TKCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     16533 | PA      | $16772.81     | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2024000 | PA      | $2040737.08   | 0.07%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2021-7, Class A1                                    | CUSIP: 03464JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2055100 | PA      | $1751233.38   | 0.06%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                                  | Diageo Capital PLC                                                                   | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205924.13    | 0.01%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1908000 | PA      | $1897235.77   | 0.06%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    678000 | PA      | $693286.30    | 0.02%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EWW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     89330 | PA      | $8018.20      | 0.00%             | 2032-08-25      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XLVIII Ltd.                                                    | Madison Park Funding XLVIII Ltd., Series 2021-48A, Class A                           | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9765223 | PA      | $9773484.48   | 0.33%             | 2033-04-19      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR Trust, Series 2021-SFR3, Class B                                                | CUSIP: 00180UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4415000 | PA      | $4222109.53   | 0.14%             | 2038-10-17      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                     | BAE Systems PLC                                                                      | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1377000 | PA      | $1395508.08   | 0.05%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                              | Waste Management, Inc.                                                               | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   2341000 | PA      | $2250525.76   | 0.07%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31392RT84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      3337 | PA      | $210.73       | 0.00%             | 2029-09-15      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                        | San Diego Gas & Electric Co.                                                         | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    680000 | PA      | $645542.56    | 0.02%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                               | FirstEnergy Pennsylvania Electric Co.                                                | CUSIP: 591894CE8<br>LEI: TBL0FUJQXXOVZMZFHZ71 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54049.58     | 0.00%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                     | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     91000 | PA      | $97175.44     | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3132E0BH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7330944 | PA      | $7497146.58   | 0.25%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2014000 | PA      | $2032268.73   | 0.07%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership, L.P.                                                | Piedmont Operating Partnership, L.P.                                                 | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1982924.19   | 0.07%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FA6Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    114928 | PA      | $15505.47     | 0.00%             | 2034-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                      | M&T Bank Corp.                                                                       | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214246.08    | 0.01%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                           | Florida Power & Light Co.                                                            | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89637.71     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                      | Pacific Life Global Funding II                                                       | CUSIP: 6944PL2Z1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2156288.76   | 0.07%             | 2029-01-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2400614.57   | 0.08%             | 2029-01-12      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III L.P.                                                    | Hertz Vehicle Financing III L.P., Series 2021-2A, Class A                            | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1322000 | PA      | $1264368.60   | 0.04%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1633538.49   | 0.05%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    167000 | PA      | $170849.56    | 0.01%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    248000 | PA      | $266477.74    | 0.01%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc.                                                              | Quest Diagnostics Inc.                                                               | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    201000 | PA      | $218265.03    | 0.01%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3129354W6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    317725 | PA      | $323993.31    | 0.01%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                             | TTX Co.                                                                              | CUSIP: 87305QCS8<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1411642.22   | 0.05%             | 2034-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO 2013-1, Ltd.                                                      | KKR Financial CLO 2013-1, Ltd., Series 2013-1A, Class A1R2                           | CUSIP: 48249VAW1<br>LEI: 549300ZUUB37M3VWNC17 | Long             | ABS-CBDO         | CORP              | KY        |    321574 | PA      | $321680.23    | 0.01%             | 2029-04-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    407000 | PA      | $413087.58    | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | 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        |   7253000 | PA      | $7356919.53   | 0.24%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2020-1, Class A2                                  | CUSIP: 92536PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520996 | PA      | $511730.51    | 0.02%             | 2060-01-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                           | Tucson Electric Power Co.                                                            | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199964.02    | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                  | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    974000 | PA      | $965703.99    | 0.03%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                             | Republic Services, Inc.                                                              | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67407.11     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                             | Commonwealth Edison Co.                                                              | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394913.33    | 0.01%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                         | L3Harris Technologies, Inc.                                                          | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78252.34     | 0.00%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                               | Alexandria Real Estate Equities, Inc.                                                | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    196000 | PA      | $188672.00    | 0.01%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                                   | Algonquin Power & Utilities Corp.                                                    | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    526000 | PA      | $529551.64    | 0.02%             | 2026-06-15      | Variable      | 5.37%                 | 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        |    144000 | PA      | $146074.25    | 0.00%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                     | CUSIP: 86563VBG3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    957000 | PA      | $967734.04    | 0.03%             | 2026-03-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO 2021-2 Ltd.                                                             | Oaktree CLO 2021-2 Ltd., Series 2021-2A, Class AR                                    | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3920000 | PA      | $3876519.36   | 0.13%             | 2035-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                               | Westpac Banking Corp.                                                                | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    812000 | PA      | $883965.03    | 0.03%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                               | WEC Energy Group Inc.                                                                | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     82000 | PA      | $82898.01     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cross 2024-H2 Mortgage Trust                                                        | Cross 2024-H2 Mortgage Trust, Series 2024-H2, Class A1                               | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3223490 | PA      | $3244946.53   | 0.11%             | 2069-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                                               | Invesco Government & Agency Portfolio, Institutional Class                           | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        | 218671435 | NS      | $218671435.42 | 7.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 5 Year Notes Future                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       348 | NC      | $409367.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2977265.64   | 0.10%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690U7W4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1649000 | PA      | $1689071.54   | 0.06%             | 2026-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                                                | Africa Finance Corp.                                                                 | CUSIP: 00832XAA9<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | CORP              | NG        |   5890000 | PA      | $5761598.00   | 0.19%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                           | Nippon Life Insurance Co.                                                            | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   2336000 | PA      | $2371409.74   | 0.08%             | 2055-04-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                         | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    281000 | PA      | $277078.74    | 0.01%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2007-A1, Class 5A1                                | CUSIP: 46630GAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122604 | PA      | $123150.63    | 0.00%             | 2035-07-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                            | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115616.18    | 0.00%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F060642<br>LEI: N/A                  | Short            | ABS-MBS          | CORP              | US        |  -3600000 | PA      | $-3650831.82  | -0.12%            | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31394CY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    616121 | PA      | $635399.52    | 0.02%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                   | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1799201.45   | 0.06%             | 2028-04-24      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45256 | PA      | $46571.15     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                                | UPMC                                                                                 | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    327000 | PA      | $325125.52    | 0.01%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   3578000 | PA      | $3538972.29   | 0.12%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    317000 | PA      | $329608.74    | 0.01%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    420000 | PA      | $394420.50    | 0.01%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                             | Pricoa Global Funding I                                                              | CUSIP: 74153WCU1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $2082975.51   | 0.07%             | 2027-08-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP L.P.                                                              | Federal Realty OP L.P.                                                               | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486175.08    | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                   | Johnson & Johnson                                                                    | CUSIP: 478160DG6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   3454000 | PA      | $3503265.92   | 0.12%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                         | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    772000 | PA      | $707493.73    | 0.02%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1502000 | PA      | $1513089.37   | 0.05%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3229865.57   | 0.11%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2331000 | PA      | $2353666.32   | 0.08%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    157044 | PA      | $10275.26     | 0.00%             | 2035-05-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| WEST Trust 2025-ROSE                                                                | WEST Trust 2025-ROSE, Series 2025-ROSE, Class A                                      | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $9079194.60   | 0.30%             | 2030-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury Long Bond Future                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       738 | NC      | $343372.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.                                                    | Air Products and Chemicals, Inc.                                                     | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178991.57    | 0.01%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    367000 | PA      | $385842.34    | 0.01%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                 | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199755.67    | 0.01%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                                                   | Western Midstream Operating, L.P.                                                    | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    139000 | PA      | $140497.67    | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                      | Ohio Power Co.                                                                       | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    674000 | PA      | $683740.16    | 0.02%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                           | CSX Corp.                                                                            | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409687.85    | 0.01%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership, L.P.                                                | Piedmont Operating Partnership, L.P.                                                 | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1310751.63   | 0.04%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                    | Salesforce, Inc.                                                                     | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    440000 | PA      | $407467.85    | 0.01%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A1QW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    230002 | PA      | $19473.58     | 0.00%             | 2041-10-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31397PM49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     53927 | PA      | $6015.53      | 0.00%             | 2037-12-15      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3128M5F54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3065 | PA      | $3211.44      | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2022-1, Class A1                                    | CUSIP: 19688HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2143296 | PA      | $1931223.41   | 0.06%             | 2066-12-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies, LLC                                                  | Molex Electronic Technologies, LLC                                                   | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $2412107.54   | 0.08%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31397T4E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     33906 | PA      | $3120.57      | 0.00%             | 2038-04-15      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                    | Sands China Ltd.                                                                     | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $393814.56    | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    550000 | PA      | $555804.21    | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    214000 | PA      | $216325.72    | 0.01%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    326000 | PA      | $319831.68    | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCQG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     40879 | PA      | $6014.15      | 0.00%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1586615.57   | 0.05%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                           | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A1RR                | CUSIP: 14311NAU8<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   3159981 | PA      | $3161737.88   | 0.11%             | 2032-07-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                            | Oceanview Mortgage Trust, Series 2021-3, Class A5                                    | CUSIP: 67647WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2275765 | PA      | $2040735.04   | 0.07%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co., Series W                                                          | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1517000 | PA      | $1527569.42   | 0.05%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213017.22    | 0.01%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                             | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    232000 | PA      | $247753.55    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1349809.49   | 0.04%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                             | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213570.04    | 0.01%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                           | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55656.76     | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                     | Southwestern Public Service Co.                                                      | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200607.10    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                        | Walmart Inc.                                                                         | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     37000 | PA      | $32221.89     | 0.00%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                | VICI Properties L.P.                                                                 | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    208000 | PA      | $209309.78    | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31403DDN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57714 | PA      | $60281.65     | 0.00%             | 2033-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1071361.80   | 0.04%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                           | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    340000 | PA      | $335305.42    | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                                 | IBM International Capital Pte. Ltd.                                                  | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    110000 | PA      | $108178.52    | 0.00%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                  | General Motors Financial Co., Inc.                                                   | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64147.10     | 0.00%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1351274.26   | 0.04%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P. / PTL Finance Corp.                                   | Penske Truck Leasing Co. L.P. / PTL Finance Corp.                                    | CUSIP: 709599BS2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113962.59    | 0.00%             | 2028-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                       | Nordson Corp.                                                                        | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194981.03    | 0.01%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                  | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    168000 | PA      | $165404.83    | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                             | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1731000 | PA      | $1738980.05   | 0.06%             | 2026-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                             | Uber Technologies, Inc.                                                              | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2633000 | PA      | $2602578.00   | 0.09%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                                     | Enel Finance International N.V.                                                      | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    733000 | PA      | $738542.63    | 0.02%             | 2025-10-14      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM2, Class A1B                                               | CUSIP: 67448DAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2305000 | PA      | $2061554.43   | 0.07%             | 2062-01-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A9XT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    303383 | PA      | $6076.06      | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3058000 | PA      | $3128994.65   | 0.10%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $1044420.30   | 0.03%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                          | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3257000 | PA      | $3289170.53   | 0.11%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                   | Sonic Capital LLC, Series 2021-1A, Class A2I                                         | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1793350 | PA      | $1634496.68   | 0.05%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                 | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    354000 | PA      | $361774.15    | 0.01%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                                                  | Omnicom Group Inc.                                                                   | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    850000 | PA      | $745465.61    | 0.02%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109187.19    | 0.00%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                   | Genuine Parts Co.                                                                    | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2282670.71   | 0.08%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    264000 | PA      | $274984.79    | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                                                 | Rate Mortgage Trust, Series 2024-J4, Class A1                                        | CUSIP: 75408TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3793832 | PA      | $3820507.24   | 0.13%             | 2054-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                         | AvalonBay Communities, Inc.                                                          | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    441000 | PA      | $446580.49    | 0.01%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    272000 | PA      | $275059.75    | 0.01%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A5AX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    325787 | PA      | $27487.67     | 0.00%             | 2041-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                        | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1980445.93   | 0.07%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Life Mortgage Trust                                                                 | Life Mortgage Trust, Series 2021-BMR, Class C                                        | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167676 | PA      | $165671.26    | 0.01%             | 2038-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership, L.P.                                        | Americold Realty Operating Partnership, L.P.                                         | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |   1448000 | PA      | $1406687.36   | 0.05%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2723000 | PA      | $2696086.28   | 0.09%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1161351.71   | 0.04%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2249000 | PA      | $2141066.78   | 0.07%             | 2034-09-27      | Fixed         | 4.70%                 | 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        |    129000 | PA      | $134808.17    | 0.00%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Keybank N.A.                                                                        | Keybank N.A.                                                                         | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    936000 | PA      | $961432.89    | 0.03%             | 2027-11-15      | Fixed         | 5.85%                 | 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        |   2629000 | PA      | $2618357.91   | 0.09%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TEB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     25961 | PA      | $26370.38     | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3133KRP99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13403239 | PA      | $13707663.64  | 0.46%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 313921A65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     68008 | PA      | $6186.49      | 0.00%             | 2031-11-25      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 3140QSP54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17233037 | PA      | $17324025.42  | 0.58%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                    | Xcel Energy Inc.                                                                     | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103469.85    | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                  | Altria Group, Inc.                                                                   | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    506000 | PA      | $512053.42    | 0.02%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2021-NQM2, Class A1                     | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    652592 | PA      | $589973.00    | 0.02%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline, L.P.                                                  | Plains All American Pipeline, L.P.                                                   | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $3188681.32   | 0.11%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2276011.30   | 0.08%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC                                                                 | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    223000 | PA      | $224909.02    | 0.01%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                                                       | Bank of New York Mellon (The)                                                        | CUSIP: 06405LAG6<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   3053000 | PA      | $3059983.25   | 0.10%             | 2027-04-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-VOLT, Class A                              | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4080000 | PA      | $4043769.60   | 0.13%             | 2036-09-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC                                                                 | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    232000 | PA      | $229196.18    | 0.01%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                        | Walmart Inc.                                                                         | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    880000 | PA      | $858139.22    | 0.03%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                        | Mid-America Apartments, L.P.                                                         | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195119.08    | 0.01%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                                     | Microsoft Corp.                                                                      | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    400000 | PA      | $325794.04    | 0.01%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                          | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57150.95     | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                             | Pricoa Global Funding I                                                              | CUSIP: 74153WCV9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    961000 | PA      | $962035.61    | 0.03%             | 2031-08-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                          | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $625105.61    | 0.02%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                             | Republic Services, Inc.                                                              | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352379.75    | 0.01%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    174000 | PA      | $171894.80    | 0.01%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                     | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    454000 | PA      | $477698.42    | 0.02%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1241000 | PA      | $1268556.74   | 0.04%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                         | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92531.41     | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                          | WarnerMedia Holdings, Inc.                                                           | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1352000 | PA      | $924861.64    | 0.03%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                          | GATX Corp.                                                                           | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $996255.45    | 0.03%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                                  | National Securities Clearing Corp.                                                   | CUSIP: 637639AK1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1204384.84   | 0.04%             | 2028-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195421.64    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107219.85    | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                                                  | Tractor Supply Co.                                                                   | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73351.39     | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                                    | Brookfield Asset Management Ltd.                                                     | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   4363000 | PA      | $4435258.52   | 0.15%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                             | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    358000 | PA      | $317839.07    | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                            | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    141000 | PA      | $151555.63    | 0.01%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                | American Tower Corp.                                                                 | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391399.66    | 0.01%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                         | Kenvue Inc.                                                                          | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    104000 | PA      | $96449.96     | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class XA                     | CUSIP: 95001GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17063851 | PA      | $320291.89    | 0.01%             | 2050-12-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      8576 | PA      | $544.83       | 0.00%             | 2032-12-18      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                          | Aviation Capital Group LLC                                                           | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    445000 | PA      | $471143.73    | 0.02%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    252000 | PA      | $266015.71    | 0.01%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Deutsche Bank AG                                                                     | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2937000 | PA      | $2976919.73   | 0.10%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.  | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162664.47    | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    173000 | PA      | $174029.01    | 0.01%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                      | Pacific Life Global Funding II                                                       | CUSIP: 6944PL3C1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   4317000 | PA      | $4327060.94   | 0.14%             | 2029-08-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DQF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     75595 | PA      | $6645.97      | 0.00%             | 2035-05-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                             | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    685000 | PA      | $694884.36    | 0.02%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                     | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1798000 | PA      | $1784661.16   | 0.06%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F030454<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $284870.98    | 0.01%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                                                 | Rate Mortgage Trust, Series 2025-J1, Class A4                                        | CUSIP: 75410CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3474377 | PA      | $3511501.12   | 0.12%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    127000 | PA      | $115267.81    | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                   | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2754766.85   | 0.09%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 151174200 | PA      | $146379143.34 | 4.87%             | 2054-11-15      | Fixed         | 4.50%                 | 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        |    494000 | PA      | $508918.68    | 0.02%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-R1, Class A1                                 | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    553029 | PA      | $532772.56    | 0.02%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H030658<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    900000 | PA      | $796963.23    | 0.03%             | 2055-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                         | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    119000 | PA      | $119798.40    | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                              | Norinchukin Bank (The)                                                               | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |   1163000 | PA      | $1173315.55   | 0.04%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2206000 | PA      | $2253572.39   | 0.08%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| RUN Trust                                                                           | RUN Trust, Series 2022-NQM1, Class A1                                                | CUSIP: 74981CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1737916 | PA      | $1693053.94   | 0.06%             | 2067-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2022-2, Class A1                                    | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100016 | PA      | $1978590.33   | 0.07%             | 2067-02-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2442000 | PA      | $2331800.21   | 0.08%             | 2039-09-19      | Variable      | 5.41%                 | 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        |    315000 | PA      | $291706.34    | 0.01%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp. (An Electric Membership Corp.)                               | Oglethorpe Power Corp. (An Electric Membership Corp.)                                | CUSIP: 677050AX4<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    881000 | PA      | $862230.23    | 0.03%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                                 | Athene Holding Ltd.                                                                  | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    505000 | PA      | $490091.80    | 0.02%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                                       | Paychex, Inc.                                                                        | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1334940.71   | 0.04%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6474000 | PA      | $6540320.30   | 0.22%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                        | Chase Mortgage Finance Trust, Series 2005-A2, Class 1A3                              | CUSIP: 16162WPX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294003 | PA      | $267763.15    | 0.01%             | 2036-01-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   6609000 | PA      | $6756187.12   | 0.22%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FA6K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    199030 | PA      | $27542.34     | 0.00%             | 2033-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1622496.42   | 0.05%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AYAT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |   4963887 | PA      | $519318.85    | 0.02%             | 2047-09-25      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TJZY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      3967 | PA      | $103.37       | 0.00%             | 2029-03-15      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    474000 | PA      | $485053.63    | 0.02%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F020455<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $726957.21    | 0.02%             | 2040-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                          | Cooperatieve Rabobank U.A.                                                           | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $389649.25    | 0.01%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                        | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3538000 | PA      | $3525439.75   | 0.12%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    816000 | PA      | $845830.73    | 0.03%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series X                                            | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7551000 | PA      | $7719107.91   | 0.26%             | N/A             | Variable      | 7.50%                 | 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        |   1556000 | PA      | $1578314.19   | 0.05%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1283924.99   | 0.04%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    578000 | PA      | $583436.40    | 0.02%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                                 | Ingersoll Rand Inc.                                                                  | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    755000 | PA      | $766339.23    | 0.03%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group, L.P.                                                             | Kite Realty Group, L.P.                                                              | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    790000 | PA      | $782369.75    | 0.03%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    102000 | PA      | $104842.19    | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                               | Las Vegas Sands Corp.                                                                | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107626.23    | 0.00%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2703000 | PA      | $2702149.47   | 0.09%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                             | Flagstar Mortgage Trust, Series 2021-11IN, Class A6                                  | CUSIP: 33851TAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4837379 | PA      | $4322043.73   | 0.14%             | 2051-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    362000 | PA      | $370647.55    | 0.01%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394CKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     40710 | PA      | $2226.74      | 0.00%             | 2035-03-25      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                          | Allianz SE                                                                           | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   3800000 | PA      | $3658295.72   | 0.12%             | N/A             | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                        | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1672000 | PA      | $1663262.70   | 0.06%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                                 | Ameren Illinois Co.                                                                  | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    152000 | PA      | $152063.75    | 0.01%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                            | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5, Series 2024-NQM5, Class A1 | CUSIP: 61777QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4824749 | PA      | $4848224.64   | 0.16%             | 2069-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BT0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    178000 | PA      | $182427.44    | 0.01%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                      | DTE Energy Co.                                                                       | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    281000 | PA      | $289811.32    | 0.01%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TMBG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     32402 | PA      | $33015.00     | 0.00%             | 2029-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                      | AutoZone, Inc.                                                                       | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    213000 | PA      | $212837.71    | 0.01%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                | Caterpillar Financial Services Corp.                                                 | CUSIP: 14913UAB6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    737000 | PA      | $738071.81    | 0.02%             | 2025-08-11      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     98000 | PA      | $105520.38    | 0.00%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    416000 | PA      | $423599.09    | 0.01%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                               | WEC Energy Group Inc.                                                                | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    108000 | PA      | $109779.24    | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2024-2, Class A1                                    | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |   4533870 | PA      | $4562311.90   | 0.15%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, IO                                         | CUSIP: 38375JSQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    358844 | PA      | $21567.58     | 0.00%             | 2037-04-16      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2022-1A, Class A                  | CUSIP: 05377REZ3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6614000 | PA      | $6527455.81   | 0.22%             | 2028-08-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                     | CUSIP: 86563VBK4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1050000 | PA      | $1069317.74   | 0.04%             | 2026-09-14      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                     | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    498000 | PA      | $467164.72    | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1192000 | PA      | $1335385.68   | 0.04%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                                  | Northwestern Mutual Global Funding                                                   | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155708.83    | 0.01%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    187000 | PA      | $192435.65    | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.                                                | Textainer Marine Containers VII Ltd., Series 2021-2A, Class A                        | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   2862120 | PA      | $2641051.85   | 0.09%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  74662202 | PA      | $71413252.39  | 2.38%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                           | UDR, Inc.                                                                            | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98667.01     | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                              | Alternative Loan Trust, Series 2005-29CB, Class A4                                   | CUSIP: 12667GUG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214796 | PA      | $120444.27    | 0.00%             | 2035-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1B                    | CUSIP: 12660BAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1890000 | PA      | $1713462.85   | 0.06%             | 2067-01-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $709131.49    | 0.02%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV1                                                            | PMT Loan Trust 2025-INV1, Series 2025-INV1, Class A7                                 | CUSIP: 693967AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2628443 | PA      | $2666121.42   | 0.09%             | 2060-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Agree L.P.                                                                          | Agree L.P.                                                                           | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    480000 | PA      | $484895.83    | 0.02%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                         | Southern California Gas Co.                                                          | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107304.84    | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1271514.75   | 0.04%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31397NP41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     58879 | PA      | $59378.46     | 0.00%             | 2037-06-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $1059807.34   | 0.04%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                 | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    118000 | PA      | $122306.68    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Komatsu Finance America Inc.                                                        | Komatsu Finance America Inc.                                                         | CUSIP: 50048WAA6<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1065206.86   | 0.04%             | 2027-10-06      | Fixed         | 5.50%                 | 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        |    660000 | PA      | $670067.47    | 0.02%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                        | Blue Owl Credit Income Corp.                                                         | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103666.23    | 0.00%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                                | Laboratory Corp. of America Holdings                                                 | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   2091000 | PA      | $2056169.08   | 0.07%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                   | Georgia Power Co.                                                                    | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96147.51     | 0.00%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-1A, Class A2I                                        | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250640 | PA      | $4334575.69   | 0.14%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                              | Sempra                                                                               | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1929000 | PA      | $1761329.95   | 0.06%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $409115.46    | 0.01%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    406000 | PA      | $422997.28    | 0.01%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                     | Southwestern Electric Power Co.                                                      | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123541.05    | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1088972.79   | 0.04%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PNC Bank, N.A.                                                                      | PNC Bank, N.A.                                                                       | CUSIP: 69353RFX1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   4153000 | PA      | $4156067.28   | 0.14%             | 2027-01-15      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO LLC                                                            | Fort Greene Park CLO LLC, Series 2025-2A, Class AR                                   | CUSIP: 18914KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3920000 | PA      | $3893387.12   | 0.13%             | 2034-04-22      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2023-R02, Class 1M1                 | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    971042 | PA      | $990390.39    | 0.03%             | 2043-01-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3491000 | PA      | $3440568.77   | 0.11%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31392MTC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    110566 | PA      | $111759.24    | 0.00%             | 2032-06-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                          | Duke Energy Carolinas, LLC                                                           | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1273735.78   | 0.04%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                  | Metropolitan Life Global Funding I                                                   | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    880000 | PA      | $888612.88    | 0.03%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                              | Sempra                                                                               | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1646000 | PA      | $1560613.59   | 0.05%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| KKR CLO 15 Ltd.                                                                     | KKR CLO 15 Ltd., Series 15, Class A1R2                                               | CUSIP: 48251MBA3<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |   3781271 | PA      | $3778567.05   | 0.13%             | 2032-01-18      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                          | Travelers Cos., Inc. (The)                                                           | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     99000 | PA      | $97166.80     | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                                 | Athene Holding Ltd.                                                                  | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144500.27    | 0.00%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330485.54    | 0.01%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                            | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $228542.65    | 0.01%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                                 | Coca-Cola Co. (The)                                                                  | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    929000 | PA      | $898329.21    | 0.03%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                          | Niagara Mohawk Power Corp.                                                           | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    312000 | PA      | $310372.49    | 0.01%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                         | Bell Canada                                                                          | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1194000 | PA      | $1195588.26   | 0.04%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                          | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307099.34    | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397106.68    | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                      | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113995.31    | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                                                       | Bank of New York Mellon (The)                                                        | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   2226000 | PA      | $2234567.43   | 0.07%             | 2027-04-20      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                               | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1793073.73   | 0.06%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31392MJE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    118178 | PA      | $122997.22    | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                     | Fairfax Financial Holdings Ltd.                                                      | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $220762.90    | 0.01%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership L.P.                                         | Invitation Homes Operating Partnership L.P.                                          | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1683000 | PA      | $1601029.77   | 0.05%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                         | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2173000 | PA      | $2039449.07   | 0.07%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                  | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    134000 | PA      | $137317.81    | 0.00%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3137B93W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    712062 | PA      | $72932.38     | 0.00%             | 2044-01-15      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding, Inc.                                                             | BlackRock Funding, Inc.                                                              | CUSIP: 09290DAK7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96460.04     | 0.00%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2348292.84   | 0.08%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                         | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $1227788.98   | 0.04%             | 2030-07-10      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F7F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     98841 | PA      | $9603.11      | 0.00%             | 2032-12-18      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                     | CUSIP: 86563VBR9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1223000 | PA      | $1246163.00   | 0.04%             | 2034-03-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC4 Trust                                                               | PRKCM 2023-AFC4 Trust, Series 2023-AFC4, Class A1                                    | CUSIP: 69380GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4341430 | PA      | $4421546.18   | 0.15%             | 2058-11-25      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                             | GA Global Funding Trust                                                              | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    855000 | PA      | $876943.63    | 0.03%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2496000 | PA      | $2528059.95   | 0.08%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70766.49     | 0.00%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A1                   | CUSIP: 07336JAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3345054 | PA      | $2850752.29   | 0.09%             | 2051-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                           | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    374000 | PA      | $364720.61    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     57484 | PA      | $4465.86      | 0.00%             | 2032-07-25      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Insurance Co., Ltd. (The)                                             | Dai-ichi Life Insurance Co., Ltd. (The)                                              | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |   2621000 | PA      | $2606251.11   | 0.09%             | N/A             | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                                          | Patterson-UTI Energy, Inc.                                                           | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    118000 | PA      | $116191.68    | 0.00%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                                | LXP Industrial Trust                                                                 | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    185000 | PA      | $196755.87    | 0.01%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                                  | National Securities Clearing Corp.                                                   | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1636150.56   | 0.05%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ACE5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53353.25     | 0.00%             | 2030-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DD3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   4274000 | PA      | $4568551.26   | 0.15%             | N/A             | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-1A, Class A                  | CUSIP: 05377RGC2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1463000 | PA      | $1488184.37   | 0.05%             | 2029-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-9, Class A1                 | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108674 | PA      | $101190.39    | 0.00%             | 2035-10-25      | Floating      | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  32097000 | PA      | $32089852.32  | 1.07%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-7, Class A1                                  | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3026075 | PA      | $2721481.28   | 0.09%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                         | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    126000 | PA      | $129433.01    | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio, L.P.                                                               | Essex Portfolio, L.P.                                                                | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    363000 | PA      | $365195.73    | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H020659<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $816084.25    | 0.03%             | 2055-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31393BGX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     84312 | PA      | $13125.92     | 0.00%             | 2033-05-25      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                         | Humana Inc.                                                                          | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    192000 | PA      | $199201.34    | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                             | Micron Technology, Inc.                                                              | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   5133000 | PA      | $5206818.60   | 0.17%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3893000 | PA      | $3794838.12   | 0.13%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                  | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108219.35    | 0.00%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BMY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      8577 | PA      | $794.59       | 0.00%             | 2032-01-25      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2025-A                                                 | Navient Refinance Loan Trust 2025-A, Series 2025-A, Class A                          | CUSIP: 63943FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3927000 | PA      | $3965769.70   | 0.13%             | 2055-02-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    650000 | PA      | $669451.78    | 0.02%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Goldman Sachs Bank USA                                                               | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   3446000 | PA      | $3469631.77   | 0.12%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2286000 | PA      | $2027855.16   | 0.07%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                        | American National Group Inc.                                                         | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111873.48    | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89103.25     | 0.00%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   5005000 | PA      | $4857418.37   | 0.16%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                           | MFA Trust, Series 2021-INV2, Class A1                                                | CUSIP: 552732AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2392094 | PA      | $2128479.12   | 0.07%             | 2056-11-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                      | AIA Group Ltd.                                                                       | CUSIP: 00131LAS4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   2105000 | PA      | $1915314.68   | 0.06%             | 2054-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                          | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    169000 | PA      | $144305.80    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                              | Truist Financial Corp., Series P                                                     | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    540000 | PA      | $537364.37    | 0.02%             | N/A             | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                          | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76506.02     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** AIM Investment Funds (Invesco Investment Funds)

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer