# EDGAR Filing Document

**Accession Number:** 0001112996
**File Stem:** 0001112996-26-000184
**Filing Date:** 2026-4
**Character Count:** 1007474
**Document Hash:** 753c862668b30fc109c948b84fd1adf4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001112996-26-000184.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001112996-26-000184

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM COUNSELOR SERIES TRUST (INVESCO COUNSELOR SERIES TRUST)
- **CENTRAL INDEX KEY:** 0001112996

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09913
- **FILM NUMBER:** 26913429

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 713-626-1919

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM COUNSELOR SERIES TRUST
- **DATE OF NAME CHANGE:** 20040322

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM COUNSELOR SERIES FUNDS
- **DATE OF NAME CHANGE:** 20031126

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM COUNSELOR SERIES FUNDS INC
- **DATE OF NAME CHANGE:** 20031001

## Series and Classes Contracts Data

### INVESCO CORE PLUS BOND FUND (Series ID: S000025657)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000076854 | CLASS A      | ACPSX           |
| C000076856 | CLASS C      | CPCFX           |
| C000076857 | CLASS R      | CPBRX           |
| C000076858 | CLASS Y      | CPBYX           |
| C000076859 | CLASS R5     | CPIIX           |
| C000120777 | Class R6     | CPBFX           |

## 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 Counselor Series Trust (Invesco Counselor Series Trust)

- **b. Investment Company Act file number:** 811-09913

- **c. CIK number of Registrant:** 0001112996

- **d. LEI of Registrant:** LZYC3CZ7P12IRF1LLV60

- **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 Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000025657

- **c. LEI of Series:** NCXB2DT3OPGBTXZ48T67

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $7330017161.07

**Total Liabilities:** $1943190017.60

**Net Assets:** $5386827143.47

**Delayed Delivery Securities:** $1474571306.50

**Cash Not Reported:** $4241350.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -17236.86255118 | **1-Year:** -308676.08015254 | **5-Year:** -857853.77464808 | **10-Year:** -900835.48670994 | **30-Year:** -297365.26723542

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

- **3-Month:** -4119.12749680 | **1-Year:** -27693.14729802 | **5-Year:** -92207.28968195 | **10-Year:** -35888.11933683 | **30-Year:** -10257.79130485

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000076854 | -0.17%               | 0.46%                | 1.43%                |
| Class ID C000076856 | -0.12%               | 0.40%                | 1.26%                |
| Class ID C000076857 | -0.19%               | 0.44%                | 1.41%                |
| Class ID C000076858 | -0.04%               | 0.48%                | 1.34%                |
| Class ID C000076859 | -0.04%               | 0.48%                | 1.34%                |
| Class ID C000120777 | -0.04%               | 0.38%                | 1.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5458078.64              | $-27684501.45                              |
| Month 2  | $1975247.85              | $297275.11                                 |
| Month 3  | $13177970.87             | $45170120.33                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Adjustable Rate Mortgage Trust                                                      | Adjustable Rate Mortgage Trust, Series 2004-2, Class 6A1                                      | CUSIP: 007036BU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16963 | PA      | $16893.82     | 0.00%             | 2035-02-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                      | Structured Adjustable Rate Mortgage Loan Trust, Series 2004-12, Class 3A2                     | CUSIP: 863579AQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21632 | PA      | $21470.28     | 0.00%             | 2034-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36292AYN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12706 | PA      | $12962.33     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36292D6R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1213 | PA      | $1247.84      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp.                                                        | Chase Mortgage Finance Corp., Series 2016-SH1, Class M3                                       | CUSIP: 16163YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    720091 | PA      | $683622.65    | 0.01%             | 2045-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                    | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    120000 | PA      | $98274.74     | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                                                      | Ingevity Corp.                                                                                | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |        10 | NS      | $720.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Australia and New Zealand Banking Group Ltd.                                        | Australia and New Zealand Banking Group Ltd.                                                  | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    624000 | PA      | $629554.85    | 0.01%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Ctfs.                                             | CSFB Mortgage-Backed Pass-Through Ctfs., Series 2004-AR5, Class 3A1                           | CUSIP: 22541SJB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330755 | PA      | $313557.93    | 0.01%             | 2034-06-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp.                                                        | Chase Mortgage Finance Corp., Series 2016-SH2, Class M3                                       | CUSIP: 16164AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480648 | PA      | $1407500.26   | 0.03%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities, Inc. Re-REMIC Trust Ctfs.                             | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Ctfs., Series 2007-WM1, Class A1            | CUSIP: 25157TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2557172 | PA      | $2273870.75   | 0.04%             | 2037-06-27      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2015-3, Class B2                                           | CUSIP: 46644MAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2879252 | PA      | $2765443.73   | 0.05%             | 2045-05-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31407NJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2731 | PA      | $2956.99      | 0.00%             | 2035-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3138WGD35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    855910 | PA      | $848863.24    | 0.02%             | 2030-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                             | GSR Mortgage Loan Trust, Series 2005-AR6, Class 3A2                                           | CUSIP: 362341SA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72250 | PA      | $66122.09     | 0.00%             | 2035-09-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FKKW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1401440 | PA      | $1351848.47   | 0.03%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FL2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1992482 | PA      | $1920925.30   | 0.04%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FL5E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1228345 | PA      | $1184137.94   | 0.02%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FFTV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    930707 | PA      | $898799.87    | 0.02%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FKKX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1385609 | PA      | $1334513.68   | 0.02%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FKJZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1436125 | PA      | $1378743.63   | 0.03%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FL2P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    873671 | PA      | $838925.18    | 0.02%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128MJY46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1205462 | PA      | $1218887.32   | 0.02%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312939JC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3246270 | PA      | $3297021.04   | 0.06%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31335AXK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2493944 | PA      | $2533417.78   | 0.05%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns Adjustable Rate Mortgage Trust, Series 2004-10, Class 21A1                       | CUSIP: 07384M4H2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154799 | PA      | $150320.87    | 0.00%             | 2035-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31307TDS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    612256 | PA      | $601533.77    | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp.                                                        | Chase Mortgage Finance Corp., Series 2016-SH2, Class M2                                       | CUSIP: 16164AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2985169 | PA      | $2859979.17   | 0.05%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Jimmy John's Funding LLC                                                            | Jimmy John's Funding LLC, Series 2017-1A, Class A2II                                          | CUSIP: 47760QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5347500 | PA      | $5353851.76   | 0.10%             | 2047-07-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Banco de Bogota S.A.                                                                | Banco de Bogota S.A.                                                                          | CUSIP: 059514AE9<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $400290.08    | 0.01%             | 2027-08-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                          | Allison Transmission, Inc.                                                                    | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    775000 | PA      | $776189.16    | 0.01%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                   | Brink's Co. (The)                                                                             | CUSIP: 109696AA2<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3185261.31   | 0.06%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Emirates Semb Corp Water and Power Co. PJSC                                         | Emirates Semb Corp Water and Power Co. PJSC                                                   | CUSIP: 29135EAA4<br>LEI: 213800FF7EXWECXGTO26 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $195351.60    | 0.00%             | 2035-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding, LLC                                                                | Wendy's Funding, LLC, Series 2018-1A, Class A2II                                              | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |  10346909 | PA      | $10249797.29  | 0.19%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co., Series W                                                                | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3656.41      | 0.00%             | 2047-05-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC  | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC            | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375750 | PA      | $378461.17    | 0.01%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36195CBY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2399592 | PA      | $2319392.13   | 0.04%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                                                             | Invesco Senior Loan ETF                                                                       | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |    112000 | NS      | $2263520.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Invesco Total Return Bond ETF                                                       | Invesco Total Return Bond ETF                                                                 | CUSIP: 46090A804<br>LEI: 549300G68D7JXKISYN27 | Long             | EC               | RF                | US        |    100000 | NS      | $4795000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc., Series MPLE                                                                        | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3527000 | PA      | $2605928.24   | 0.05%             | 2048-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K083, Class AM                  | CUSIP: 3137FJXW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |   4736000 | PA      | $4773000.47   | 0.09%             | 2028-10-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K085, Class AM                  | CUSIP: 3137FKJD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |   4736000 | PA      | $4776374.40   | 0.09%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140QACL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6022934 | PA      | $5941448.80   | 0.11%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140JGLN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6983996 | PA      | $6889867.07   | 0.13%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                                 | Saudi Government International Bond                                                           | CUSIP: 80413TAK5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    415000 | PA      | $419049.63    | 0.01%             | 2029-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000137.70   | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust, Series 2019-L2, Class A4                                      | CUSIP: 61768HAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17430000 | PA      | $17405977.97  | 0.32%             | 2052-03-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                             | SS&C Technologies, Inc.                                                                       | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    616000 | PA      | $615544.84    | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC, Series 2019-1A, Class A23                                              | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   9546350 | PA      | $9551751.32   | 0.18%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K088, Class AM                  | CUSIP: 3137FL6F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  18944000 | PA      | $18962061.21  | 0.35%             | 2029-01-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust, Series 2019-C16, Class A4                                      | CUSIP: 90276YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16770000 | PA      | $16435404.96  | 0.31%             | 2052-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K089, Class AM                  | CUSIP: 3137FL6Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |   8018000 | PA      | $7998019.14   | 0.15%             | 2029-01-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                                                | Africa Finance Corp.                                                                          | CUSIP: 00830YAC5<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | CORP              | NG        |  20285000 | PA      | $20272428.37  | 0.38%             | 2026-04-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                       | Netflix, Inc.                                                                                 | CUSIP: ZS2929843<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   5311000 | PA      | $6526369.73   | 0.12%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                                               | Bioceanico Sovereign Certificate Ltd.                                                         | CUSIP: 09076AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    103364 | PA      | $86130.52     | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                        | CCO Holdings, LLC/CCO Holdings Capital Corp.                                                  | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1091137.51   | 0.02%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Invesco Treasury Portfolio                                                          | Invesco Treasury Portfolio, Institutional Class                                               | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |  98570300 | NS      | $98570300.37  | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Funding, LLC                                                                | Wendy's Funding, LLC, Series 2019-1A, Class A2II                                              | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   4839425 | PA      | $4780473.89   | 0.09%             | 2049-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                       | Citigroup Mortgage Loan Trust, Series 2004-UST1, Class A4                                     | CUSIP: 17307GLB2<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     47402 | PA      | $45144.47     | 0.00%             | 2034-08-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                   | Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A3                                 | CUSIP: 16159GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3233096 | PA      | $3023492.41   | 0.06%             | 2049-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                                               | One Bryant Park Trust, Series 2019-OBP, Class A                                               | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22501000 | PA      | $21152407.07  | 0.39%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140J9H87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9245263 | PA      | $8905242.90   | 0.17%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                             | KeyCorp                                                                                       | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9514.04      | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                  | Iron Mountain Inc.                                                                            | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495875.25    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| YUM! Brands, Inc.                                                                   | YUM! Brands, Inc.                                                                             | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500736.59    | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2019-NQM4, Class A1                               | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    919095 | PA      | $890587.69    | 0.02%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                           | FMC Corp.                                                                                     | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48590.22     | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                        | CCO Holdings, LLC/CCO Holdings Capital Corp.                                                  | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $532093.76    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                    | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     27000 | PA      | $29426.33     | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                              | Republic of South Africa Government International Bond                                        | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $169085.88    | 0.00%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                   | Taylor Morrison Communities, Inc.                                                             | CUSIP: AZ7182415<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255210.25    | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31296RZS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6371 | PA      | $6500.61      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                            | Benchmark Mortgage Trust, Series 2019-B14, Class A5                                           | CUSIP: 08162YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16455000 | PA      | $15773577.06  | 0.29%             | 2062-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2019-2, Class A1                                   | CUSIP: 31573TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    932256 | PA      | $911364.22    | 0.02%             | 2059-11-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                    | Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2                                    | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18587520 | PA      | $18213836.50  | 0.34%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust, Series 2019-L3, Class AS                                      | CUSIP: 61691UBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10950000 | PA      | $10514062.98  | 0.20%             | 2052-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                          | GCAT Trust, Series 2019-NQM3, Class A1                                                        | CUSIP: 36167VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555751 | PA      | $549407.99    | 0.01%             | 2059-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                                 | Lithia Motors, Inc.                                                                           | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500553.70    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                             | EnerSys                                                                                       | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319860.96    | 0.01%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wynn Macau, Ltd.                                                                    | Wynn Macau, Ltd.                                                                              | CUSIP: ZQ9658860<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $397713.23    | 0.01%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust, Series 2020-GC45, Class A5                                      | CUSIP: 36258YBG2<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   8325000 | PA      | $7961221.64   | 0.15%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2020-NQM1, Class A1                               | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1933898 | PA      | $1843944.23   | 0.03%             | 2060-01-26      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                   | Sonic Capital LLC, Series 2020-1A, Class A2I                                                  | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10045350 | PA      | $9964908.92   | 0.18%             | 2050-01-20      | Fixed         | 3.85%                 | 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        |    404754 | PA      | $397167.03    | 0.01%             | 2059-12-25      | Variable      | 2.16%                 | 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        |     42492 | PA      | $42351.99     | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Transjamaican Highway Ltd.                                                          | Transjamaican Highway Ltd.                                                                    | CUSIP: 893727AA5<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |   1110413 | PA      | $1088915.31   | 0.02%             | 2036-10-10      | Fixed         | 5.75%                 | 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        |    167179 | PA      | $161981.14    | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                                               | Invesco Government & Agency Portfolio, Institutional Class                                    | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |  53078979 | NS      | $53078979.16  | 0.99%             |  |  |  | No            |                  1 | 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        |  22374000 | PA      | $20673197.88  | 0.38%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                              | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15070.25     | 0.00%             | 2050-05-01      | 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        |   8750000 | PA      | $8172150.88   | 0.15%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Invesco Private Government Fund                                                     | Invesco Private Government Fund                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |  80188528 | NS      | $80188528.41  | 1.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                                    | Paramount Global                                                                              | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15813.05     | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                         | DaVita Inc.                                                                                   | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146937.23    | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                    | Virgin Media Secured Finance PLC                                                              | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1003615.36   | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                          | JPMDB Commercial Mortgage Securities Trust, Series 2020-COR7, Class A5                        | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6200000 | PA      | $5466103.52   | 0.10%             | 2053-05-13      | Fixed         | 2.18%                 | 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        |   1944383 | PA      | $1875904.38   | 0.03%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31297B4P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28338 | PA      | $28693.52     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Invesco Private Prime Fund                                                          | Invesco Private Prime Fund                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        | 205140952 | NS      | $205140951.83 | 3.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust, Series 2005-A5, Class A9                              | CUSIP: 59020UYU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216326 | PA      | $211296.95    | 0.00%             | 2035-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                          | GCAT Trust, Series 2020-NQM2, Class A1                                                        | CUSIP: 36166RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    657849 | PA      | $637741.09    | 0.01%             | 2065-04-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                            | Group 1 Automotive, Inc.                                                                      | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270051.71    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Credit Suisse Group AG                                                              | Credit Suisse Group AG                                                                        | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   3522000 | PA      | $1002889.50   | 0.02%             | N/A             | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| FirstCash, Inc.                                                                     | FirstCash, Inc.                                                                               | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    650000 | PA      | $642556.85    | 0.01%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2020-5, Class A1                                             | CUSIP: 03464WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    861612 | PA      | $836356.76    | 0.02%             | 2065-05-25      | Variable      | 1.37%                 | 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              | US        |     55097 | PA      | $55592.72     | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                       | Schaeffler AG                                                                                 | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $238329.50    | 0.00%             | 2028-10-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Invesco High Yield Systematic Bond ETF                                              | Invesco High Yield Systematic Bond ETF                                                        | CUSIP: 46090A853<br>LEI: 549300RW20HYQZ1T7698 | Long             | EC               | RF                | US        |    198000 | NS      | $4456405.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| United Airlines Pass-Through Trust                                                  | United Airlines Pass-Through Trust, Series 20-1                                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13675 | PA      | $14013.46     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | 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        |  10620334 | PA      | $10166807.18  | 0.19%             | 2039-11-17      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371JBE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        32 | PA      | $33.46        | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                                                  | Hilton Domestic Operating Co. Inc.                                                            | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487097.40    | 0.01%             | 2029-05-01      | Fixed         | 3.75%                 | 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        |    736765 | PA      | $717600.80    | 0.01%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                              | Credit Suisse Group AG                                                                        | CUSIP: 225401AS7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   5650000 | PA      | $1608837.50   | 0.03%             | N/A             | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                                 | Forward Foreign Currency Contract                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $26165.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Forward Foreign Currency Contract                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-24460.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Forward Foreign Currency Contract                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-7418.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Forward Foreign Currency Contract                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $108.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Forward Foreign Currency Contract                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-176.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Forward Foreign Currency Contract                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1203.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Forward Foreign Currency Contract                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1413.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                               | OneMain Finance Corp.                                                                         | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $300292.04    | 0.01%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A.              | EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A.                        | CUSIP: BN0026623<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $188893.52    | 0.00%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2020-INV1, Class A1                               | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    787583 | PA      | $758303.01    | 0.01%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                  | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149549.32    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                            | Studio City Finance Ltd.                                                                      | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    550000 | PA      | $532259.68    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| SBA Communications Corp.                                                            | SBA Communications Corp.                                                                      | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3162507.14   | 0.06%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CrowdStrike Holdings, Inc.                                                          | CrowdStrike Holdings, Inc.                                                                    | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $950603.50    | 0.02%             | 2029-02-15      | Fixed         | 3.00%                 | 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        |    931345 | PA      | $906201.05    | 0.02%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co., Series BB                                                                  | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    622000 | PA      | $621732.92    | 0.01%             | N/A             | Variable      | 3.90%                 | 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        |   1078853 | PA      | $992598.15    | 0.02%             | 2065-05-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                                 | Viking Cruises Ltd.                                                                           | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    395000 | PA      | $395866.24    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | 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        |   1384523 | PA      | $1275381.73   | 0.02%             | 2066-01-25      | Variable      | 0.81%                 | 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        |    639558 | PA      | $569150.89    | 0.01%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                            | Comstock Resources, Inc.                                                                      | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259189.84    | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                     | Air Lease Corp., Series B                                                                     | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1979000 | PA      | $1977961.62   | 0.04%             | N/A             | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc./AAdvantage Loyalty IP Ltd.                                   | American Airlines Inc./AAdvantage Loyalty IP Ltd.                                             | CUSIP: 00253XAB7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    826000 | PA      | $835901.02    | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                                             | NESCO Holdings II, Inc.                                                                       | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    277000 | PA      | $275783.17    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | 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        |    493949 | PA      | $490334.04    | 0.01%             | 2038-03-15      | Floating      | 4.87%                 | 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        |   2569956 | PA      | $2442983.53   | 0.05%             | 2065-05-25      | Variable      | 1.22%                 | 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        |   7954320 | PA      | $7571029.59   | 0.14%             | 2046-04-20      | Fixed         | 2.23%                 | 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        |   1735550 | PA      | $1580899.54   | 0.03%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Banco GNB Sudameris S.A.                                                            | Banco GNB Sudameris S.A.                                                                      | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $199708.50    | 0.00%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II, LLC                                                    | LCM Investments Holdings II, LLC                                                              | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    800000 | PA      | $790326.96    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carriage Services, Inc.                                                             | Carriage Services, Inc.                                                                       | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    431000 | PA      | $415336.64    | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MAG Mutual Holding Co.                                                              | MAG Mutual Holding Co.                                                                        | CUSIP: 55261HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27101000 | PA      | $24932920.00  | 0.46%             | 2041-04-30      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494907.15    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M7S49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4670 | PA      | $4907.52      | 0.00%             | 2032-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M7SU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8898 | PA      | $9313.54      | 0.00%             | 2035-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31418MJQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10442 | PA      | $10966.41     | 0.00%             | 2033-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31418MJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14484 | PA      | $15192.19     | 0.00%             | 2037-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M7S56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6317 | PA      | $6660.88      | 0.00%             | 2031-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31418MJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11948 | PA      | $12469.12     | 0.00%             | 2032-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371KF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       753 | PA      | $794.11       | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                                                     | Great Lakes Dredge & Dock Corp.                                                               | CUSIP: 390607AF6<br>LEI: 549300H65E3MZ1CX0P05 | Long             | DBT              | CORP              | US        |    279000 | PA      | $278458.46    | 0.01%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                      | Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                                | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275204.60    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | 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        |  20979918 | PA      | $20145458.07  | 0.37%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Sagicor Financial Co. Ltd.                                                          | Sagicor Financial Co. Ltd.                                                                    | CUSIP: BP4411206<br>LEI: 984500P7FADAA3A50B04 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $997030.00    | 0.02%             | 2028-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                         | Kaiser Foundation Hospitals, Series 2021                                                      | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8386.08      | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                         | Kaiser Foundation Hospitals, Series 2021                                                      | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5425.80      | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                            | OCP S.A.                                                                                      | CUSIP: BQ0169574<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $188939.50    | 0.00%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3298000 | PA      | $3003758.38   | 0.06%             | 2032-06-29      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Mobilux Finance                                                                     | Mobilux Finance                                                                               | CUSIP: BQ1615468<br>LEI: 9695002JF900PZD9TO50 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $237495.72    | 0.00%             | 2028-07-15      | Fixed         | 4.25%                 | 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        |   3927000 | PA      | $3868854.48   | 0.07%             | 2027-12-27      | Fixed         | 1.68%                 | 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        |   2100000 | PA      | $2070006.75   | 0.04%             | 2027-12-27      | Fixed         | 2.12%                 | 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        |  13192000 | PA      | $13115914.22  | 0.24%             | 2026-06-29      | Fixed         | 2.66%                 | 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        |   2015805 | PA      | $1780221.56   | 0.03%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Americanas S.A.                                                                     | Americanas S.A.                                                                               | CUSIP: P19055113<br>LEI: 254900SPM3RE7352ST93 | Long             | EC               | CORP              | BR        |     10955 | NS      | $12009.34     | 0.00%             |  |  |  | No            |                  1 | 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        |   5810000 | PA      | $5807366.33   | 0.11%             | 2038-07-15      | Floating      | 4.47%                 | 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        |   4355000 | PA      | $4352481.94   | 0.08%             | 2038-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                                  | British Airways Pass-Through Trust                                                            | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69483 | PA      | $64714.97     | 0.00%             | 2035-03-15      | Fixed         | 2.90%                 | 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        |   5323992 | PA      | $5011811.98   | 0.09%             | 2051-08-20      | Fixed         | 2.19%                 | 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        |   6136450 | PA      | $5442015.01   | 0.10%             | 2051-08-20      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36206NRN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        77 | PA      | $76.90        | 0.00%             | 2026-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, ARM                                                    | CUSIP: 31418MKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10122 | PA      | $10422.24     | 0.00%             | 2038-03-01      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                              | GFL Environmental Inc.                                                                        | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1081360.03   | 0.02%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp., ARM                                                         | CUSIP: 3128QJWQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2246 | PA      | $2330.24      | 0.00%             | 2037-02-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391FT24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2105 | PA      | $2183.96      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | 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        |    482996 | PA      | $475758.34    | 0.01%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128KM5K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93116 | PA      | $96464.63     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391BB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2205 | PA      | $2286.86      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                 | Petroleos Mexicanos                                                                           | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    135000 | PA      | $129295.90    | 0.00%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                 | Expand Energy Corp.                                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80212.64     | 0.00%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp., ARM                                                         | CUSIP: 3128QJRN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23585 | PA      | $24585.82     | 0.00%             | 2036-12-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                                    | Clarivate Science Holdings Corp.                                                              | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $129782.58    | 0.00%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                         | CUSIP: 31393BZV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      1326 | PA      | $142.53       | 0.00%             | 2033-05-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Provident Home Equity Loan Trust                                                    | Provident Home Equity Loan Trust, Series 2000-2, Class A1                                     | CUSIP: 743844DA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75837 | PA      | $72792.32     | 0.00%             | 2031-08-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                         | CUSIP: 31393DKH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      1245 | PA      | $143.78       | 0.00%             | 2033-07-25      | Fixed         | 6.00%                 | 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        |   6334464 | PA      | $5809294.14   | 0.11%             | 2051-07-25      | Variable      | 2.50%                 | 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        |   2754310 | PA      | $2529166.45   | 0.05%             | 2051-09-25      | Variable      | 2.50%                 | 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        |   7156042 | PA      | $6556352.79   | 0.12%             | 2051-12-25      | Variable      | 2.50%                 | 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        |   5460262 | PA      | $4999733.65   | 0.09%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                      | HarborView Mortgage Loan Trust, Series 2005-9, Class 2A1C                                     | CUSIP: 41161PSM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9994 | PA      | $9476.72      | 0.00%             | 2035-06-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| SAN Miguel Industrias Pet S.A. / NG PET R&P Latin America S.A.                      | SAN Miguel Industrias Pet S.A. / NG PET R&P Latin America S.A.                                | CUSIP: BQ7344964<br>LEI: 529900U7G8NTVARTF926 | Long             | DBT              | CORP              | PE        |    702000 | PA      | $680497.74    | 0.01%             | 2028-08-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alfa Transmisora De Energia S.A.                                                    | Alfa Transmisora De Energia S.A.                                                              | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    196896 | PA      | $160726.92    | 0.00%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare, Inc.                                                           | Piedmont Healthcare, Inc.                                                                     | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4534.66      | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | 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        |  13340000 | PA      | $13115367.74  | 0.24%             | 2038-10-17      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co., Series L, Conv. Pfd.                                                       | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     23403 | NS      | $28832261.97  | 0.54%             |  |  |  | No            |                  1 | 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        |     49000 | PA      | $30201.38     | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                          | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    445000 | PA      | $439886.02    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Roller Bearing Co. of America, Inc.                                                 | Roller Bearing Co. of America, Inc.                                                           | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |   4378000 | PA      | $4320041.85   | 0.08%             | 2029-10-15      | Fixed         | 4.38%                 | 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        |   9131430 | PA      | $8180412.33   | 0.15%             | 2051-10-25      | Variable      | 3.00%                 | 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        |   9130725 | PA      | $7843418.65   | 0.15%             | 2051-10-25      | Variable      | 2.50%                 | 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        |   7856303 | PA      | $7205279.65   | 0.13%             | 2051-10-25      | Variable      | 2.50%                 | 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        |   5499377 | PA      | $5025901.40   | 0.09%             | 2051-10-25      | Variable      | 2.50%                 | 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        |   9135173 | PA      | $7847239.73   | 0.15%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, L.P.                                                              | Medline Borrower, L.P.                                                                        | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   7335000 | PA      | $7218787.19   | 0.13%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co, Inc.                                                | New Enterprise Stone & Lime Co, Inc.                                                          | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    266000 | PA      | $267020.64    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Falabella S.A.                                                                      | Falabella S.A.                                                                                | CUSIP: BR9290262<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $905384.71    | 0.02%             | 2032-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                       | Iliad Holding                                                                                 | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $659033.05    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                                  | Vertiv Group Corp.                                                                            | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   2898000 | PA      | $2888208.44   | 0.05%             | 2028-11-15      | Fixed         | 4.12%                 | 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        |  13011761 | PA      | $11922285.20  | 0.22%             | 2051-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31417TP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206003 | PA      | $212248.00    | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, ARM                                                    | CUSIP: 31411EWA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12419 | PA      | $12904.27     | 0.00%             | 2037-01-01      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp., ARM                                                         | CUSIP: 3128NHZZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36365 | PA      | $37782.48     | 0.00%             | 2037-05-01      | Floating      | 6.71%                 | 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        |    108679 | PA      | $106154.26    | 0.00%             | 2036-02-25      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, ARM                                                    | CUSIP: 31410KWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24471 | PA      | $25489.14     | 0.00%             | 2035-05-01      | Floating      | 6.17%                 | 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        |   9425223 | PA      | $8437021.48   | 0.16%             | 2051-11-25      | Variable      | 3.00%                 | 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        |  11500571 | PA      | $9878862.63   | 0.18%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series V                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1239768.26   | 0.02%             | N/A             | Variable      | 4.12%                 | No            |                  2 | On Loan: —       |
| American Airlines Pass-Through Trust                                                | American Airlines Pass-Through Trust, Series A                                                | CUSIP: 02379KAA2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      5686 | PA      | $5257.46      | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                           | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7883.41      | 0.00%             | 2027-11-01      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                                | Jane Street Group / JSG Finance Inc.                                                          | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    702000 | PA      | $685540.35    | 0.01%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-ACNT, Class A                                       | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4971639 | PA      | $4970960.39   | 0.09%             | 2038-11-15      | Floating      | 4.62%                 | 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        |   6026393 | PA      | $5600606.61   | 0.10%             | 2056-11-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| JSC Uzbekneftegaz                                                                   | JSC Uzbekneftegaz                                                                             | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |   7487000 | PA      | $7326070.00   | 0.14%             | 2028-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                      | British Telecommunications PLC                                                                | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   7274000 | PA      | $7180504.37   | 0.13%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2021-NQM4, Class A1                                                         | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8594502 | PA      | $7612297.36   | 0.14%             | 2061-10-25      | Variable      | 1.96%                 | 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        |   8003333 | PA      | $7523082.95   | 0.14%             | 2066-10-25      | Variable      | 2.83%                 | 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        |   5394486 | PA      | $4795772.39   | 0.09%             | 2066-10-25      | Variable      | 1.98%                 | 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        |   5948911 | PA      | $5703274.25   | 0.11%             | 2040-12-17      | Fixed         | 2.39%                 | 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        |   2563915 | PA      | $2384274.66   | 0.04%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4)          | Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4), Series 2010 A, RB | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    507000 | PA      | $564783.75    | 0.01%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                        | Vistra Corp.                                                                                  | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   2914000 | PA      | $2950710.57   | 0.05%             | N/A             | Variable      | 7.00%                 | 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        |   9796433 | PA      | $8834720.91   | 0.16%             | 2066-11-25      | Variable      | 1.92%                 | 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        |  10203517 | PA      | $8923040.33   | 0.17%             | 2052-05-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                               | Lehman Mortgage Trust, Series 2006-1, Class 3A5                                               | CUSIP: 52520MFL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88274 | PA      | $63597.85     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Suntrust Alternative Loan Trust                                                     | Suntrust Alternative Loan Trust, Series 2005-1F, Class 2A8                                    | CUSIP: 86789MAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58417 | PA      | $55114.98     | 0.00%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Globo Comunicacao e Participacoes S.A.                                              | Globo Comunicacao e Participacoes S.A.                                                        | CUSIP: 37959DAC8<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |    209000 | PA      | $205148.76    | 0.00%             | 2032-01-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                          | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $7026.03      | 0.00%             | 2027-01-21      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Compania Cervecerias Unidas S.A.                                                    | Compania Cervecerias Unidas S.A.                                                              | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |    250000 | PA      | $228384.85    | 0.00%             | 2032-01-19      | Fixed         | 3.35%                 | 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        |   5790819 | PA      | $5263373.54   | 0.10%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                        | CCO Holdings, LLC/CCO Holdings Capital Corp.                                                  | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $33503.63     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | 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        |   7093559 | PA      | $6561079.98   | 0.12%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp., Series RR                                                              | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2293000 | PA      | $2279402.97   | 0.04%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: —       |
| Central American Bottling Corp. / CBC Bottling Holdco SL / Beliv Holdco SL          | Central American Bottling Corp. / CBC Bottling Holdco SL / Beliv Holdco SL                    | CUSIP: BT6737410<br>LEI: 549300DT8SH0CF6BTT37 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $396131.60    | 0.01%             | 2029-04-27      | Fixed         | 5.25%                 | 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        |  10965000 | PA      | $10978274.23  | 0.20%             | 2039-01-15      | Floating      | 4.66%                 | 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        |   6790000 | PA      | $6793856.04   | 0.13%             | 2039-01-15      | Floating      | 4.96%                 | 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        |   3630000 | PA      | $3632771.87   | 0.07%             | 2039-01-15      | Floating      | 5.26%                 | 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        |   5509522 | PA      | $5167844.63   | 0.10%             | 2066-12-27      | Variable      | 2.28%                 | 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        |   7313083 | PA      | $6709159.54   | 0.12%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GKH1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30166.32     | 0.00%             | 2028-02-04      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128LXSC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20555 | PA      | $21904.66     | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | 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        |   5644608 | PA      | $5442978.96   | 0.10%             | 2067-01-25      | Variable      | 3.72%                 | 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        |  10090982 | PA      | $9810483.37   | 0.18%             | 2066-12-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                    | Comision Federal de Electricidad                                                              | CUSIP: BU3620426<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $566355.90    | 0.01%             | 2052-02-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans Mortgage Pass-Through Trust                                  | Countrywide Home Loans Mortgage Pass-Through Trust, Series 2007-13, Class A10                 | CUSIP: 17025JAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184345 | PA      | $82385.56     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | 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        |   6557079 | PA      | $6476831.29   | 0.12%             | 2067-01-25      | Variable      | 3.87%                 | 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        |   5772399 | PA      | $5530084.08   | 0.10%             | 2067-01-25      | Variable      | 4.35%                 | 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        |   7063333 | PA      | $6764490.44   | 0.13%             | 2062-01-25      | Variable      | 4.38%                 | 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        |   6027112 | PA      | $5875563.74   | 0.11%             | 2067-02-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The), Series K                                                          | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22024.62     | 0.00%             | N/A             | Variable      | 5.00%                 | 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        |  10488164 | PA      | $10185641.60  | 0.19%             | 2062-03-27      | Variable      | 3.17%                 | 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        |   4405719 | PA      | $4178789.96   | 0.08%             | 2062-03-27      | Variable      | 3.58%                 | 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        |   5821075 | PA      | $5606375.77   | 0.10%             | 2062-03-27      | Variable      | 3.08%                 | 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        |   8116805 | PA      | $8131927.74   | 0.15%             | 2067-02-25      | Variable      | 3.90%                 | 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        |   6849306 | PA      | $6687703.63   | 0.12%             | 2067-02-25      | Variable      | 4.13%                 | 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        |   4990579 | PA      | $4988935.98   | 0.09%             | 2067-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica, S.A.B. de C.V.                                                | Sitios Latinoamerica, S.A.B. de C.V.                                                          | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $201397.60    | 0.00%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                               | Clydesdale Acquisition Holdings, Inc.                                                         | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    272000 | PA      | $271030.86    | 0.01%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                              | Hilcorp Energy I, L.P.                                                                        | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    558000 | PA      | $551321.47    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2022-1A, Class C                           | CUSIP: 05377RFD1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5417000 | PA      | $5429409.81   | 0.10%             | 2028-08-21      | Fixed         | 4.84%                 | 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        |  20133000 | PA      | $20105780.18  | 0.37%             | 2028-08-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados B.V.                                                                  | Arcos Dorados B.V.                                                                            | CUSIP: 03965TAB9<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |    322000 | PA      | $330586.21    | 0.01%             | 2029-05-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                               | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2784.00      | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                               | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      1000 | PA      | $918.30       | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                      | Citizens Financial Group, Inc.                                                                | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11316.60     | 0.00%             | 2037-05-21      | Variable      | 5.64%                 | 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        |   7856433 | PA      | $7837231.35   | 0.15%             | 2067-05-25      | Variable      | 4.55%                 | 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        |   9103514 | PA      | $9103651.96   | 0.17%             | 2039-06-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                     | Blackstone Secured Lending Fund                                                               | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1883000 | PA      | $1835222.55   | 0.03%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| IP Lending IV Ltd.                                                                  | IP Lending IV Ltd., Series 2022-4A, Class SNR                                                 | CUSIP: 44989DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |  12002000 | PA      | $11998399.40  | 0.22%             | 2027-04-28      | Fixed         | 6.05%                 | No            |                  3 | On Loan: No      |
| Iris Holding, Inc. (Intertape)                                                      | Iris Holding, Inc. (Intertape), First Lien Term Loan                                          | CUSIP: 46271BAB6<br>LEI: 54930013SPZ2NB3I3V40 | Long             | LON              | CORP              | US        |    150000 | PA      | $146856.00    | 0.00%             | 2028-06-28      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P. and Sunoco Finance Corp.                                                | Sunoco L.P. and Sunoco Finance Corp.                                                          | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234000 | PA      | $229162.45    | 0.00%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7078.27      | 0.00%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8094.33      | 0.00%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5063.77      | 0.00%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                                   | Lenovo Group Ltd.                                                                             | CUSIP: BX9715927<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $440753.61    | 0.01%             | 2032-07-27      | Fixed         | 6.54%                 | No            |                  2 | On Loan: —       |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2022-3, Class A1                                   | CUSIP: 31573EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7653849 | PA      | $7636273.79   | 0.14%             | 2067-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                           | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43727.69     | 0.00%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                           | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11201.78     | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2653000 | PA      | $2761587.29   | 0.05%             | N/A             | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                        | CCO Holdings, LLC/CCO Holdings Capital Corp.                                                  | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $572883.37    | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    511000 | PA      | $519134.82    | 0.01%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The), Series V                                            | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47879.37     | 0.00%             | N/A             | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Federation des caisses Desjardins du Quebec                                         | Federation des caisses Desjardins du Quebec                                                   | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    758000 | PA      | $766943.81    | 0.01%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                                 | Union Pacific Corp.                                                                           | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5594.91      | 0.00%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                                | Dollar General Corp.                                                                          | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      1000 | PA      | $982.52       | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34975.27     | 0.00%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC, Series AJ                                           | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1830.33      | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12757.51     | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                  | Newell Brands Inc.                                                                            | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    128000 | PA      | $130101.50    | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312940ZC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11857 | PA      | $12229.57     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc.                                                                                 | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     43000 | PA      | $47258.98     | 0.00%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312935M89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    256637 | PA      | $264711.18    | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31416WHB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7979 | PA      | $8307.24      | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                          | Cloud Software Group, Inc.                                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    262000 | PA      | $257165.31    | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                               | WEC Energy Group Inc.                                                                         | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24431.33     | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                            | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10722.39     | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                           | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8555.20      | 0.00%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                                   | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    773000 | PA      | $809374.29    | 0.02%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                           | Bank of Nova Scotia (The)                                                                     | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5123000 | PA      | $5417849.14   | 0.10%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1056.40      | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | 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        |     10000 | PA      | $10817.67     | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                 | Petroleos Mexicanos                                                                           | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5908000 | PA      | $6360865.92   | 0.12%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6517.41      | 0.00%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18480.08     | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50257.73     | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34656.52     | 0.00%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                          | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4383.57      | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                                  | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11478.18     | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc.                                                             | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11324.08     | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp.                                                                                 | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44839.96     | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    198000 | PA      | $206645.59    | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6931.74      | 0.00%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52813.14     | 0.00%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Keybank N.A.                                                                        | Keybank N.A.                                                                                  | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    818000 | PA      | $842503.31    | 0.02%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                                  | National Securities Clearing Corp.                                                            | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    771000 | PA      | $788888.80    | 0.01%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63322.34     | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     18000 | PA      | $19420.26     | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc.                                                                         | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32482.17     | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                              | Colombia Government International Bond                                                        | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $214830.00    | 0.00%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Ltd.                                        | Australia and New Zealand Banking Group Ltd.                                                  | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    628000 | PA      | $702924.48    | 0.01%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: —       |
| MetLife, Inc.                                                                       | MetLife, Inc.                                                                                 | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3762.93      | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                          | Duke Energy Carolinas, LLC                                                                    | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3895.63      | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | 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        |     16000 | PA      | $16448.43     | 0.00%             | 2028-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   5030000 | PA      | $5258188.01   | 0.10%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2390000 | PA      | $2652162.37   | 0.05%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                               | WEC Energy Group Inc.                                                                         | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   8437000 | PA      | $8568364.01   | 0.16%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                     | Transocean Titan Financing Ltd.                                                               | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    514800 | PA      | $527945.97    | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | 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        |   3919000 | PA      | $4016682.25   | 0.07%             | 2029-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-2A, Class A                           | CUSIP: 05377RGJ7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2475000 | PA      | $2486515.19   | 0.05%             | 2027-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                                | Israel Government International Bond                                                          | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $197276.36    | 0.00%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9490.82      | 0.00%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10209.96     | 0.00%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Genesis Energy L.P. / Genesis Energy Finance Corp.                                  | Genesis Energy L.P. / Genesis Energy Finance Corp.                                            | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384000 | PA      | $403066.37    | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | 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        |     10000 | PA      | $10337.12     | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                              | Tenet Healthcare Corp.                                                                        | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    460000 | PA      | $461330.78    | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                           | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 126818700 | PA      | $127071346.95 | 2.36%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Manufacturers and Traders Trust Co.                                                 | Manufacturers and Traders Trust Co.                                                           | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    799000 | PA      | $811032.69    | 0.02%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                           | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36533.72     | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Multibank Inc.                                                                      | Multibank Inc.                                                                                | CUSIP: 625454AB9<br>LEI: 549300QXX3SGZZ4OEU72 | Long             | DBT              | CORP              | PA        |    467000 | PA      | $486581.31    | 0.01%             | 2028-02-03      | Fixed         | 7.75%                 | 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        |   8103019 | PA      | $8114428.37   | 0.15%             | 2032-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                             | Corporacion Nacional del Cobre de Chile                                                       | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   3583000 | PA      | $3666458.82   | 0.07%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                        | CCO Holdings, LLC/CCO Holdings Capital Corp.                                                  | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $118725.77    | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The), Series W                                            | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     63000 | PA      | $65384.30     | 0.00%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27385.74     | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities                                                      | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2067642 | PA      | $2120362.91   | 0.04%             | 2043-01-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank                                                                       | Pinnacle Bank                                                                                 | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |    774000 | PA      | $790827.46    | 0.01%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Invesco Short Duration Total Return Bond ETF                                        | Invesco Short Duration Total Return Bond ETF                                                  | CUSIP: 46090A739<br>LEI: 549300GDXFVEQHJBTS26 | Long             | EC               | RF                | US        |   2013300 | NS      | $50735160.00  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Short Duration High Yield ETF                                               | Invesco Short Duration High Yield ETF                                                         | CUSIP: 46090A754<br>LEI: 549300CIKWQL9VXSUD47 | Long             | EC               | RF                | US        |      9000 | NS      | $231170.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a.r.l.                                                  | GreenSaif Pipelines Bidco S.a.r.l.                                                            | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   2540000 | PA      | $2706084.45   | 0.05%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a.r.l.                                                  | GreenSaif Pipelines Bidco S.a.r.l.                                                            | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   5385000 | PA      | $5909215.70   | 0.11%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| TMS Issuer S.a r.l.                                                                 | TMS Issuer S.a r.l.                                                                           | CUSIP: 87266GAA8<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | LU        |    220000 | PA      | $229501.58    | 0.00%             | 2032-08-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                               | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    820000 | PA      | $835625.10    | 0.02%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    112000 | PA      | $114234.75    | 0.00%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126743.86    | 0.00%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                          | Amgen Inc.                                                                                    | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67607.89     | 0.00%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                          | Amgen Inc.                                                                                    | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9393.60      | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                        | Leidos, Inc.                                                                                  | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26555.29     | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                                  | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7771.09      | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                                     | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     52000 | PA      | $54433.93     | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49747.85     | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series Z                                                                      | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4739000 | PA      | $4946531.61   | 0.09%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings Inc.                                                             | RB Global Holdings Inc.                                                                       | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1081487.70   | 0.02%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings Inc.                                                             | RB Global Holdings Inc.                                                                       | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    139000 | PA      | $144687.19    | 0.00%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VBG3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    539000 | PA      | $539172.64    | 0.01%             | 2026-03-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    178000 | PA      | $196673.27    | 0.00%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2023-DNA1, Class M1                                                       | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |   1483165 | PA      | $1499575.22   | 0.03%             | 2043-03-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52984.52     | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                        | San Diego Gas & Electric Co.                                                                  | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9528.44      | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc.                                                                                 | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     33000 | PA      | $35083.27     | 0.00%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc.                                                                     | Mastercard Inc.                                                                               | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70456.26     | 0.00%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                            | Advance Auto Parts, Inc.                                                                      | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22631.47     | 0.00%             | 2028-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31418MP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2939 | PA      | $3108.10      | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31385HZE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1267 | PA      | $1314.87      | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200QW91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       110 | PA      | $113.27       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                                 | Southwest Gas Corp.                                                                           | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41126.71     | 0.00%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana, LLC                                                            | Duke Energy Indiana, LLC                                                                      | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2905.87      | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                                      | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8263.84      | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co.                                                       | Oklahoma Gas and Electric Co.                                                                 | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30857.44     | 0.00%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                             | Republic Services, Inc.                                                                       | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84326.20     | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                             | Republic Services, Inc.                                                                       | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8300.65      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                                 | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14358.03     | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                  | Metropolitan Life Global Funding I                                                            | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    521000 | PA      | $542685.22    | 0.01%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371KNJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       235 | PA      | $242.17       | 0.00%             | 2032-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                      | Public Service Co. of Colorado                                                                | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2832.31      | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | 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        |     47000 | PA      | $48387.97     | 0.00%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                     | Southwestern Electric Power Co.                                                               | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17634.17     | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                               | FirstEnergy Pennsylvania Electric Co.                                                         | CUSIP: 591894CE8<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9209.14      | 0.00%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lowe`s Cos., Inc.                                                                   | Lowe`s Cos., Inc.                                                                             | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7010.11      | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                     | Virginia Electric and Power Co.                                                               | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14392.58     | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ACE5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8454.53      | 0.00%             | 2030-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67960.19     | 0.00%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                          | Aviation Capital Group LLC                                                                    | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43674.27     | 0.00%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                                                   | Western Midstream Operating, L.P.                                                             | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32113.28     | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | 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        |  13131000 | PA      | $13530027.45  | 0.25%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    959000 | PA      | $1003361.08   | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                                  | Evergy Metro, Inc.                                                                            | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39020.59     | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                  | General Motors Financial Co., Inc.                                                            | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6006.60      | 0.00%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                                | UPMC                                                                                          | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17020.32     | 0.00%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                                | UPMC                                                                                          | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    171000 | PA      | $176048.96    | 0.00%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                      | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281604.13    | 0.01%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                      | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    291000 | PA      | $300972.28    | 0.01%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200VEV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       256 | PA      | $261.47       | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9381.72      | 0.00%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International (23) Ltd.                                                | CK Hutchison International (23) Ltd.                                                          | CUSIP: 12570FAB7<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |   1148000 | PA      | $1180671.07   | 0.02%             | 2033-04-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50117.36     | 0.00%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29018.90     | 0.00%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71725.49     | 0.00%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The), Series J                                                 | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11304.73     | 0.00%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $194630.00    | 0.00%             | 2053-05-04      | Fixed         | 6.34%                 | 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        |     49000 | PA      | $51799.94     | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                             | Sasol Financing USA LLC                                                                       | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164128.80    | 0.00%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                       | Empresa Nacional del Petroleo                                                                 | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $640210.80    | 0.01%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag                        | Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag                                  | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    325000 | PA      | $335403.94    | 0.01%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC                                                                          | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56518.59     | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4076.16      | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                                                  | Tractor Supply Co.                                                                            | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5197.88      | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     92000 | PA      | $95902.40     | 0.00%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14781.56     | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16549.82     | 0.00%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                   | Georgia Power Co.                                                                             | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19629.75     | 0.00%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                       | Navient Corp.                                                                                 | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506838.00    | 0.01%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| EMRLD Borrower L.P./ Emerald Co-Issuer Inc.                                         | EMRLD Borrower L.P./ Emerald Co-Issuer Inc.                                                   | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259061.25    | 0.00%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                             | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      1000 | PA      | $932.59       | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2220762.62   | 0.04%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                  | Iron Mountain Inc.                                                                            | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513441.50    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                         | Bank Gospodarstwa Krajowego                                                                   | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $210019.50    | 0.00%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                           | Florida Power & Light Co.                                                                     | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10277.11     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                         | First Quantum Minerals Ltd.                                                                   | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $262331.13    | 0.00%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                               | Electricite de France                                                                         | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1488000 | PA      | $1540752.61   | 0.03%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29899.67     | 0.00%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                                  | National Securities Clearing Corp.                                                            | CUSIP: 637639AK1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    764000 | PA      | $783234.38    | 0.01%             | 2028-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| 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        |      7000 | PA      | $7016.75      | 0.00%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                                 | Ameren Illinois Co.                                                                           | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30978.25     | 0.00%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47231.94     | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc.                                                                                     | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34599.77     | 0.00%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4169.79      | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                                  | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2389000 | PA      | $2509540.36   | 0.05%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    970000 | PA      | $975057.25    | 0.02%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    886000 | PA      | $956956.93    | 0.02%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                      | Piedmont Natural Gas Co., Inc.                                                                | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33679.78     | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zartkoruen Mukodo Reszvenytarsasag                                   | MVM Energetika Zartkoruen Mukodo Reszvenytarsasag                                             | CUSIP: ZK8297671<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    200000 | PA      | $212528.24    | 0.00%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                                  | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57205.87     | 0.00%             | 2029-06-12      | Variable      | 5.78%                 | 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        |     64000 | PA      | $66343.66     | 0.00%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                               | Electricite de France                                                                         | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   3285000 | PA      | $3908637.54   | 0.07%             | N/A             | Variable      | 9.12%                 | No            |                  2 | On Loan: —       |
| Cox Communications, Inc.                                                            | Cox Communications, Inc.                                                                      | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6101.74      | 0.00%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer S.A.                                                                  | BBVA Bancomer S.A.                                                                            | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $336955.47    | 0.01%             | 2038-06-29      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                                  | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17922.68     | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                                  | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2079.05      | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                                  | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8239.19      | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32761.13     | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17627.41     | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    740000 | PA      | $745256.09    | 0.01%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    790000 | PA      | $821725.29    | 0.02%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55587.94     | 0.00%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     52000 | PA      | $55520.30     | 0.00%             | N/A             | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45525.39     | 0.00%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44208.82     | 0.00%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                      | AutoZone, Inc.                                                                                | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33246.06     | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20894.92     | 0.00%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28876.06     | 0.00%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                        | Public Storage Operating Co.                                                                  | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5903.92      | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                           | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6310.13      | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                       | Univision Communications Inc.                                                                 | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    146000 | PA      | $150067.27    | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                         | L3Harris Technologies, Inc.                                                                   | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4215.44      | 0.00%             | 2033-07-31      | Fixed         | 5.40%                 | 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        |     47000 | PA      | $49017.84     | 0.00%             | 2028-08-01      | Fixed         | 6.05%                 | 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        |    799000 | PA      | $820244.48    | 0.02%             | 2028-08-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                                        | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14570.45     | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                           | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1137.64      | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                                | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     57000 | PA      | $59681.17     | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | 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        |     22000 | PA      | $22149.26     | 0.00%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Gabon Blue Bond Master Trust                                                        | Gabon Blue Bond Master Trust                                                                  | CUSIP: 362419AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4013000 | PA      | $4170539.95   | 0.08%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    127000 | PA      | $131145.41    | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    897000 | PA      | $904685.80    | 0.02%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                      | NNN REIT, Inc.                                                                                | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17930.16     | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                                 | Ingersoll Rand Inc.                                                                           | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7242.08      | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                  | ConocoPhillips Co.                                                                            | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3983.09      | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    143000 | PA      | $146360.71    | 0.00%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93752.27     | 0.00%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                                   | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16974.24     | 0.00%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                            | Celanese US Holdings LLC                                                                      | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    263000 | PA      | $276990.81    | 0.01%             | 2028-11-15      | Fixed         | 6.85%                 | 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        |   6620000 | PA      | $7081215.40   | 0.13%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: —       |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                                  | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37928.65     | 0.00%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                                  | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22778.31     | 0.00%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                                          | Alexander Funding Trust II                                                                    | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $554120.55    | 0.01%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                      | Apollo Global Management, Inc., Pfd.                                                          | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |    508150 | NS      | $13049292.00  | 0.24%             |  |  |  | No            |                  1 | 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        |   2482245 | PA      | $2497820.98   | 0.05%             | 2067-12-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80724.47     | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     37000 | PA      | $39681.68     | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                              | MidAmerican Energy Co.                                                                        | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2085.26      | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                              | MidAmerican Energy Co.                                                                        | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14751.08     | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                               | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     97000 | PA      | $100013.90    | 0.00%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                               | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     79000 | PA      | $82962.52     | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                               | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     88000 | PA      | $92380.06     | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VBM0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    893000 | PA      | $927590.75    | 0.02%             | 2028-09-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VBK4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    770000 | PA      | $777015.05    | 0.01%             | 2026-09-14      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| UBS AG                                                                              | UBS AG                                                                                        | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    728000 | PA      | $759711.00    | 0.01%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                                   | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35811.26     | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                                   | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3001.06      | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                   | Black Hills Corp.                                                                             | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     62000 | PA      | $67435.44     | 0.00%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                                  | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $222687.48    | 0.00%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                       | Nordson Corp.                                                                                 | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20690.91     | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                               | Gilead Sciences, Inc.                                                                         | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34835.83     | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                               | Gilead Sciences, Inc.                                                                         | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4021.20      | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc.                                                           | Lennox International Inc.                                                                     | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75572.61     | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                       | Nordson Corp.                                                                                 | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     32000 | PA      | $34228.55     | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31287LES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        21 | PA      | $21.31        | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312943TR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13015 | PA      | $13510.92     | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                      | Southern Co. Gas Capital Corp.                                                                | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12840.21     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria S.A.                                                | Banco Bilbao Vizcaya Argentaria S.A.                                                          | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1406000 | PA      | $1569453.12   | 0.03%             | N/A             | Variable      | 9.38%                 | No            |                  2 | On Loan: —       |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3080.74      | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | 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        |     30000 | PA      | $32318.86     | 0.00%             | 2033-09-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2714000 | PA      | $2869322.22   | 0.05%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     39000 | PA      | $43745.99     | 0.00%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Intuit Inc.                                                                         | Intuit Inc.                                                                                   | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17635.62     | 0.00%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series AA                                                                     | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4527000 | PA      | $4800516.81   | 0.09%             | N/A             | Variable      | 7.62%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140XMMR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26980688 | PA      | $27799042.19  | 0.52%             | 2053-09-01      | Fixed         | 5.50%                 | 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        |  25538374 | PA      | $26340444.63  | 0.49%             | 2053-07-01      | Fixed         | 5.50%                 | 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        |   6225069 | PA      | $6502739.73   | 0.12%             | 2053-06-01      | Fixed         | 6.00%                 | 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        |  15704231 | PA      | $16416871.51  | 0.30%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                                     | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     58000 | PA      | $60563.64     | 0.00%             | 2028-09-19      | Fixed         | 5.90%                 | 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        |  28605227 | PA      | $29903296.22  | 0.56%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc., Series NC5                                                                     | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     21000 | PA      | $22636.05     | 0.00%             | 2084-01-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                          | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5520.58      | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                          | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     21000 | PA      | $23008.88     | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                           | Guatemala Government Bond                                                                     | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $222077.00    | 0.00%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc.                                                | Public Service Enterprise Group Inc.                                                          | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28215.75     | 0.00%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                          | Aviation Capital Group LLC                                                                    | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     99000 | PA      | $105082.50    | 0.00%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                  | Atmos Energy Corp.                                                                            | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     24000 | PA      | $26268.08     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                  | Atmos Energy Corp.                                                                            | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4415.29      | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22110.40     | 0.00%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13072.31     | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                         | Nationwide Building Society                                                                   | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $812745.54    | 0.02%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31292HQY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       943 | PA      | $996.00       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31292HQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        92 | PA      | $96.75        | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     46000 | PA      | $48518.50     | 0.00%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     61000 | PA      | $64094.92     | 0.00%             | 2029-10-23      | Variable      | 6.09%                 | 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        |     68000 | PA      | $69131.92     | 0.00%             | 2027-10-20      | Variable      | 6.62%                 | 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      | $4696335.31   | 0.09%             | N/A             | Variable      | 8.20%                 | No            |                  2 | On Loan: —       |
| Qdoba Funding LLC                                                                   | Qdoba Funding LLC, Series 2023-1A, Class A2                                                   | CUSIP: 746954AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13584952 | PA      | $14230941.44  | 0.26%             | 2053-09-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                            | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1331000 | PA      | $1428326.71   | 0.03%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                            | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    191000 | PA      | $202493.23    | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                   | Genuine Parts Co.                                                                             | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     63000 | PA      | $69724.55     | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                                   | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29577.83     | 0.00%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                                     | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3284.53      | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc.                                                              | Quest Diagnostics Inc.                                                                        | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33551.01     | 0.00%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     54000 | PA      | $57182.70     | 0.00%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                                      | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     14000 | PA      | $15381.50     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $768481.64    | 0.01%             | 2028-02-08      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    758000 | PA      | $817442.41    | 0.02%             | 2030-02-08      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                             | Sociedad Quimica y Minera de Chile S.A.                                                       | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    485000 | PA      | $530666.15    | 0.01%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    141000 | PA      | $154138.35    | 0.00%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                                | LXP Industrial Trust                                                                          | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9541.26      | 0.00%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    832000 | PA      | $877163.18    | 0.02%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $229141.27    | 0.00%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                   | Alabama Power Co.                                                                             | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16241.58     | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                                     | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57831.39     | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                                     | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     60000 | PA      | $65134.04     | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                                     | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2236.45      | 0.00%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213DG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        30 | PA      | $30.81        | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     81000 | PA      | $84801.08     | 0.00%             | 2028-12-15      | Fixed         | 5.70%                 | 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        |     80000 | PA      | $85000.05     | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                      | Apollo Global Management, Inc.                                                                | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49245.76     | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213E2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        98 | PA      | $102.11       | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    528000 | PA      | $618925.82    | 0.01%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    789000 | PA      | $860649.74    | 0.02%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201M3D2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        41 | PA      | $43.97        | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36209LMP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        31 | PA      | $32.13        | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                          | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2229364.00   | 0.04%             | N/A             | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                          | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1447512.00   | 0.03%             | N/A             | Variable      | 9.62%                 | No            |                  2 | On Loan: —       |
| TransDigm, Inc.                                                                     | TransDigm, Inc., Term Loan J                                                                  | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    246250 | PA      | $246527.03    | 0.00%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     12000 | PA      | $13045.42     | 0.00%             | 2034-11-21      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24066.27     | 0.00%             | 2029-11-21      | Variable      | 5.68%                 | 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        |      5000 | PA      | $5305.78      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                                        | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6388.65      | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                                        | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2076.15      | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | 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        |      4000 | PA      | $4146.22      | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                      | Element Fleet Management Corp.                                                                | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     77000 | PA      | $81257.04     | 0.00%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                                        | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85633.53     | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                         | AvalonBay Communities, Inc.                                                                   | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52692.72     | 0.00%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                          | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63137.85     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc.                                                             | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63126.35     | 0.00%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                             | Republic Services, Inc.                                                                       | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41710.07     | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371KLV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       103 | PA      | $108.27       | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31390HA70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       205 | PA      | $215.14       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                             | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57400.90     | 0.00%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    695000 | PA      | $720495.75    | 0.01%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                             | GA Global Funding Trust                                                                       | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    470000 | PA      | $481991.55    | 0.01%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                                    | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65837.50     | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                                    | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     74000 | PA      | $76898.78     | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                                    | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54464.07     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                                                          | PacifiCorp                                                                                    | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11440.77     | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32844.41     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                             | EnerSys                                                                                       | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    256000 | PA      | $264379.14    | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                           | Bank of Nova Scotia (The)                                                                     | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    859000 | PA      | $919626.50    | 0.02%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: —       |
| Athene Global Funding                                                               | Athene Global Funding                                                                         | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    156000 | PA      | $159548.03    | 0.00%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36291LXL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13865 | PA      | $14182.82     | 0.00%             | 2034-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                         | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28039.23     | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                                  | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8129.59      | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | 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        |    595000 | PA      | $609650.49    | 0.01%             | 2029-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                                     | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    106000 | PA      | $109178.01    | 0.00%             | 2029-01-12      | Fixed         | 5.20%                 | 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        |      7000 | PA      | $7071.77      | 0.00%             | 2027-01-12      | Fixed         | 5.35%                 | 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        |    511000 | PA      | $516190.29    | 0.01%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                                       | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    353000 | PA      | $366195.58    | 0.01%             | 2034-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                             | Micron Technology, Inc.                                                                       | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57778.04     | 0.00%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13525.10     | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47875.46     | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                          | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $23738.48     | 0.00%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3386936.67   | 0.06%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: —       |
| Niagara Mohawk Power Corp.                                                          | Niagara Mohawk Power Corp.                                                                    | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48454.32     | 0.00%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                      | Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                                | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    379000 | PA      | $394196.01    | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group, L.P.                                                             | Kite Realty Group, L.P.                                                                       | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12536.56     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                  | Ares Capital Corp.                                                                            | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13243.95     | 0.00%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                                      | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51597.12     | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                                     | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    749000 | PA      | $755498.20    | 0.01%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: —       |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     27000 | PA      | $28110.09     | 0.00%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46264.77     | 0.00%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16754.41     | 0.00%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20958.16     | 0.00%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8340.70      | 0.00%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31851.83     | 0.00%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48460.84     | 0.00%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.                      | Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.                                | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    311000 | PA      | $322569.20    | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19289.57     | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    113000 | PA      | $116273.67    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                                  | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78854.22     | 0.00%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200QSM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       657 | PA      | $670.56       | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213CPZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       586 | PA      | $595.71       | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36212M7L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       198 | PA      | $202.26       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213UWX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       541 | PA      | $554.35       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128MJQD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    367256 | PA      | $372624.69    | 0.01%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31292GVA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        61 | PA      | $64.12        | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31283HRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       224 | PA      | $236.17       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31389DTA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1329 | PA      | $1378.64      | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31287VRT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       421 | PA      | $444.70       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213CQ86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1531 | PA      | $1560.17      | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                              | MidAmerican Energy Co.                                                                        | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5824.30      | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                           | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11605.74     | 0.00%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36209EVR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       245 | PA      | $250.98       | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                           | Ivory Coast Government International Bond                                                     | CUSIP: ZF4885009<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    400000 | PA      | $437842.92    | 0.01%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213F7K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       720 | PA      | $737.21       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3552000 | PA      | $3691634.23   | 0.07%             | 2029-01-30      | Fixed         | 5.88%                 | 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        |    112000 | PA      | $115083.08    | 0.00%             | 2029-02-07      | Fixed         | 4.85%                 | 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        |    102000 | PA      | $106029.53    | 0.00%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36208R2G8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       551 | PA      | $569.88       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                               | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     33000 | PA      | $35416.89     | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fifth Third Financial Corp.                                                         | Fifth Third Financial Corp.                                                                   | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3145.06      | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86015.08     | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp.                                 | NGL Energy Operating LLC / NGL Energy Finance Corp.                                           | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |    282000 | PA      | $295980.71    | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92838.60     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co.                                                            | Northern Natural Gas Co.                                                                      | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9899.07      | 0.00%             | 2054-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    152000 | PA      | $156129.37    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                               | Alexandria Real Estate Equities, Inc.                                                         | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2010.91      | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                               | Alexandria Real Estate Equities, Inc.                                                         | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10650.22     | 0.00%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC       | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC                 | CUSIP: 44287DAA1<br>LEI: 875500O63ODR8S3K5X33 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191657.60    | 0.00%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                       | Cencora, Inc.                                                                                 | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39431.30     | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC                                                                          | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     74000 | PA      | $76226.30     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34346.40     | 0.00%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55648.19     | 0.00%             | 2030-02-13      | Variable      | 5.17%                 | 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        |  10411725 | PA      | $10508984.67  | 0.20%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Stena International S.A.                                                            | Stena International S.A.                                                                      | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |    754000 | PA      | $786133.22    | 0.01%             | 2031-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35821.32     | 0.00%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1880.23      | 0.00%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6527.74      | 0.00%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                                    | Empower CLO Ltd., Series 2024-1A, Class A1                                                    | CUSIP: 29244RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10250000 | PA      | $10274671.75  | 0.19%             | 2037-04-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3143.38      | 0.00%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169639.33    | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42785.80     | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   7645000 | PA      | $7862355.00   | 0.15%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                               | Cardinal Health, Inc.                                                                         | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     39000 | PA      | $41035.60     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                           | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22807.60     | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                           | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26743.23     | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                     | FirstCash, Inc.                                                                               | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    703000 | PA      | $726375.78    | 0.01%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                                  | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35908.45     | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                                  | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32243.76     | 0.00%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                    | DTE Electric Co.                                                                              | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41816.49     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                             | AstraZeneca Finance LLC                                                                       | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68673.55     | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC S.A.                                                               | Inversiones CMPC S.A.                                                                         | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    225000 | PA      | $230149.13    | 0.00%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                             | AstraZeneca Finance LLC                                                                       | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68017.44     | 0.00%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                        | Royal Caribbean Cruises Ltd.                                                                  | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    190000 | PA      | $198188.61    | 0.00%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                                   | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    123000 | PA      | $127738.56    | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                                  | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     61000 | PA      | $63067.63     | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                                   | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    122000 | PA      | $125366.00    | 0.00%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                                  | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40974.00     | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                                   | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14770.24     | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                                   | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15724.83     | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                                                                | Carrier Global Corp.                                                                          | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12986.97     | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                                  | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    124000 | PA      | $128134.54    | 0.00%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                                  | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    155000 | PA      | $162035.85    | 0.00%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                                  | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22439.72     | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                                  | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     84000 | PA      | $86686.47     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                                  | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16513.55     | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                               | Sumitomo Mitsui Financial Group, Inc.                                                         | CUSIP: 86562MDK3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   4095000 | PA      | $4247219.34   | 0.08%             | N/A             | Variable      | 6.60%                 | No            |                  2 | On Loan: —       |
| Cheniere Energy Partners, L.P.                                                      | Cheniere Energy Partners, L.P.                                                                | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40773.38     | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series BB                                                                     | CUSIP: 172967PJ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4365000 | PA      | $4530721.59   | 0.08%             | N/A             | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VBQ1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    857000 | PA      | $887538.51    | 0.02%             | 2029-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VBR9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     57000 | PA      | $59943.64     | 0.00%             | 2034-03-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc.                                                                   | Radian Group Inc.                                                                             | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84030.31     | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                    | Bank of Montreal                                                                              | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    836000 | PA      | $885946.82    | 0.02%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co., Series NN                                                               | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    119000 | PA      | $126701.20    | 0.00%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| VICI Properties L.P.                                                                | VICI Properties L.P.                                                                          | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10076.34     | 0.00%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio, L.P.                                                               | Essex Portfolio, L.P.                                                                         | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     28000 | PA      | $29215.32     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                | VICI Properties L.P.                                                                          | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23908.62     | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | 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        |      3000 | PA      | $3121.89      | 0.00%             | 2035-03-14      | Variable      | 5.19%                 | 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        |     22000 | PA      | $22648.85     | 0.00%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                                 | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66833.94     | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                      | ING Groep N.V.                                                                                | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    885000 | PA      | $917042.43    | 0.02%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: —       |
| Sempra                                                                              | Sempra                                                                                        | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    187000 | PA      | $192746.89    | 0.00%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil S.A.                                                                | Banco do Brasil S.A.                                                                          | CUSIP: 059578AK0<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    800000 | PA      | $823343.20    | 0.02%             | 2031-03-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                          | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $812031.90    | 0.02%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Co.                                                           | Global Atlantic (Fin) Co.                                                                     | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32948.72     | 0.00%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                          | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7043.03      | 0.00%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                  | Smith & Nephew PLC                                                                            | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $83433.60     | 0.00%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391BT31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2160 | PA      | $2240.46      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31374TC98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2080 | PA      | $2157.32      | 0.00%             | 2028-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201MSD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       117 | PA      | $120.09       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213HWZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       173 | PA      | $179.66       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200XFC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1827 | PA      | $1853.42      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213FF57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       286 | PA      | $290.34       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31287XG26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       454 | PA      | $471.38       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                           | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17716.28     | 0.00%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                           | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    309000 | PA      | $319273.70    | 0.01%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                  | Smith & Nephew PLC                                                                            | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     98000 | PA      | $99152.17     | 0.00%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                     | Brunswick Corp.                                                                               | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70744.09     | 0.00%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47629.82     | 0.00%             | 2029-03-19      | Fixed         | 5.35%                 | 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        |    933000 | PA      | $958358.31    | 0.02%             | 2029-03-22      | Fixed         | 5.25%                 | 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        |    687000 | PA      | $715036.42    | 0.01%             | 2034-03-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                                     | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39772.95     | 0.00%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                                          | AGCO Corp.                                                                                    | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44561.01     | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                                          | AGCO Corp.                                                                                    | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     56000 | PA      | $59201.85     | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                                 | Athene Holding Ltd.                                                                           | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13079.64     | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                          | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44983.74     | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                          | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46303.87     | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                          | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43022.59     | 0.00%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                  | Macquarie Airfinance Holdings Ltd.                                                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      5000 | PA      | $5273.99      | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                  | Macquarie Airfinance Holdings Ltd.                                                            | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      6000 | PA      | $6477.55      | 0.00%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                     | BAE Systems PLC                                                                               | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    805000 | PA      | $834088.29    | 0.02%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                                                  | Hilton Domestic Operating Co. Inc.                                                            | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93107.25     | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                                                  | Hilton Domestic Operating Co. Inc.                                                            | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    481000 | PA      | $492717.09    | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                                  | Union Electric Co.                                                                            | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93985.44     | 0.00%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross Mortgage Trust, Series 2024-H2, Class A1                                                | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4228181 | PA      | $4272122.82   | 0.08%             | 2069-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                          | ESAB Corp.                                                                                    | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513154.00    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | 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        |   6967310 | PA      | $7034205.51   | 0.13%             | 2064-07-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| PHINIA Inc.                                                                         | PHINIA Inc.                                                                                   | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    522000 | PA      | $540159.86    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                                   | Algonquin Power & Utilities Corp.                                                             | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $70241.49     | 0.00%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241102.33    | 0.00%             | 2027-04-04      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                   | SMBC Aviation Capital Finance DAC                                                             | CUSIP: 78448TAM4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    234000 | PA      | $244770.66    | 0.00%             | 2034-04-03      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     49000 | PA      | $51846.59     | 0.00%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                   | SMBC Aviation Capital Finance DAC                                                             | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $206530.78    | 0.00%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     97000 | PA      | $100572.09    | 0.00%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4103.58      | 0.00%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                   | GGAM Finance Ltd.                                                                             | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     86000 | PA      | $88801.45     | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Engie                                                                               | Engie                                                                                         | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    728000 | PA      | $756024.72    | 0.01%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Engie                                                                               | Engie                                                                                         | CUSIP: 29286DAB1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    399000 | PA      | $420796.77    | 0.01%             | 2034-04-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Engie                                                                               | Engie                                                                                         | CUSIP: 29286DAC9<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      9000 | PA      | $9230.68      | 0.00%             | 2054-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Panama Infrastructure Receivable Purchaser PLC                                      | Panama Infrastructure Receivable Purchaser PLC                                                | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |   4414000 | PA      | $3460774.63   | 0.06%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                                      | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    101000 | PA      | $105577.92    | 0.00%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    784000 | PA      | $811982.35    | 0.02%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $236329.87    | 0.00%             | 2035-04-17      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1260883.02   | 0.02%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58339.49     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                                      | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88135.33     | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                                      | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     99000 | PA      | $102798.26    | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                                      | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10803.51     | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                           | Nippon Life Insurance Co.                                                                     | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    595000 | PA      | $621096.14    | 0.01%             | 2054-04-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76383.70     | 0.00%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    118000 | PA      | $120132.27    | 0.00%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     94000 | PA      | $98188.58     | 0.00%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                      | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    133000 | PA      | $134440.51    | 0.00%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                      | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    578000 | PA      | $580200.45    | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series X                                                     | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7647000 | PA      | $8144628.53   | 0.15%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                          | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    948000 | PA      | $1001560.46   | 0.02%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     17000 | PA      | $18172.31     | 0.00%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                                | Jane Street Group / JSG Finance Inc.                                                          | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1053503.42   | 0.02%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LG Electronics Inc.                                                                 | LG Electronics Inc.                                                                           | CUSIP: 50186QAC7<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |   1070000 | PA      | $1090066.33   | 0.02%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| LG Electronics Inc.                                                                 | LG Electronics Inc.                                                                           | CUSIP: 50186QAD5<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |   2167500 | PA      | $2262961.62   | 0.04%             | 2029-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20264.93     | 0.00%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31390RXU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2511 | PA      | $2605.00      | 0.00%             | 2032-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     92000 | PA      | $96134.51     | 0.00%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160357.40    | 0.00%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151549.20    | 0.00%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36212SUR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1055 | PA      | $1091.09      | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo S.A. - COFIDE                                        | Corp. Financiera de Desarrollo S.A. - COFIDE                                                  | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |   3865000 | PA      | $4044683.89   | 0.08%             | 2029-04-30      | Fixed         | 5.95%                 | 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        |   1710000 | PA      | $1735801.51   | 0.03%             | 2028-04-20      | Fixed         | 5.61%                 | 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        |   1991000 | PA      | $2059111.71   | 0.04%             | 2030-12-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200RAD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       336 | PA      | $354.42       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                                 | GXO Logistics, Inc.                                                                           | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     72000 | PA      | $78403.15     | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                                 | GXO Logistics, Inc.                                                                           | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    145000 | PA      | $153114.14    | 0.00%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Banco del Estado de Chile                                                           | Banco del Estado de Chile                                                                     | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    421000 | PA      | $451240.43    | 0.01%             | N/A             | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Vantage Drilling International Ltd.                                                 | Vantage Drilling International Ltd.                                                           | CUSIP: G9325C105<br>LEI: 549300T9QN1134QR7185 | Long             | EC               | CORP              | KY        |        95 | NS      | $950.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co.                                                                      | DTE Energy Co.                                                                                | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27974.52     | 0.00%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                       | Iliad Holding                                                                                 | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    295000 | PA      | $316219.06    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                                      | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    757000 | PA      | $775242.91    | 0.01%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                                      | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    989000 | PA      | $998051.77    | 0.02%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                                      | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    340000 | PA      | $349014.76    | 0.01%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Ohio Power Co.                                                                      | Ohio Power Co.                                                                                | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     63000 | PA      | $66647.22     | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2006000 | PA      | $2118069.90   | 0.04%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2611000 | PA      | $2802773.93   | 0.05%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1429122.65   | 0.03%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    593000 | PA      | $645603.13    | 0.01%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                                 | Regal Rexnord Corp.                                                                           | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6222.47      | 0.00%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                                 | Regal Rexnord Corp.                                                                           | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     16000 | PA      | $17088.35     | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | 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        |   4575325 | PA      | $4702766.56   | 0.09%             | 2054-04-30      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                                 | Regal Rexnord Corp.                                                                           | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23927.85     | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | 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        |    348527 | NS      | $9357949.95   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co. (The)                                                                 | Coca-Cola Co. (The)                                                                           | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19811.53     | 0.00%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Agree L.P.                                                                          | Agree L.P.                                                                                    | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45400.61     | 0.00%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                              | Hilcorp Energy I, L.P.                                                                        | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |     73000 | PA      | $71514.80     | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | 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        |   1127098 | PA      | $1128140.56   | 0.02%             | 2031-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                                 | Ingersoll Rand Inc.                                                                           | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100474.47    | 0.00%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cougar JV Subsidiary, LLC                                                           | Cougar JV Subsidiary, LLC                                                                     | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $263225.68    | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Eni S.p.A.                                                                          | Eni S.p.A.                                                                                    | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    322000 | PA      | $337695.11    | 0.01%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     16000 | PA      | $16730.28     | 0.00%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    913000 | PA      | $929840.78    | 0.02%             | 2028-05-17      | Variable      | 5.60%                 | 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        |     27000 | PA      | $28637.33     | 0.00%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A.S.                                                          | Turk Telekomunikasyon A.S.                                                                    | CUSIP: 90011QAD2<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    700000 | PA      | $732594.26    | 0.01%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                        | Mid-America Apartments, L.P.                                                                  | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    181000 | PA      | $190160.27    | 0.00%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                     | Blackstone Secured Lending Fund                                                               | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10172.98     | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    126000 | PA      | $128115.68    | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312941NX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380979 | PA      | $397817.80    | 0.01%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Adventist Health System                                                             | Adventist Health System                                                                       | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     47000 | PA      | $49524.70     | 0.00%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                                   | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     71000 | PA      | $74784.10     | 0.00%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                                   | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15851.21     | 0.00%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                       | Entergy Corp.                                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     99000 | PA      | $103653.00    | 0.00%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                      | NNN REIT, Inc.                                                                                | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37648.19     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc.                                                                      | AEP Texas Inc.                                                                                | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    315000 | PA      | $333949.90    | 0.01%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31385JK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       326 | PA      | $341.50       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership L.P.                                                  | Brixmor Operating Partnership L.P.                                                            | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31814.29     | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cencosud S.A.                                                                       | Cencosud S.A.                                                                                 | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    800000 | PA      | $840462.40    | 0.02%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213UC73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       141 | PA      | $145.20       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                                      | Starz Capital Holdings 1, Inc.                                                                | CUSIP: 535939AA0<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    280000 | PA      | $260750.00    | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36210AUT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       162 | PA      | $162.69       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201MZ21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       698 | PA      | $723.51       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36209YRN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       241 | PA      | $246.03       | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128PWBJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8004 | PA      | $7980.60      | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | 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        |   7724225 | PA      | $7816419.80   | 0.15%             | 2054-07-30      | Fixed         | 6.03%                 | 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        |   7658062 | PA      | $7853706.09   | 0.15%             | 2054-07-30      | Fixed         | 6.27%                 | 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        |   7041862 | PA      | $7307956.18   | 0.14%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                                             | Regions Financial Corp.                                                                       | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125744.75    | 0.00%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                          | GATX Corp.                                                                                    | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12418.15     | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co.                                                            | Sierra Pacific Power Co.                                                                      | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3073.58      | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35225.81     | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  11150000 | PA      | $11552503.85  | 0.21%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                   | Brink's Co. (The)                                                                             | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515287.00    | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | 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        |   4394409 | PA      | $4407011.79   | 0.08%             | 2032-01-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bond                                                | Zambia Government International Bond                                                          | CUSIP: YX6305297<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    565648 | PA      | $551034.17    | 0.01%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership, L.P.                                                | Piedmont Operating Partnership, L.P.                                                          | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    154000 | PA      | $163752.37    | 0.00%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Trinidad & Tobago Government International Bond                                     | Trinidad & Tobago Government International Bond                                               | CUSIP: 896292AM1<br>LEI: HYBZ5SXKW67ICKUUWH81 | Long             | DBT              | NUSS              | TT        |   3455000 | PA      | $3521750.60   | 0.07%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                                     | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    152000 | PA      | $156223.48    | 0.00%             | 2029-06-24      | Fixed         | 5.20%                 | 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        |     85000 | PA      | $87933.20     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower L.P.                                                                 | EMRLD Borrower L.P., Incremental Term Loan B                                                  | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    391055 | PA      | $390114.47    | 0.01%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                           | Serbia International Bond                                                                     | CUSIP: YX5291290<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    600000 | PA      | $635096.91    | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance L.P.                                                   | Northriver Midstream Finance L.P.                                                             | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |     83000 | PA      | $85400.86     | 0.00%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                    | Mitsubishi Corp.                                                                              | CUSIP: 606769AJ6<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |   1016000 | PA      | $1050317.26   | 0.02%             | 2029-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CMA CGM S.A.                                                                        | CMA CGM S.A.                                                                                  | CUSIP: YX9647810<br>LEI: 969500BZJ49IICIBZZ08 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $306591.31    | 0.01%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    610000 | PA      | $646931.83    | 0.01%             | 2035-07-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    980000 | PA      | $1019476.16   | 0.02%             | 2030-07-10      | Variable      | 5.38%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31385JJ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1499 | PA      | $1554.97      | 0.00%             | 2030-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                         | Bank Gospodarstwa Krajowego                                                                   | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    445000 | PA      | $477601.36    | 0.01%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M7V29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    388170 | PA      | $400379.40    | 0.01%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock PLC                                                                | Smurfit Westrock PLC                                                                          | CUSIP: G8267P108<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |        65 | NS      | $3055.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Zegona Finance PLC                                                                  | Zegona Finance PLC                                                                            | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $624806.99    | 0.01%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                    | Bank of Montreal                                                                              | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    565000 | PA      | $601834.61    | 0.01%             | 2084-11-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: —       |
| Mitsubishi Corp.                                                                    | Mitsubishi Corp.                                                                              | CUSIP: 606769AK3<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    542000 | PA      | $563855.61    | 0.01%             | 2034-07-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195754.96    | 0.00%             | 2030-07-22      | Variable      | 5.00%                 | 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        |    190000 | PA      | $192893.06    | 0.00%             | 2028-07-21      | Variable      | 4.89%                 | 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        |    108000 | PA      | $112405.04    | 0.00%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164167.19    | 0.00%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24782.02     | 0.00%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a.r.l.                                                  | GreenSaif Pipelines Bidco S.a.r.l.                                                            | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   3366000 | PA      | $3531984.39   | 0.07%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a.r.l.                                                  | GreenSaif Pipelines Bidco S.a.r.l.                                                            | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   5540000 | PA      | $5823737.08   | 0.11%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    184000 | PA      | $194194.15    | 0.00%             | N/A             | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding, Inc.                                                             | BlackRock Funding, Inc.                                                                       | CUSIP: 09290DAJ0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52564.63     | 0.00%             | 2035-01-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30038.18     | 0.00%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118346.87    | 0.00%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Summit Midstream Holdings, LLC                                                      | Summit Midstream Holdings, LLC                                                                | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    259000 | PA      | $271249.41    | 0.01%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    108000 | PA      | $110711.66    | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | 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        |    133444 | PA      | $140007.54    | 0.00%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class A Pass Through Trust                                   | United Airlines 2024-1 Class A Pass Through Trust, Series 24-A                                | CUSIP: 90932WAB9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    137203 | PA      | $142404.83    | 0.00%             | 2037-02-15      | Fixed         | 5.88%                 | 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        |   5010000 | PA      | $5087933.56   | 0.09%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series DD                                                                     | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5413000 | PA      | $5710135.81   | 0.11%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4936.45      | 0.00%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1000 | PA      | $985.85       | 0.00%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                       | Empresa Nacional del Petroleo                                                                 | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |   2578000 | PA      | $2713564.13   | 0.05%             | 2034-07-30      | Fixed         | 5.95%                 | 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        |   6387950 | PA      | $6504195.04   | 0.12%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                      | DTE Energy Co.                                                                                | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76934.09     | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                           | Guatemala Government Bond                                                                     | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   2805000 | PA      | $2945558.55   | 0.05%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                          | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    466667 | PA      | $516562.10    | 0.01%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                        | Royal Caribbean Cruises Ltd.                                                                  | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    395000 | PA      | $409276.79    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-3, Class A1                       | CUSIP: 61776QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4095514 | PA      | $4153095.61   | 0.08%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                       | Netflix, Inc.                                                                                 | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7973.98      | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                                   | Nationstar Mortgage Holdings Inc.                                                             | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    518000 | PA      | $525770.00    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| BMO Mortgage Trust                                                                  | BMO Mortgage Trust, Series 2024-5C5, Class AS                                                 | CUSIP: 05593RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2642582.50   | 0.05%             | 2057-02-15      | Variable      | 6.36%                 | 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        |   3454439 | PA      | $3455879.18   | 0.06%             | 2032-01-18      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana, LLC                                                              | Entergy Louisiana, LLC                                                                        | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75523.34     | 0.00%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                           | PPL Capital Funding, Inc.                                                                     | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36178.25     | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                               | Targa Resources Corp.                                                                         | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4140.95      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                                     | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    108000 | PA      | $110466.35    | 0.00%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                                   | D.R. Horton, Inc.                                                                             | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93316.79     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    203000 | PA      | $206211.66    | 0.00%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     77000 | PA      | $72756.63     | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    111000 | PA      | $104668.96    | 0.00%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                   | Genuine Parts Co.                                                                             | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    289000 | PA      | $292855.51    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co.                                                                     | Idaho Power Co.                                                                               | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     59000 | PA      | $61746.81     | 0.00%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                                      | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    685000 | PA      | $687322.82    | 0.01%             | 2026-08-14      | Fixed         | 4.90%                 | 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        |    650000 | PA      | $662443.75    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76837.43     | 0.00%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     54000 | PA      | $56087.49     | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23903.97     | 0.00%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                         | DaVita Inc.                                                                                   | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3119.13      | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                               | Howmet Aerospace Inc.                                                                         | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88260.40     | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                                  | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    164000 | PA      | $168471.90    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                                  | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     89000 | PA      | $92488.07     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    176000 | PA      | $180528.46    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | 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        |    461000 | PA      | $475972.98    | 0.01%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30745.81     | 0.00%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6618.90      | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                         | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41005.40     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                           | O'Reilly Automotive, Inc.                                                                     | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    144000 | PA      | $146693.53    | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                           | UDR, Inc.                                                                                     | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48025.69     | 0.00%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co., Ltd.                                                   | Global Aircraft Leasing Co., Ltd.                                                             | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    379000 | PA      | $391128.76    | 0.01%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                          | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     43000 | PA      | $45892.06     | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group, L.P.                                                             | Kite Realty Group, L.P.                                                                       | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97349.69     | 0.00%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cousins Properties L.P.                                                             | Cousins Properties L.P.                                                                       | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    104000 | PA      | $108993.42    | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group, Inc.                                                     | Affiliated Managers Group, Inc.                                                               | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    221000 | PA      | $226515.07    | 0.00%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                                                   | Western Midstream Operating, L.P.                                                             | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     88000 | PA      | $89558.40     | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                                                              | Invitation Homes Trust, Series 2024-SFR1, Class A                                             | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3476283 | PA      | $3452505.20   | 0.06%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Americanas S.A., Wrts. 2027-03-16                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |      3652 | NS      | $2136.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                                      | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81742.93     | 0.00%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                                      | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149147.12    | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                                      | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97227.76     | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                           | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1964.02      | 0.00%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                             | Pricoa Global Funding I                                                                       | CUSIP: 74153WCV9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    552000 | PA      | $562266.48    | 0.01%             | 2031-08-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                    | Kroger Co. (The)                                                                              | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    134000 | PA      | $136294.22    | 0.00%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                    | Kroger Co. (The)                                                                              | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     58000 | PA      | $56113.45     | 0.00%             | 2064-09-15      | Fixed         | 5.65%                 | 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        |   1300284 | PA      | $1312281.33   | 0.02%             | 2055-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2024-8, Class A1                                             | CUSIP: 03465QAA2<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-MBS          | CORP              | US        |   5978759 | PA      | $6017625.76   | 0.11%             | 2069-05-27      | Variable      | 5.34%                 | 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        |    133000 | PA      | $136874.76    | 0.00%             | 2031-10-01      | Fixed         | 5.10%                 | 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        |     64000 | PA      | $63058.11     | 0.00%             | 2054-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc.                                               | 1011778 BC ULC / New Red Finance Inc.                                                         | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1146000 | PA      | $1167686.90   | 0.02%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                        | Cadence Design Systems, Inc.                                                                  | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6054.09      | 0.00%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                                 | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    179000 | PA      | $181222.96    | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                             | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    371000 | PA      | $373269.04    | 0.01%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                       | Veralto Corp.                                                                                 | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97679.56     | 0.00%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                       | Veralto Corp.                                                                                 | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     86000 | PA      | $88833.71     | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    722000 | PA      | $751877.80    | 0.01%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                            | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91866.16     | 0.00%             | 2035-03-15      | Fixed         | 4.85%                 | 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        |    132000 | PA      | $130895.75    | 0.00%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                                | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    121000 | PA      | $122378.24    | 0.00%             | 2029-09-15      | Fixed         | 4.25%                 | 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        |   7391438 | PA      | $7385667.00   | 0.14%             | 2054-07-30      | Fixed         | 5.25%                 | 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        |   7569188 | PA      | $7577948.83   | 0.14%             | 2054-07-30      | Fixed         | 5.57%                 | 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        |     82000 | PA      | $82127.63     | 0.00%             | 2035-01-15      | Fixed         | 4.95%                 | 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        |   7998750 | PA      | $8026545.66   | 0.15%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| PHINIA Inc.                                                                         | PHINIA Inc.                                                                                   | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16625.20     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Provident Funding Associates L.P./ PFG Finance Corp.                                | Provident Funding Associates L.P./ PFG Finance Corp.                                          | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    376000 | PA      | $390924.57    | 0.01%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver S.A. Institucion de Banca Multiple                  | FIEMEX Energia - Banco Actinver S.A. Institucion de Banca Multiple                            | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   2330664 | PA      | $2433609.30   | 0.05%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                  | Macquarie Airfinance Holdings Ltd.                                                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     19000 | PA      | $19424.74     | 0.00%             | 2030-03-17      | 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        |   3831447 | PA      | $3849374.77   | 0.07%             | 2069-09-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants LLC                                                      | Raising Cane's Restaurants LLC, Term Loan B                                                   | CUSIP: 75101XAP2<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |  15461362 | PA      | $15471025.48  | 0.29%             | 2031-09-10      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                          | PG&E Corp.                                                                                    | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   9998000 | PA      | $10349609.66  | 0.19%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    327000 | PA      | $330912.35    | 0.01%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    256000 | PA      | $257936.40    | 0.00%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                      | Hewlett Packard Enterprise Co.                                                                | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    162000 | PA      | $160599.24    | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                      | Hewlett Packard Enterprise Co.                                                                | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     96000 | PA      | $88411.28     | 0.00%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP, LLC                                                                | Kimco Realty OP, LLC                                                                          | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47553.72     | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                   | GGAM Finance Ltd.                                                                             | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    739000 | PA      | $752538.48    | 0.01%             | 2030-03-15      | Fixed         | 5.88%                 | 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        |   4612039 | PA      | $4613989.69   | 0.09%             | 2033-04-18      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                                | Laboratory Corp. of America Holdings                                                          | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    356000 | PA      | $359022.76    | 0.01%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                                        | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    239000 | PA      | $237253.24    | 0.00%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                                        | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18130.58     | 0.00%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                     | Universal Health Services, Inc.                                                               | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187182.69    | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                     | Universal Health Services, Inc.                                                               | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    223000 | PA      | $221791.41    | 0.00%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31298BHK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2250 | PA      | $2315.14      | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                               | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    745000 | PA      | $764879.58    | 0.01%             | N/A             | Variable      | 6.30%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31283HLD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        34 | PA      | $35.35        | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aethon United BR L.P./ Aethon United Finance Corp.                                  | Aethon United BR L.P./ Aethon United Finance Corp.                                            | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |    189000 | PA      | $198915.32    | 0.00%             | 2029-10-01      | Fixed         | 7.50%                 | 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        |     74000 | PA      | $73517.18     | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, L.P.                                                          | Simon Property Group, L.P.                                                                    | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    316000 | PA      | $318304.97    | 0.01%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                              | PACCAR Financial Corp.                                                                        | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    256000 | PA      | $257976.61    | 0.00%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Cerdia Finanz GmbH                                                                  | Cerdia Finanz GmbH                                                                            | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $205000.00    | 0.00%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31283HTS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1605 | PA      | $1668.34      | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2024-NQM14, Class A1                                                        | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |   4661268 | PA      | $4669284.74   | 0.09%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    215000 | PA      | $202161.21    | 0.00%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     84000 | PA      | $68147.31     | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     67000 | PA      | $53029.48     | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                 | Post Holdings, Inc.                                                                           | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53146.60     | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2024-INV2, Class A1                                | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |   4696420 | PA      | $4713951.25   | 0.09%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                                  | Union Electric Co.                                                                            | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10324.53     | 0.00%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                          | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20905.00     | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc.                                                           | Ferguson Enterprises Inc.                                                                     | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92488.08     | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | Bank5, Series 2024-5YR10, Class A                                                             | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3175000 | PA      | $3293215.09   | 0.06%             | 2057-10-15      | Fixed         | 5.64%                 | 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        |    168000 | PA      | $170889.97    | 0.00%             | 2029-10-20      | Fixed         | 5.02%                 | 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        |    162000 | PA      | $165245.67    | 0.00%             | 2031-10-20      | Fixed         | 5.31%                 | 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        |     41000 | PA      | $41825.60     | 0.00%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                              | Hilcorp Energy I, L.P.                                                                        | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    263000 | PA      | $260653.25    | 0.00%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                               | McCormick & Co., Inc.                                                                         | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133023.45    | 0.00%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings, LLC                                                    | Eastern Energy Gas Holdings, LLC                                                              | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11862.56     | 0.00%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a.r.l.                                               | Chile Electricity Lux MPC II S.a.r.l.                                                         | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    283476 | PA      | $293224.93    | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | 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        |   4070000 | PA      | $4116656.04   | 0.08%             | 2028-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                              | Norinchukin Bank (The)                                                                        | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    706000 | PA      | $726762.03    | 0.01%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    964000 | PA      | $987113.99    | 0.02%             | 2030-10-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                               | Cleveland-Cliffs Inc.                                                                         | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    329000 | PA      | $339134.85    | 0.01%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO Ltd.                                                                 | Shackleton CLO Ltd., Series 2015-7RA, Class ARR                                               | CUSIP: 81883AAS8<br>LEI: 549300NCJRO2LKFZ8G86 | Long             | ABS-CBDO         | CORP              | KY        |    547851 | PA      | $548007.94    | 0.01%             | 2031-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Navoiy Kon-Metallurgiya Kombinati Aksiyadorlik Jamiyati                             | Navoiy Kon-Metallurgiya Kombinati Aksiyadorlik Jamiyati                                       | CUSIP: 63890CAB0<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |    600000 | PA      | $647184.34    | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | 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        |   7548116 | PA      | $7601368.45   | 0.14%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                       | Magnera Corp.                                                                                 | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    182000 | PA      | $178329.39    | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    329000 | PA      | $335139.71    | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                      | Ecopetrol S.A.                                                                                | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    430000 | PA      | $439127.44    | 0.01%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198207.55    | 0.00%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    287000 | PA      | $291733.07    | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                                | Jane Street Group / JSG Finance Inc.                                                          | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   3467000 | PA      | $3490353.71   | 0.06%             | 2032-11-01      | Fixed         | 6.12%                 | 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        |   5985000 | PA      | $5991691.23   | 0.11%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Telecommunications Co. Telekom Srbija Akcionarsko drustvo, Belgrade                 | Telecommunications Co. Telekom Srbija Akcionarsko drustvo, Belgrade                           | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |    275000 | PA      | $281529.52    | 0.01%             | 2029-10-28      | Fixed         | 7.00%                 | 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        |   7025000 | PA      | $7291407.67   | 0.14%             | 2046-11-13      | Variable      | 5.59%                 | 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        |   4590000 | PA      | $4796809.79   | 0.09%             | 2046-11-13      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                  | Ryder System, Inc.                                                                            | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    161000 | PA      | $165494.48    | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                                | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    122000 | PA      | $125234.70    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                                | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9886.86      | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The), Conv. Pfd.                                                                  | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     37000 | NS      | $2698410.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.                                                   | Pinnacle Financial Partners, Inc.                                                             | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    121000 | PA      | $126915.45    | 0.00%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                  | Newell Brands Inc.                                                                            | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    174000 | PA      | $174673.73    | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC                                                      | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77777.14     | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    247000 | PA      | $249549.65    | 0.00%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    349000 | PA      | $356887.54    | 0.01%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                             | TTX Co.                                                                                       | CUSIP: 87305QCS8<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    473000 | PA      | $491246.15    | 0.01%             | 2034-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    295000 | PA      | $302253.57    | 0.01%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    228000 | PA      | $234553.93    | 0.00%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Horizon Mutual Holdings, Inc.                                                       | Horizon Mutual Holdings, Inc.                                                                 | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62749.94     | 0.00%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                               | OneMain Finance Corp.                                                                         | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    515000 | PA      | $526394.89    | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| 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        |   5651117 | PA      | $5658011.61   | 0.11%             | 2032-05-29      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                               | Westpac Banking Corp.                                                                         | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     18000 | PA      | $18847.83     | 0.00%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    951000 | PA      | $986035.26    | 0.02%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                 | Huntington Ingalls Industries, Inc.                                                           | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     88000 | PA      | $91342.63     | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                 | Huntington Ingalls Industries, Inc.                                                           | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    112000 | PA      | $119852.41    | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | 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        |   5420673 | PA      | $5512993.71   | 0.10%             | 2054-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp., N.A.                                                                | Zions Bancorp., N.A.                                                                          | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    555000 | PA      | $591290.94    | 0.01%             | 2035-11-19      | Variable      | 6.82%                 | 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        |   3994000 | PA      | $3998684.96   | 0.07%             | 2034-07-18      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201S6V6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13070 | PA      | $13416.08     | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                                                | Select Medical Corp., Term Loan B                                                             | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    155390 | PA      | $155245.11    | 0.00%             | 2031-11-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    199000 | PA      | $201253.62    | 0.00%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    212000 | PA      | $219839.34    | 0.00%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59306.90     | 0.00%             | 2045-11-29      | Variable      | 5.53%                 | 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        |     62000 | PA      | $62576.21     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                  | Iron Mountain Inc.                                                                            | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34764.08     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  12984000 | PA      | $13664478.46  | 0.25%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    394000 | PA      | $399351.64    | 0.01%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     59000 | PA      | $60482.47     | 0.00%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    408000 | PA      | $424626.00    | 0.01%             | 2054-12-10      | Variable      | 6.75%                 | 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        |   2409765 | PA      | $2452979.81   | 0.05%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2024-NQM18, Class A1                                                        | CUSIP: 673913AA7<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |   2795027 | PA      | $2819307.42   | 0.05%             | 2064-10-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co., L.P.                                                   | Atlas Warehouse Lending Co., L.P.                                                             | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $262080.33    | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Amazon Conservation DAC                                                             | Amazon Conservation DAC                                                                       | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | CORP              | IE        |  10080000 | PA      | $10532894.40  | 0.20%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                                     | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60462.59     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                                     | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70563.47     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                                     | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74036.20     | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cousins Properties L.P.                                                             | Cousins Properties L.P.                                                                       | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     97000 | PA      | $100175.75    | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross Mortgage Trust, Series 2024-H8, Class A1                                                | CUSIP: 22757GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5582308 | PA      | $5636303.92   | 0.10%             | 2069-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM5, Class A1                    | CUSIP: 61777QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6546271 | PA      | $6625520.77   | 0.12%             | 2069-10-25      | Variable      | 5.65%                 | 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        |  13427000 | PA      | $13446925.67  | 0.25%             | 2034-04-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                              | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42010.38     | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                              | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     62000 | PA      | $66082.94     | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                              | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    187000 | PA      | $209725.73    | 0.00%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                                      | Clover CLO LLC, Series 2021-3A, Class AR                                                      | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10177000 | PA      | $10186647.80  | 0.19%             | 2035-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                               | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30408.61     | 0.00%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                               | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    124000 | PA      | $129698.79    | 0.00%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                               | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    123000 | PA      | $127570.23    | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                  | Ares Capital Corp.                                                                            | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18924.26     | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                          | Duke Energy Carolinas, LLC                                                                    | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85916.01     | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                          | Duke Energy Carolinas, LLC                                                                    | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    280000 | PA      | $292366.09    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    279000 | PA      | $294795.62    | 0.01%             | 2036-01-16      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                        | National Australia Bank Ltd.                                                                  | CUSIP: 632525CF6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    362000 | PA      | $386469.02    | 0.01%             | 2036-01-14      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54413.03     | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                               | Electricite de France                                                                         | CUSIP: 28504DAG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |  12881000 | PA      | $13604195.24  | 0.25%             | 2055-01-13      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    809000 | PA      | $823254.91    | 0.02%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    689000 | PA      | $717089.74    | 0.01%             | 2030-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| NCL Corp. Ltd.                                                                      | NCL Corp. Ltd.                                                                                | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     65000 | PA      | $66983.80     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                                           | BPCE S.A.                                                                                     | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    330000 | PA      | $355582.04    | 0.01%             | 2036-01-14      | Variable      | 6.29%                 | 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        |    445000 | PA      | $467632.28    | 0.01%             | 2035-01-13      | Fixed         | 5.62%                 | 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        |    762000 | PA      | $797158.68    | 0.01%             | N/A             | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                                           | BPCE S.A.                                                                                     | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    207000 | PA      | $223332.34    | 0.00%             | 2046-01-14      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Caturus Energy, LLC                                                                 | Caturus Energy, LLC                                                                           | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    389000 | PA      | $406725.56    | 0.01%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Clarios Global L.P./ Clarios US Finance Co.                                         | Clarios Global L.P./ Clarios US Finance Co.                                                   | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    494000 | PA      | $517692.24    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES, Inc.                                                      | HYUNDAI CAPITAL SERVICES, Inc.                                                                | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   4005000 | PA      | $4094813.57   | 0.08%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citadel L.P.                                                                        | Citadel L.P.                                                                                  | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     99000 | PA      | $104819.98    | 0.00%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citadel L.P.                                                                        | Citadel L.P.                                                                                  | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     67000 | PA      | $70069.71     | 0.00%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Panther BF Aggregator 2 L.P. (Power Solutions, Clarios POWSOL)                      | Panther BF Aggregator 2 L.P. (Power Solutions, Clarios POWSOL), Term Loan B                   | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1433408 | PA      | $1431916.76   | 0.03%             | 2032-01-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance PLC                                                            | Azule Energy Finance PLC                                                                      | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $335029.16    | 0.01%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A.S.                                                   | Turkcell Iletisim Hizmetleri A.S.                                                             | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    670000 | PA      | $716965.12    | 0.01%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                                     | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    783000 | PA      | $798246.71    | 0.01%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50478.21     | 0.00%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27357.67     | 0.00%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| El Puerto de Liverpool, S.A.B. de C.V.                                              | El Puerto de Liverpool, S.A.B. de C.V.                                                        | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    455000 | PA      | $488533.50    | 0.01%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    112000 | PA      | $114075.09    | 0.00%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    271000 | PA      | $281262.75    | 0.01%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GMP1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    271000 | PA      | $272592.23    | 0.01%             | 2031-01-24      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                      | PMT Loan Trust, Series 2025-INV1, Class A7                                                    | CUSIP: 693967AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3896802 | PA      | $3988381.42   | 0.07%             | 2060-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    126000 | PA      | $130803.54    | 0.00%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57747.85     | 0.00%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    301000 | PA      | $302268.56    | 0.01%             | 2029-01-24      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56734.50     | 0.00%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     78000 | PA      | $81610.44     | 0.00%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                                 | Bank of New Zealand                                                                           | CUSIP: 064064AB4<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    805000 | PA      | $839841.81    | 0.02%             | 2035-01-28      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    264000 | PA      | $273615.20    | 0.01%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                               | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    303000 | PA      | $310095.62    | 0.01%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                              | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    509000 | PA      | $527345.88    | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORLEN S.A.                                                                          | ORLEN S.A.                                                                                    | CUSIP: YS8280515<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    800000 | PA      | $852384.60    | 0.02%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM1, Class A1                    | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5531879 | PA      | $5611513.31   | 0.10%             | 2069-11-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                    | American National Global Funding                                                              | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    158000 | PA      | $162073.40    | 0.00%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados B.V.                                                                  | Arcos Dorados B.V.                                                                            | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |   3510000 | PA      | $3739483.80   | 0.07%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                                                       | FirstEnergy Transmission, LLC                                                                 | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137059.74    | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                                                       | FirstEnergy Transmission, LLC                                                                 | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78218.52     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | 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        |  12106000 | PA      | $12110866.61  | 0.22%             | 2035-01-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                                 | Egypt Government International Bond                                                           | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    385000 | PA      | $418496.55    | 0.01%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34404.55     | 0.00%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co., Series OO                                                               | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    381000 | PA      | $399321.78    | 0.01%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| Stryker Corp.                                                                       | Stryker Corp.                                                                                 | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    273000 | PA      | $281676.88    | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                                 | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    457000 | PA      | $474668.49    | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52888.32     | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    103000 | PA      | $89569.03     | 0.00%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     87000 | PA      | $88634.73     | 0.00%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    875000 | PA      | $907321.60    | 0.02%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    454000 | PA      | $472329.80    | 0.01%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Oaktree CLO Ltd.                                                                    | Oaktree CLO Ltd., Series 2021-2A, Class AR                                                    | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7066000 | PA      | $7067886.62   | 0.13%             | 2035-01-15      | Floating      | 4.64%                 | 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        |   7063000 | PA      | $7065323.73   | 0.13%             | 2034-04-22      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc.                           | Directv Financing LLC / Directv Financing Co-Obligor Inc.                                     | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $135105.63    | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                  | Altria Group, Inc.                                                                            | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95726.41     | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                          | GATX Corp.                                                                                    | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14553.46     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1828373.63   | 0.03%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    522000 | PA      | $557916.20    | 0.01%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    549000 | PA      | $588611.78    | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    308000 | PA      | $333549.48    | 0.01%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $2030798.36   | 0.04%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                                 | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    279000 | PA      | $287105.83    | 0.01%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                                 | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    247000 | PA      | $255890.95    | 0.00%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                 | Citadel Finance LLC                                                                           | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1501655.42   | 0.03%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP, LLC                                                                  | Healthpeak OP, LLC                                                                            | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     97000 | PA      | $100107.30    | 0.00%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                         | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    824000 | PA      | $837236.97    | 0.02%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                         | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1425710.50   | 0.03%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                         | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    575000 | PA      | $593780.32    | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                         | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    379000 | PA      | $373626.34    | 0.01%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    519000 | PA      | $531968.77    | 0.01%             | N/A             | Variable      | 7.12%                 | 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        |   9129000 | PA      | $9127630.65   | 0.17%             | 2034-05-18      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital DAC                                                               | TrueNoord Capital DAC                                                                         | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    381000 | PA      | $402730.34    | 0.01%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| C&W Senior Finance Ltd.                                                             | C&W Senior Finance Ltd.                                                                       | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $207195.75    | 0.00%             | 2033-01-15      | Fixed         | 9.00%                 | 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        |   6388000 | PA      | $6391449.52   | 0.12%             | 2034-04-18      | Floating      | 4.61%                 | 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        |   7646856 | PA      | $7651221.85   | 0.14%             | 2032-07-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                                             | Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2                                           | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   2162470 | PA      | $2163378.61   | 0.04%             | 2034-01-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                                                        | Hexcel Corp.                                                                                  | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |     53000 | PA      | $56536.74     | 0.00%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Port Of Spain Waterfront Development                                                | Port Of Spain Waterfront Development                                                          | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    186667 | PA      | $190166.67    | 0.00%             | 2040-02-19      | Fixed         | 7.88%                 | 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        |   9863000 | PA      | $9867369.31   | 0.18%             | 2035-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                         | Bell Canada                                                                                   | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   4255000 | PA      | $4445083.62   | 0.08%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| Bell Canada                                                                         | Bell Canada                                                                                   | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   2281000 | PA      | $2415439.86   | 0.04%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                         | Sysco Corp.                                                                                   | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207676.42    | 0.00%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                             | X Corp., Term Loan B                                                                          | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  22172000 | PA      | $23297229.00  | 0.43%             | 2029-10-27      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Tricon Residential Trust                                                            | Tricon Residential Trust, Series 2025-SFR1, Class A                                           | CUSIP: 895974AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5662026 | PA      | $5667065.04   | 0.11%             | 2042-03-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    259000 | PA      | $274264.64    | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Exelon Corp.                                                                        | Exelon Corp.                                                                                  | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    596000 | PA      | $621223.41    | 0.01%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                                  | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107455.02    | 0.00%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                           | Florida Power & Light Co.                                                                     | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14397.11     | 0.00%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    158000 | PA      | $161327.61    | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32892.94     | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                               | Dominican Republic International Bond                                                         | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    635000 | PA      | $681672.50    | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                                | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    665000 | PA      | $688233.77    | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                 | Expedia Group, Inc.                                                                           | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    273000 | PA      | $275971.12    | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | 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        |   4303391 | PA      | $4390134.68   | 0.08%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                                  | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    666000 | PA      | $691450.41    | 0.01%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2025-VLT6, Class B                                                           | CUSIP: 12433KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5740000 | PA      | $5732305.53   | 0.11%             | 2042-03-15      | Floating      | 5.55%                 | 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        |   9085000 | PA      | $9074813.90   | 0.17%             | 2042-03-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                           | Raizen Fuels Finance S.A.                                                                     | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    270000 | PA      | $121331.25    | 0.00%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M6XU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48524 | PA      | $50781.19     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391ANA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2496 | PA      | $2589.09      | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31401BNK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142105 | PA      | $144779.00    | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                                                 | U.S. Treasury Bills                                                                           | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34154000 | PA      | $33905714.78  | 0.63%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36202SBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5398 | PA      | $5608.76      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201KBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3395 | PA      | $3468.21      | 0.00%             | 2033-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC                                                      | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    304000 | PA      | $313695.74    | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Entergy Texas, Inc.                                                                 | Entergy Texas, Inc.                                                                           | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    221000 | PA      | $229482.68    | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    494000 | PA      | $504710.48    | 0.01%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    585000 | PA      | $594928.30    | 0.01%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Akbank Turk A.S.                                                                    | Akbank Turk A.S.                                                                              | CUSIP: 00971YAM2<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $205704.68    | 0.00%             | 2035-09-04      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    435000 | PA      | $442881.73    | 0.01%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86468.63     | 0.00%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: —       |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57580.24     | 0.00%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41267.07     | 0.00%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                              | 200 Park Funding Trust                                                                        | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $164526.27    | 0.00%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    756000 | PA      | $780201.20    | 0.01%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bond                                     | Republic of Kenya Government International Bond                                               | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $211380.05    | 0.00%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    386000 | PA      | $395039.03    | 0.01%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    391000 | PA      | $400958.37    | 0.01%             | 2035-03-03      | Fixed         | 4.95%                 | 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        |    105000 | PA      | $102443.56    | 0.00%             | 2055-02-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                      | Synopsys, Inc.                                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3000.38      | 0.00%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                               | Walker & Dunlop, Inc.                                                                         | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $255258.22    | 0.00%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| New Gold Inc.                                                                       | New Gold Inc.                                                                                 | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $554552.44    | 0.01%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                               | OneMain Finance Corp.                                                                         | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90811.17     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    407000 | PA      | $421702.85    | 0.01%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    309000 | PA      | $317711.20    | 0.01%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    514000 | PA      | $532414.16    | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54270.66     | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53782.87     | 0.00%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33828.30     | 0.00%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    726000 | PA      | $736822.17    | 0.01%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Neuberger Berman Loan Advisers CLO 38 Ltd.                                          | Neuberger Berman Loan Advisers CLO 38 Ltd., Series 2020-38A, Class AR2                        | CUSIP: 64133RAU0<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | KY        |   8340000 | PA      | $8345087.40   | 0.15%             | 2036-10-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                          | Prudential Financial, Inc.                                                                    | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    583000 | PA      | $597604.23    | 0.01%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    309000 | PA      | $311483.62    | 0.01%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    107000 | PA      | $108549.48    | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    764000 | PA      | $789386.79    | 0.01%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    338000 | PA      | $351407.57    | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      7000 | PA      | $7270.28      | 0.00%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     21000 | PA      | $21939.53     | 0.00%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                       | MetLife, Inc., Series G                                                                       | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    302000 | PA      | $313813.94    | 0.01%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| AES Corp. (The)                                                                     | AES Corp. (The)                                                                               | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1144286.16   | 0.02%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                        | Canadian Pacific Railway Co.                                                                  | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    224000 | PA      | $235017.85    | 0.00%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| WEST Trust                                                                          | WEST Trust, Series 2025-ROSE, Class A                                                         | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5762000 | PA      | $5907832.19   | 0.11%             | 2035-04-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                               | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     71000 | PA      | $73004.98     | 0.00%             | 2055-04-01      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                          | CNH Industrial Capital LLC                                                                    | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    208000 | PA      | $210859.32    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                    | Xcel Energy Inc.                                                                              | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    128000 | PA      | $130067.41    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    916000 | PA      | $940965.73    | 0.02%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                                        | Navient Refinance Loan Trust, Series 2025-A, Class A                                          | CUSIP: 63943FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5404029 | PA      | $5517812.86   | 0.10%             | 2055-02-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                   | Alabama Power Co.                                                                             | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    132000 | PA      | $136869.24    | 0.00%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                                 | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73679.22     | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Element Fleet Management Corp.                                                      | Element Fleet Management Corp.                                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $666834.88    | 0.01%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                                                         | Sunoco L.P.                                                                                   | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283378.15    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EZCORP, Inc.                                                                        | EZCORP, Inc.                                                                                  | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    502000 | PA      | $538865.88    | 0.01%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    355000 | PA      | $361770.17    | 0.01%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85917.89     | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                                   | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    649000 | PA      | $668476.31    | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    453000 | PA      | $468889.83    | 0.01%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                                                   | 1261229 B.C. Ltd.                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    185000 | PA      | $191476.42    | 0.00%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                           | Ivory Coast Government International Bond                                                     | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    455000 | PA      | $493318.23    | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | 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        |    515000 | PA      | $528013.21    | 0.01%             | 2032-05-15      | Fixed         | 5.60%                 | 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        |   1066000 | PA      | $1105837.49   | 0.02%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution, Ltd.                                                            | LG Energy Solution, Ltd.                                                                      | CUSIP: 50205MAJ8<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    410000 | PA      | $432035.39    | 0.01%             | 2035-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     19000 | PA      | $20084.93     | 0.00%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings, LLC                                                       | Fortitude Group Holdings, LLC                                                                 | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    186000 | PA      | $193295.95    | 0.00%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                  | Dell International LLC / EMC Corp.                                                            | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    924000 | PA      | $961341.34    | 0.02%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Union Electric Co.                                                                  | Union Electric Co.                                                                            | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    303000 | PA      | $314315.32    | 0.01%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                           | Forvia SE                                                                                     | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    196000 | PA      | $208973.63    | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                               | Clydesdale Acquisition Holdings, Inc.                                                         | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    139000 | PA      | $140158.65    | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: YQ7562081<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    300000 | PA      | $385203.12    | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2019-4A, Class A1RR                                      | CUSIP: 05684AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1170000 | PA      | $1170817.83   | 0.02%             | 2035-04-23      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                      | Opal Bidco SAS                                                                                | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $267968.22    | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    435000 | PA      | $444050.61    | 0.01%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                           | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108077.26    | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | 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        |  11433000 | PA      | $11680302.65  | 0.22%             | 2055-04-26      | Fixed         | 6.15%                 | 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        |   8934000 | PA      | $9140420.96   | 0.17%             | 2055-04-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                         | Keysight Technologies, Inc.                                                                   | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    523000 | PA      | $548666.44    | 0.01%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     44000 | PA      | $46515.61     | 0.00%             | 2036-04-17      | Variable      | 5.66%                 | 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        |    310000 | PA      | $320557.21    | 0.01%             | 2031-01-15      | Fixed         | 5.00%                 | 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        |    995000 | PA      | $995727.03    | 0.02%             | 2027-04-20      | Variable      | 4.59%                 | 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        |   1389000 | PA      | $1390040.56   | 0.03%             | 2027-04-20      | Floating      | 4.39%                 | 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        |    927000 | PA      | $942957.17    | 0.02%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35966.47     | 0.00%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    720000 | PA      | $746827.40    | 0.01%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    283000 | PA      | $288186.13    | 0.01%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    831000 | PA      | $861003.57    | 0.02%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $1192781.56   | 0.02%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    774000 | PA      | $819097.48    | 0.02%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1186599.57   | 0.02%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    618000 | PA      | $622785.60    | 0.01%             | 2028-04-23      | Floating      | 4.97%                 | No            |                  2 | On Loan: —       |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DJ0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1332000 | PA      | $1362487.22   | 0.03%             | 2031-04-24      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1409000 | PA      | $1462093.40   | 0.03%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: —       |
| Venture Global Plaquemines LNG, LLC                                                 | Venture Global Plaquemines LNG, LLC                                                           | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    375000 | PA      | $425539.50    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3U5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    771000 | PA      | $784302.59    | 0.01%             | 2029-04-23      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     96000 | PA      | $101002.20    | 0.00%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                 | Venture Global Plaquemines LNG, LLC                                                           | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    584000 | PA      | $648128.46    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies, LLC                                                  | Molex Electronic Technologies, LLC                                                            | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    684000 | PA      | $693670.42    | 0.01%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies, LLC                                                  | Molex Electronic Technologies, LLC                                                            | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    549000 | PA      | $570364.22    | 0.01%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    535000 | PA      | $543915.95    | 0.01%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EE5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1656000 | PA      | $1676510.26   | 0.03%             | 2029-04-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1229768.68   | 0.02%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: —       |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     63000 | PA      | $66742.05     | 0.00%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                                    | Brookfield Asset Management Ltd.                                                              | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    568000 | PA      | $589854.27    | 0.01%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                           | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    508000 | PA      | $528789.43    | 0.01%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                           | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    117000 | PA      | $125827.73    | 0.00%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31169.88     | 0.00%             | 2028-04-24      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49455.31     | 0.00%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy L.P.                                                              | Excelerate Energy L.P.                                                                        | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    256000 | PA      | $271488.26    | 0.01%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                                | Jane Street Group / JSG Finance Inc.                                                          | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   7495000 | PA      | $7696984.03   | 0.14%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                                                      | Rentokil Terminix Funding, LLC                                                                | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1265668.38   | 0.02%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| OCP S.A.                                                                            | OCP S.A.                                                                                      | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   2768000 | PA      | $2895877.42   | 0.05%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                            | OCP S.A.                                                                                      | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    820000 | PA      | $885681.87    | 0.02%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                                                      | Rentokil Terminix Funding, LLC                                                                | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1362234.39   | 0.03%             | 2030-04-28      | 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        |     54000 | PA      | $54128.59     | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $1069547.53   | 0.02%             | N/A             | Variable      | 6.62%                 | No            |                  2 | On Loan: —       |
| Nippon Life Insurance Co.                                                           | Nippon Life Insurance Co.                                                                     | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    342000 | PA      | $367987.90    | 0.01%             | 2055-04-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2025-HB1, Class A1                                           | CUSIP: 034936AA2<br>LEI: 254900ZFKOWCY24MSQ94 | Long             | ABS-MBS          | CORP              | US        |   1362927 | PA      | $1373234.58   | 0.03%             | 2055-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                             | Micron Technology, Inc.                                                                       | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    382000 | PA      | $407286.31    | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                             | Micron Technology, Inc.                                                                       | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    411000 | PA      | $446623.14    | 0.01%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                              | General Dynamics Corp.                                                                        | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    146000 | PA      | $151061.45    | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc.                                                                 | POSCO Holdings Inc.                                                                           | CUSIP: 693483AJ8<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | KR        |   3591000 | PA      | $3728068.90   | 0.07%             | 2030-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                           | Northern States Power Co.                                                                     | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49834.21     | 0.00%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    107000 | PA      | $101568.73    | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    397000 | PA      | $399889.43    | 0.01%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    787000 | PA      | $797394.63    | 0.01%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304777.81    | 0.01%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                               | Keurig Dr Pepper Inc.                                                                         | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276711.25    | 0.01%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138464.70    | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo S.A. - COFIDE                                        | Corp. Financiera de Desarrollo S.A. - COFIDE                                                  | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    390000 | PA      | $404274.00    | 0.01%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc.                                                                     | Weir Group Inc.                                                                               | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    968000 | PA      | $1002491.08   | 0.02%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JSC Uzbekneftegaz                                                                   | JSC Uzbekneftegaz                                                                             | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    300000 | PA      | $328236.48    | 0.01%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                                   | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1861000 | PA      | $1881169.80   | 0.03%             | 2029-05-09      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                                   | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1715000 | PA      | $1763606.58   | 0.03%             | 2031-05-09      | Variable      | 5.08%                 | No            |                  2 | On Loan: —       |
| Tyco Electronics Group S.A.                                                         | Tyco Electronics Group S.A.                                                                   | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   2572000 | PA      | $2618205.62   | 0.05%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                                   | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1026000 | PA      | $1039126.04   | 0.02%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1384137.95   | 0.03%             | 2028-05-07      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967QB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1617234.98   | 0.03%             | 2031-05-07      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer, LLC                                                                    | Zayo Issuer, LLC, Series 2025-2A, Class A2                                                    | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8273000 | PA      | $8548020.99   | 0.16%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ERP Operating L.P.                                                                  | ERP Operating L.P.                                                                            | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    345000 | PA      | $356406.59    | 0.01%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                        | MassMutual Global Funding II                                                                  | CUSIP: 57629TBX4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1397054.98   | 0.03%             | 2030-05-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp.                                                                                 | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    321000 | PA      | $328914.90    | 0.01%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| American International Group, Inc.                                                  | American International Group, Inc.                                                            | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251530.04    | 0.00%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    245000 | PA      | $255359.89    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| DTE Electric Co.                                                                    | DTE Electric Co.                                                                              | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18715.62     | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    923000 | PA      | $952551.28    | 0.02%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Cummins Inc.                                                                        | Cummins Inc.                                                                                  | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1647994.14   | 0.03%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Cummins Inc.                                                                        | Cummins Inc.                                                                                  | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    594000 | PA      | $623217.43    | 0.01%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1305819.35   | 0.02%             | 2031-05-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    661000 | PA      | $670450.89    | 0.01%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 85325C2G6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1323000 | PA      | $1360913.37   | 0.03%             | 2031-05-13      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1325000 | PA      | $1373109.90   | 0.03%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                         | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    339000 | PA      | $349665.28    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2023000 | PA      | $2071742.97   | 0.04%             | 2031-05-13      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    417000 | PA      | $443434.75    | 0.01%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1407000 | PA      | $1457877.15   | 0.03%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                             | Commonwealth Edison Co.                                                                       | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40785.56     | 0.00%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                         | Pinnacle West Capital Corp.                                                                   | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    164000 | PA      | $167252.82    | 0.00%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                                | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2087000 | PA      | $2182380.07   | 0.04%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| AEP Transmission Co., LLC                                                           | AEP Transmission Co., LLC                                                                     | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     66000 | PA      | $69002.33     | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                                    | Caterpillar Inc.                                                                              | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    168000 | PA      | $176060.91    | 0.00%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                         | Pinnacle West Capital Corp.                                                                   | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    288000 | PA      | $298608.70    | 0.01%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana, LLC                                                            | Duke Energy Indiana, LLC                                                                      | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22741.91     | 0.00%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                                   | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    484000 | PA      | $500257.53    | 0.01%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                                   | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    193000 | PA      | $202909.27    | 0.00%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                                      | Baltimore Gas and Electric Co.                                                                | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    174000 | PA      | $182699.55    | 0.00%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Belrose Funding Trust II                                                            | Belrose Funding Trust II                                                                      | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    352000 | PA      | $359105.18    | 0.01%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Magna International Inc.                                                            | Magna International Inc.                                                                      | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $75121.51     | 0.00%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                               | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3811000 | PA      | $3892776.44   | 0.07%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                                      | BSTN Commercial Mortgage Trust, Series 2025-1C, Class A                                       | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2065000 | PA      | $2169742.79   | 0.04%             | 2044-06-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                    | Capital Power (US Holdings) Inc.                                                              | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    708000 | PA      | $722658.86    | 0.01%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                    | Capital Power (US Holdings) Inc.                                                              | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338000 | PA      | $357033.12    | 0.01%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: —       |
| Oglethorpe Power Corp. (An Electric Membership Corp.)                               | Oglethorpe Power Corp. (An Electric Membership Corp.)                                         | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38334.93     | 0.00%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EnPro Inc.                                                                          | EnPro Inc.                                                                                    | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |    270000 | PA      | $279327.96    | 0.01%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                                           | ALA Trust, Series 2025-OANA, Class B                                                          | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7781000 | PA      | $7832609.04   | 0.15%             | 2040-06-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                                 | Athene Holding Ltd.                                                                           | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    173000 | PA      | $169533.05    | 0.00%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| PSEG Power LLC                                                                      | PSEG Power LLC                                                                                | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30969.48     | 0.00%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                      | Var Energi ASA                                                                                | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1258000 | PA      | $1322100.58   | 0.02%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                               | Woodside Finance Ltd.                                                                         | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    152000 | PA      | $161126.80    | 0.00%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                      | Blackstone Private Credit Fund                                                                | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8001.65      | 0.00%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp.                                                                        | Wabtec Corp.                                                                                  | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    610000 | PA      | $642176.44    | 0.01%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp.                                                                        | Wabtec Corp.                                                                                  | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    652000 | PA      | $671809.00    | 0.01%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                | Credit Agricole S.A.                                                                          | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1412000 | PA      | $1460593.90   | 0.03%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                                     | Teva Pharmaceutical Finance Netherlands IV B.V.                                               | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |   5605000 | PA      | $5819751.15   | 0.11%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                         | DaVita Inc.                                                                                   | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140264.06    | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                                | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1366876.49   | 0.03%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                                | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1052616.09   | 0.02%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                          | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1355000 | PA      | $1373244.51   | 0.03%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                          | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1311000 | PA      | $1343830.80   | 0.02%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                          | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    913000 | PA      | $948657.31    | 0.02%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                          | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    329000 | PA      | $345099.94    | 0.01%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                          | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $21217.92     | 0.00%             | 2065-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                                         | Snam S.p.A.                                                                                   | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   1282000 | PA      | $1320361.35   | 0.02%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                                         | Snam S.p.A.                                                                                   | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    509000 | PA      | $538799.63    | 0.01%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                    | Teva Pharmaceutical Finance Netherlands III B.V.                                              | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2790000 | PA      | $2962706.58   | 0.05%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Snam S.p.A.                                                                         | Snam S.p.A.                                                                                   | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    217000 | PA      | $233447.05    | 0.00%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                    | Lincoln Financial Global Funding                                                              | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    693000 | PA      | $697300.47    | 0.01%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                     | CoreWeave, Inc.                                                                               | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   4045000 | PA      | $3966081.24   | 0.07%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Smurfit Kappa Treasury Unlimited Co.                                                | Smurfit Kappa Treasury Unlimited Co.                                                          | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    512000 | PA      | $534162.89    | 0.01%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                          | Ares Strategic Income Fund                                                                    | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36300.39     | 0.00%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina S.A.                                                              | Telecom Argentina S.A.                                                                        | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |    800000 | PA      | $846166.93    | 0.02%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                                | Flutter Treasury DAC                                                                          | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1926000 | PA      | $1921722.49   | 0.04%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| GCAT Trust                                                                          | GCAT Trust, Series 2025-NQM2, Class A1                                                        | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3941707 | PA      | $3990520.86   | 0.07%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                          | Ares Strategic Income Fund                                                                    | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29145.07     | 0.00%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Co.                                                | Smurfit Kappa Treasury Unlimited Co.                                                          | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    728000 | PA      | $754739.89    | 0.01%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                  | Ares Capital Corp.                                                                            | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     88000 | PA      | $87173.08     | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                               | Saudi Arabian Oil Co.                                                                         | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   6469000 | PA      | $6604573.87   | 0.12%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                               | Saudi Arabian Oil Co.                                                                         | CUSIP: 80414L3B9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   6573000 | PA      | $6828460.04   | 0.13%             | 2035-06-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Georgia-Pacific LLC                                                                 | Georgia-Pacific LLC                                                                           | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    322000 | PA      | $326004.40    | 0.01%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                 | Georgia-Pacific LLC                                                                           | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    416000 | PA      | $432389.36    | 0.01%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Florida Gas Transmission Co., LLC                                                   | Florida Gas Transmission Co., LLC                                                             | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    425000 | PA      | $448450.92    | 0.01%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc.                                                                                     | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    304000 | PA      | $309669.40    | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Cascades Inc./Cascades USA Inc.                                                     | Cascades Inc./Cascades USA Inc.                                                               | CUSIP: 14739LAD4<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | DBT              | CORP              | CA        |    191000 | PA      | $196100.66    | 0.00%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                               | OneMain Finance Corp.                                                                         | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168944.75    | 0.00%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| IP Mortgage Trust                                                                   | IP Mortgage Trust, Series 2025-IP, Class A                                                    | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10963000 | PA      | $11259974.51  | 0.21%             | 2042-06-10      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1991000 | PA      | $2074853.55   | 0.04%             | N/A             | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe, LLC                                                   | Burlington Northern Santa Fe, LLC                                                             | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152000 | PA      | $159024.91    | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                          | Ares Strategic Income Fund                                                                    | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43010.36     | 0.00%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc.                                                     | GE HealthCare Technologies Inc.                                                               | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    666000 | PA      | $682668.67    | 0.01%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Autodesk, Inc.                                                                      | Autodesk, Inc.                                                                                | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18451.56     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                      | JH North America Holdings Inc.                                                                | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    384000 | PA      | $394384.90    | 0.01%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                      | JH North America Holdings Inc.                                                                | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    670000 | PA      | $684644.19    | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Clarios Global L.P./ Clarios US Finance Co.                                         | Clarios Global L.P./ Clarios US Finance Co.                                                   | CUSIP: YN0904816<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $120776.93    | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1625249.37   | 0.03%             | 2028-06-09      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2025-R04, Class 1A1                          | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    947469 | PA      | $948912.65    | 0.02%             | 2045-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina S.A.U                                                        | Vista Energy Argentina S.A.U                                                                  | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |   1000000 | PA      | $1051250.00   | 0.02%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                                       | Rollins, Inc.                                                                                 | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154256.79    | 0.00%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                               | Delta Air Lines, Inc.                                                                         | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    756000 | PA      | $768741.72    | 0.01%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                               | Delta Air Lines, Inc.                                                                         | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    526000 | PA      | $542617.10    | 0.01%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Toll Brothers Finance Corp.                                                         | Toll Brothers Finance Corp.                                                                   | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    438000 | PA      | $463751.95    | 0.01%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Rocket Cos., Inc.                                                                   | Rocket Cos., Inc.                                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    673000 | PA      | $690847.29    | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                                  | CLI Funding IX LLC, Series 2025-1A, Class A                                                   | CUSIP: 12571WAG8<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |   3423379 | PA      | $3492974.69   | 0.06%             | 2050-06-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust, Series 2025-1A, Class A                                         | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1870249 | PA      | $1906959.85   | 0.04%             | 2042-05-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                    | Omega Healthcare Investors, Inc.                                                              | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    923000 | PA      | $946900.34    | 0.02%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                                  | Metronet Infrastructure Issuer LLC                                                            | CUSIP: 59170JAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7250000 | PA      | $7486891.58   | 0.14%             | 2055-07-20      | Fixed         | 6.01%                 | No            |                  3 | On Loan: No      |
| Global Partners L.P./ GLP Finance Corp.                                             | Global Partners L.P./ GLP Finance Corp.                                                       | CUSIP: 37954FAL8<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285057.30    | 0.01%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3132DUUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32794222 | PA      | $29747374.99  | 0.55%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                              | Citadel Securities Global Holdings LLC                                                        | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1058001.87   | 0.02%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                              | Citadel Securities Global Holdings LLC                                                        | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    519000 | PA      | $549413.73    | 0.01%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Invesco Core Fixed Income ETF                                                       | Invesco Core Fixed Income ETF                                                                 | CUSIP: 46127B601<br>LEI: 254900MLIL9B3UBH2053 | Long             | EC               | RF                | US        |    146500 | NS      | $3762911.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                        | Phillips Edison Grocery Center Operating Partnership I, L.P.                                  | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    862000 | PA      | $892630.08    | 0.02%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP, LLC                                                                | Kimco Realty OP, LLC                                                                          | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    637000 | PA      | $662453.96    | 0.01%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Atmos Energy Corp.                                                                  | Atmos Energy Corp.                                                                            | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    692000 | PA      | $722885.44    | 0.01%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Level 3 Financing, Inc.                                                             | Level 3 Financing, Inc.                                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    399000 | PA      | $413549.54    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                 | EOG Resources, Inc.                                                                           | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314171.06    | 0.01%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                 | EOG Resources, Inc.                                                                           | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    288000 | PA      | $299415.66    | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                 | EOG Resources, Inc.                                                                           | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     88000 | PA      | $92048.15     | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                   | Enterprise Products Operating LLC                                                             | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    792000 | PA      | $800673.94    | 0.01%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                   | Enterprise Products Operating LLC                                                             | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3938000 | PA      | $4027109.93   | 0.07%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                   | Enterprise Products Operating LLC                                                             | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    969000 | PA      | $999378.37    | 0.02%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    954000 | PA      | $965793.76    | 0.02%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bahamas Government International Bond                                               | Bahamas Government International Bond                                                         | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    465000 | PA      | $522557.70    | 0.01%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Netherlands BV and Bausch & Lomb Inc.                                 | Bausch + Lomb Netherlands BV and Bausch & Lomb Inc.                                           | CUSIP: YN3045658<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |    200000 | PA      | $240083.41    | 0.00%             | 2031-01-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd.                                                       | Phoenix Aviation Capital Ltd.                                                                 | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     75000 | PA      | $78637.35     | 0.00%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EFMT                                                                                | EFMT, Series 2025-NQM2, Class A1                                                              | CUSIP: 281917AC8<br>LEI: 254900BQMS9ITLPQGJ53 | Long             | ABS-MBS          | CORP              | US        |   8263462 | PA      | $8371078.77   | 0.16%             | 2070-06-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                                   | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $211460.20    | 0.00%             | N/A             | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Barbados Government International Bond                                              | Barbados Government International Bond                                                        | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |    863000 | PA      | $925783.25    | 0.02%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    232000 | PA      | $240143.20    | 0.00%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                                                 | Rate Mortgage Trust, Series 2025-J2, Class A5                                                 | CUSIP: 75409YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5274523 | PA      | $5326062.84   | 0.10%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Tidewater Inc.                                                                      | Tidewater Inc.                                                                                | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    377000 | PA      | $408116.45    | 0.01%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                                                      | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class B                                       | CUSIP: 91825CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2380000 | PA      | $2433600.69   | 0.05%             | 2044-07-13      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                                                      | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class C                                       | CUSIP: 91825CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7435000 | PA      | $7637734.61   | 0.14%             | 2044-07-13      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                                                      | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class D                                       | CUSIP: 91825CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9393000 | PA      | $9667671.98   | 0.18%             | 2044-07-13      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                        | American National Group Inc.                                                                  | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    618000 | PA      | $613574.12    | 0.01%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Imperial Brands Finance PLC                                                         | Imperial Brands Finance PLC                                                                   | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1213210.68   | 0.02%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                                                      | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class A                                       | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9585000 | PA      | $9803609.89   | 0.18%             | 2044-07-13      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                         | Imperial Brands Finance PLC                                                                   | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    253000 | PA      | $263213.67    | 0.00%             | 2055-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                               | Nomura Holdings, Inc.                                                                         | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1382000 | PA      | $1414334.94   | 0.03%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                               | Nomura Holdings, Inc.                                                                         | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    521000 | PA      | $543793.48    | 0.01%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: —       |
| TELUS Corp.                                                                         | TELUS Corp.                                                                                   | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   1127000 | PA      | $1164571.93   | 0.02%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: —       |
| CaixaBank, S.A.                                                                     | CaixaBank, S.A.                                                                               | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1139000 | PA      | $1162808.26   | 0.02%             | 2031-07-03      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                               | Honda Motor Co., Ltd.                                                                         | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1508000 | PA      | $1525715.70   | 0.03%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                               | Honda Motor Co., Ltd.                                                                         | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    265000 | PA      | $270200.79    | 0.01%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                               | Honda Motor Co., Ltd.                                                                         | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    689000 | PA      | $713642.92    | 0.01%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                     | Palmer Square Loan Funding Ltd., Series 2025-2A, Class A1                                     | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15934513 | PA      | $15948232.37  | 0.30%             | 2033-07-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                                     | Discovery Global Holdings, Inc.                                                               | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    152000 | PA      | $139840.00    | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| Discovery Global Holdings, Inc.                                                     | Discovery Global Holdings, Inc.                                                               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3292000 | PA      | $2320860.00   | 0.04%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd.                                                                 | Elmwood CLO 15 Ltd., Series 2022-2A, Class A1R                                                | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  16550000 | PA      | $16586790.65  | 0.31%             | 2035-04-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1956000 | PA      | $1995163.83   | 0.04%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    953000 | PA      | $988091.71    | 0.02%             | 2036-07-08      | Variable      | 5.32%                 | No            |                  2 | On Loan: —       |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YDN6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1752000 | PA      | $1780569.72   | 0.03%             | 2031-07-08      | Floating      | 4.94%                 | No            |                  2 | On Loan: —       |
| Takeda U.S. Financing, Inc.                                                         | Takeda U.S. Financing, Inc.                                                                   | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    853000 | PA      | $877708.89    | 0.02%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Takeda U.S. Financing, Inc.                                                         | Takeda U.S. Financing, Inc.                                                                   | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268511.48    | 0.00%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                            | SGUS LLC                                                                                      | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67020 | PA      | $1843.05      | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Discovery Global Holdings, Inc.                                                     | Discovery Global Holdings, Inc.                                                               | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    422000 | PA      | $417830.64    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MILE Trust                                                                          | MILE Trust, Series 2025-STNE, Class B                                                         | CUSIP: 59918AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3758525.25   | 0.07%             | 2042-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| MILE Trust                                                                          | MILE Trust, Series 2025-STNE, Class C                                                         | CUSIP: 59918AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3165000 | PA      | $3173347.69   | 0.06%             | 2042-07-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance S.A.                                                           | Raizen Fuels Finance S.A.                                                                     | CUSIP: YN7790887<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $189252.00    | 0.00%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                          | Niagara Mohawk Power Corp.                                                                    | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   1448000 | PA      | $1471044.17   | 0.03%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Niagara Mohawk Power Corp.                                                          | Niagara Mohawk Power Corp.                                                                    | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    332000 | PA      | $339230.82    | 0.01%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                 | Venture Global Plaquemines LNG, LLC                                                           | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    258000 | PA      | $274977.95    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                 | Venture Global Plaquemines LNG, LLC                                                           | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    349000 | PA      | $367479.20    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXIII Ltd.                                              | Benefit Street Partners CLO XXIII Ltd., Series 2021-23A, Class A1R                            | CUSIP: 08186VAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15795000 | PA      | $15813069.48  | 0.29%             | 2034-04-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                                                  | Hilton Domestic Operating Co. Inc.                                                            | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    331000 | PA      | $339010.20    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MILE Trust                                                                          | MILE Trust, Series 2025-STNE, Class A                                                         | CUSIP: 59918AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8975000 | PA      | $8999184.04   | 0.17%             | 2042-07-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                                 | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    471000 | PA      | $486960.91    | 0.01%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                           | Guatemala Government Bond                                                                     | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   2068000 | PA      | $2270291.76   | 0.04%             | 2055-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1552000 | PA      | $1612604.05   | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                  | Banque Federative du Credit Mutuel                                                            | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2618000 | PA      | $2650617.64   | 0.05%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                    | Gray Media, Inc.                                                                              | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77983.20     | 0.00%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Gulfstream Natural Gas System, L.L.C.                                               | Gulfstream Natural Gas System, L.L.C.                                                         | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    657000 | PA      | $684670.11    | 0.01%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    800000 | PA      | $853051.84    | 0.02%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                   | NTT Finance Corp.                                                                             | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1060000 | PA      | $1087688.12   | 0.02%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                   | NTT Finance Corp.                                                                             | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    334000 | PA      | $349086.87    | 0.01%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2025-VLT7, Class A                                                           | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5350000 | PA      | $5360423.94   | 0.10%             | 2044-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| EnfraGen Energia Sur SAU/ EnfraGen Chile SpA/ EnfraGen Spain SAU                    | EnfraGen Energia Sur SAU/ EnfraGen Chile SpA/ EnfraGen Spain SAU                              | CUSIP: 29281MAA8<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |    300000 | PA      | $313673.37    | 0.01%             | 2032-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                          | Aviation Capital Group LLC                                                                    | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2228000 | PA      | $2252068.24   | 0.04%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd. / Aircastle Ireland DAC                                              | Aircastle Ltd. / Aircastle Ireland DAC                                                        | CUSIP: 00929JAC0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    925000 | PA      | $946079.22    | 0.02%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                       | Univision Communications Inc.                                                                 | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116490.15    | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                               | AECOM                                                                                         | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    267000 | PA      | $272994.68    | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34332.40     | 0.00%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                                 | RCKT Mortgage Trust, Series 2025-CES7, Class A1A                                              | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |   3421137 | PA      | $3459597.07   | 0.06%             | 2055-07-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding                                                               | Jersey Mike's Funding, Series 2025-1A, Class A2                                               | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7064500 | PA      | $7337352.89   | 0.14%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                                                   | Morgan Stanley Private Bank, N.A.                                                             | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1504000 | PA      | $1531818.78   | 0.03%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                                                   | Morgan Stanley Private Bank, N.A.                                                             | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1649000 | PA      | $1660069.04   | 0.03%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    429000 | PA      | $444942.05    | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                                     | Comision Ejecutiva Hidroelectrica del Rio Lempa                                               | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    333000 | PA      | $352690.29    | 0.01%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco L.P.                                                              | Boots Group Finco L.P.                                                                        | CUSIP: YM3458762<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1262075.09   | 0.02%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                          | Travelers Cos., Inc. (The)                                                                    | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55574.37     | 0.00%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                                 | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    791000 | PA      | $820131.35    | 0.02%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                                      | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1194072.65   | 0.02%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                                 | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2241000 | PA      | $2265505.87   | 0.04%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Travelers Cos., Inc. (The)                                                          | Travelers Cos., Inc. (The)                                                                    | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    128000 | PA      | $131093.21    | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    125000 | PA      | $132190.74    | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135010.13    | 0.00%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Southern Natural Gas Co., L.L.C.                                                    | Southern Natural Gas Co., L.L.C.                                                              | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |    181000 | PA      | $188047.03    | 0.00%             | 2035-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                         | Truist Bank                                                                                   | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   3148000 | PA      | $3155094.02   | 0.06%             | 2028-07-24      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2657000 | PA      | $2682308.96   | 0.05%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1808000 | PA      | $1852568.50   | 0.03%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3954000 | PA      | $3962164.85   | 0.07%             | 2029-07-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                     | CoreWeave, Inc.                                                                               | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1421000 | PA      | $1372851.25   | 0.03%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2025-NQM3, Class A1                                        | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9103470 | PA      | $9196868.42   | 0.17%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    505000 | PA      | $510267.69    | 0.01%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    930000 | PA      | $947421.14    | 0.02%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                          | Amneal Pharmaceuticals LLC                                                                    | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    295000 | PA      | $310510.81    | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                 | Synchrony Financial                                                                           | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    289000 | PA      | $292786.93    | 0.01%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2025-HE1, Class A1                                | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-MBS          | CORP              | US        |   4189851 | PA      | $4212290.61   | 0.08%             | 2055-10-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                            | CenterPoint Energy, Inc., Conv.                                                               | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   8443000 | PA      | $8944936.35   | 0.17%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                            | Advance Auto Parts, Inc.                                                                      | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1355072.40   | 0.03%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Advance Auto Parts, Inc.                                                            | Advance Auto Parts, Inc.                                                                      | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1741000 | PA      | $1785395.50   | 0.03%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Eagle Funding LuxCo S.a.r.l.                                                        | Eagle Funding LuxCo S.a.r.l.                                                                  | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |  40751000 | PA      | $41510598.64  | 0.77%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                          | Sherwin-Williams Co. (The)                                                                    | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   2501000 | PA      | $2524381.50   | 0.05%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                          | Sherwin-Williams Co. (The)                                                                    | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1052141.77   | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Sherwin-Williams Co. (The)                                                          | Sherwin-Williams Co. (The)                                                                    | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    288000 | PA      | $296547.67    | 0.01%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                            | Bunge Ltd. Finance Corp.                                                                      | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2568000 | PA      | $2609698.62   | 0.05%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                            | Bunge Ltd. Finance Corp.                                                                      | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    641000 | PA      | $657969.92    | 0.01%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    767000 | PA      | $772151.17    | 0.01%             | N/A             | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    193000 | PA      | $196128.78    | 0.00%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                                  | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18951.13     | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc.                                                                         | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2954619.03   | 0.05%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc.                                                                         | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    946000 | PA      | $963460.32    | 0.02%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: —       |
| Louisville Gas and Electric Co.                                                     | Louisville Gas and Electric Co.                                                               | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49274.16     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                             | Level 3 Financing, Inc.                                                                       | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    112500 | PA      | $117034.25    | 0.00%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                                  | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     54000 | PA      | $55793.61     | 0.00%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| CHC Group LLC                                                                       | CHC Group LLC                                                                                 | CUSIP: 12550EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    271000 | PA      | $267549.17    | 0.00%             | 2030-09-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                                     | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96058.51     | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                                     | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296590.69    | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                                     | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69619.74     | 0.00%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian infrastructure Holdings Ltd.                                     | South Bow Canadian infrastructure Holdings Ltd.                                               | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   2595000 | PA      | $2705679.35   | 0.05%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                                     | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    182000 | PA      | $185455.00    | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust                                                       | SCG Commercial Mortgage Trust, Series 2025-FLWR, Class A                                      | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3855000 | PA      | $3869182.55   | 0.07%             | 2042-08-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                                 | CNA Financial Corp.                                                                           | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1083159.21   | 0.02%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                                       | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    950000 | PA      | $965821.69    | 0.02%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                                       | CUSIP: 233853BJ8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3998000 | PA      | $4101240.31   | 0.08%             | 2032-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MSCI Inc.                                                                           | MSCI Inc.                                                                                     | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    486000 | PA      | $486793.36    | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| American Water Capital Corp.                                                        | American Water Capital Corp.                                                                  | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69939.27     | 0.00%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                                      | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    893000 | PA      | $907522.29    | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                        | PPL Electric Utilities Corp.                                                                  | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51411.85     | 0.00%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II, LLC                                                        | Match Group Holdings II, LLC                                                                  | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2270122.65   | 0.04%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                 | BMW US Capital, LLC                                                                           | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    483000 | PA      | $489547.28    | 0.01%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                                      | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    515000 | PA      | $517414.92    | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                                      | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    588000 | PA      | $591639.57    | 0.01%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                                      | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599178.10    | 0.01%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Apollo Global Management, Inc.                                                      | Apollo Global Management, Inc.                                                                | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    545000 | PA      | $540230.54    | 0.01%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                                     | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2303000 | PA      | $2351662.92   | 0.04%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| MPLX L.P.                                                                           | MPLX L.P.                                                                                     | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1186143.01   | 0.02%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                                     | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1061272.32   | 0.02%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust, Series 2025-8, Class A4                                               | CUSIP: 81749WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3850382 | PA      | $3896995.18   | 0.07%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC                                                  | Greystar Real Estate Partners, LLC, Term Loan                                                 | CUSIP: 39806LAJ6<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |    245645 | PA      | $246259.41    | 0.00%             | 2030-08-21      | Floating      | 6.17%                 | No            |                  3 | On Loan: No      |
| Saks Global Enterprises LLC                                                         | Saks Global Enterprises LLC                                                                   | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |    151980 | PA      | $1044.86      | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Zions Bancorp., N.A.                                                                | Zions Bancorp., N.A.                                                                          | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1835557.48   | 0.03%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    364000 | PA      | $373559.13    | 0.01%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    580000 | PA      | $599332.28    | 0.01%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    408000 | PA      | $418528.47    | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    187000 | PA      | $189977.88    | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  10270000 | PA      | $10383647.82  | 0.19%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                                  | Evergy Metro, Inc.                                                                            | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    525000 | PA      | $536096.62    | 0.01%             | 2035-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                    | Lincoln Financial Global Funding                                                              | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    722000 | PA      | $724875.17    | 0.01%             | 2030-08-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                         | Zoetis Inc.                                                                                   | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1936000 | PA      | $1951061.11   | 0.04%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                    | Domino's Pizza Master Issuer LLC, Series 2025-1A, Class A2I                                   | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8940000 | PA      | $9121220.06   | 0.17%             | 2055-07-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                    | Domino's Pizza Master Issuer LLC, Series 2025-1A, Class A2II                                  | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7800000 | PA      | $8029061.04   | 0.15%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                          | Arizona Public Service Co.                                                                    | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    198000 | PA      | $203885.24    | 0.00%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                     | EMD Finance LLC                                                                               | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1762358.32   | 0.03%             | 2032-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                     | EMD Finance LLC                                                                               | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1376980.53   | 0.03%             | 2028-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                     | EMD Finance LLC                                                                               | CUSIP: 26867LAP5<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |  12681000 | PA      | $12795884.28  | 0.24%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                             | Brookfield Finance Inc.                                                                       | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1744000 | PA      | $1741571.69   | 0.03%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                               | Cardinal Health, Inc.                                                                         | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    694000 | PA      | $704218.52    | 0.01%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Cardinal Health, Inc.                                                               | Cardinal Health, Inc.                                                                         | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    245000 | PA      | $250941.25    | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc., Term Loan                                                                    | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   2754829 | PA      | $2757128.95   | 0.05%             | 2032-08-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                             | Centersquare Issuer LLC, Series 2025-3A, Class A2                                             | CUSIP: 15201EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8430000 | PA      | $8225091.99   | 0.15%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                             | Centersquare Issuer LLC, Series 2025-4A, Class A2                                             | CUSIP: 15201EAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10250000 | PA      | $9843864.25   | 0.18%             | 2055-08-25      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.           | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    514000 | PA      | $517520.60    | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.           | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $227434.26    | 0.00%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Essential Properties, L.P.                                                          | Essential Properties, L.P.                                                                    | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    189000 | PA      | $192717.30    | 0.00%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43747.76     | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73959.07     | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                                  | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    137000 | PA      | $137618.28    | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   3247000 | PA      | $3301134.18   | 0.06%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1402197.65   | 0.03%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| RGA Global Funding                                                                  | RGA Global Funding                                                                            | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   3644000 | PA      | $3710581.31   | 0.07%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                                                 | Hanover Insurance Group, Inc. (The)                                                           | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    295000 | PA      | $301597.11    | 0.01%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                        | American National Group Inc.                                                                  | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   4837000 | PA      | $4799130.16   | 0.09%             | 2055-12-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                               | CUSIP: 65558RAN9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3831000 | PA      | $3874629.57   | 0.07%             | 2030-08-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Wynnton Funding Trust                                                               | Wynnton Funding Trust                                                                         | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1122971.17   | 0.02%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust II                                                            | Wynnton Funding Trust II                                                                      | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    669000 | PA      | $679144.05    | 0.01%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-VII Ltd.                                                          | CIFC Funding 2021-VII Ltd., Series 2021-7A, Class AR                                          | CUSIP: 12567HAQ5<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |  17100000 | PA      | $17109182.70  | 0.32%             | 2035-01-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2025-HE2, Class A1                                                          | CUSIP: 67121YAA6<br>LEI: 2549004JS8G77DOXE933 | Long             | ABS-MBS          | CORP              | US        |   6838492 | PA      | $6887558.20   | 0.13%             | 2055-08-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2020-2 Ltd.                                                          | Carlyle US CLO 2020-2 Ltd., Series 2020-2A, Class A1R2                                        | CUSIP: 14315GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14320000 | PA      | $14333002.56  | 0.27%             | 2035-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                              | Sempra                                                                                        | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1771000 | PA      | $1813852.89   | 0.03%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIV, Ltd.                                                             | Symphony CLO XXIV, Ltd., Series 2020-24A, Class A1R                                           | CUSIP: 87167QAQ1<br>LEI: 5493007X3UVVYJ005O73 | Long             | ABS-CBDO         | CORP              | KY        |  16473000 | PA      | $16485733.63  | 0.31%             | 2035-10-23      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| RR 17 Ltd.                                                                          | RR 17 Ltd., Series 2021-17A, Class A1AR                                                       | CUSIP: 74980QAL5<br>LEI: 549300H1BYT42IUZDL59 | Long             | ABS-CBDO         | CORP              | KY        |  22060000 | PA      | $22087111.74  | 0.41%             | 2034-07-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                   | Alabama Power Co., Series C                                                                   | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1665214.60   | 0.03%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                   | Cigna Group (The)                                                                             | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1493374.48   | 0.03%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    474000 | PA      | $490903.28    | 0.01%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                               | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     70000 | PA      | $73144.46     | 0.00%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1962000 | PA      | $1985971.60   | 0.04%             | 2031-09-12      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DP6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   7930000 | PA      | $8212347.65   | 0.15%             | N/A             | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1190000 | PA      | $1219351.62   | 0.02%             | 2036-09-12      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VCF4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1865000 | PA      | $1889685.94   | 0.04%             | 2030-09-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Sumitomo Mitsui Trust Group, Inc.                                                   | Sumitomo Mitsui Trust Group, Inc.                                                             | CUSIP: 86566AAA0<br>LEI: 353800P843RLCDBLNT17 | Long             | DBT              | CORP              | JP        |    358000 | PA      | $364188.33    | 0.01%             | 2036-09-11      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                      | Southern Co. Gas Capital Corp., Series A                                                      | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    339000 | PA      | $340231.79    | 0.01%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                      | Southern Co. Gas Capital Corp., Series B                                                      | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    209000 | PA      | $212951.37    | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Clarios Global L.P./ Clarios US Finance Co.                                         | Clarios Global L.P./ Clarios US Finance Co.                                                   | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28042.20     | 0.00%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                               | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1066000 | PA      | $1101674.01   | 0.02%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                               | OneMain Finance Corp.                                                                         | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   4799000 | PA      | $4759912.15   | 0.09%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                                 | Lithia Motors, Inc.                                                                           | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   4880000 | PA      | $4913842.80   | 0.09%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                               | Cleveland-Cliffs Inc.                                                                         | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   4078000 | PA      | $4187866.09   | 0.08%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4977000 | PA      | $4990579.25   | 0.09%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership L.P.                                                  | Brixmor Operating Partnership L.P.                                                            | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    620000 | PA      | $625708.05    | 0.01%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                                    | Brookfield Asset Management Ltd.                                                              | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $76310.93     | 0.00%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2923000 | PA      | $2945910.80   | 0.05%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                                                       | SK hynix Inc.                                                                                 | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   9885000 | PA      | $9970766.81   | 0.19%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sunoco L.P.                                                                         | Sunoco L.P.                                                                                   | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   3302000 | PA      | $3316839.19   | 0.06%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Sunoco L.P.                                                                         | Sunoco L.P.                                                                                   | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   3111000 | PA      | $3218158.40   | 0.06%             | N/A             | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142497.20    | 0.00%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts, Inc.                                                    | Marriott Ownership Resorts, Inc.                                                              | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1205091.61   | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SK hynix Inc.                                                                       | SK hynix Inc.                                                                                 | CUSIP: 78392BAK3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |  16839000 | PA      | $17092671.12  | 0.32%             | 2030-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Sunoco L.P.                                                                         | Sunoco L.P.                                                                                   | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2280490.86   | 0.04%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Provident Funding Mortgage Trust 2025-4                                             | Provident Funding Mortgage Trust 2025-4, Series 2025-4, Class A1                              | CUSIP: 74387AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11301621 | PA      | $11507283.03  | 0.21%             | 2055-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                                        | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1764000 | PA      | $1772513.49   | 0.03%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                                        | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1173404.96   | 0.02%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                                        | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    415000 | PA      | $415643.64    | 0.01%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                      | Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                                | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5923000 | PA      | $6015522.65   | 0.11%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                                   | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2052000 | PA      | $2052804.24   | 0.04%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                                   | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    643000 | PA      | $641537.32    | 0.01%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                             | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2083000 | PA      | $2075853.02   | 0.04%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Virginia Electric and Power Co.                                                     | Virginia Electric and Power Co., Series C                                                     | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    844000 | PA      | $846850.84    | 0.02%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                     | Virginia Electric and Power Co., Series D                                                     | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    251000 | PA      | $246401.17    | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| NCL Corp. Ltd.                                                                      | NCL Corp. Ltd.                                                                                | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2057000 | PA      | $2077506.23   | 0.04%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Uber Technologies, Inc.                                                             | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    271000 | PA      | $269898.64    | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| NCL Corp. Ltd.                                                                      | NCL Corp. Ltd.                                                                                | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2155000 | PA      | $2178726.55   | 0.04%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2025-3A, Class A                           | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5324000 | PA      | $5353778.73   | 0.10%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2025-3A, Class B                           | CUSIP: 05377RKX1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2856000 | PA      | $2872901.24   | 0.05%             | 2030-02-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2025-3A, Class C                           | CUSIP: 05377RKY9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1091600 | PA      | $1099098.64   | 0.02%             | 2030-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2025-4A, Class A                           | CUSIP: 05377RLA0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  12125000 | PA      | $12250270.65  | 0.23%             | 2032-02-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2025-4A, Class B                           | CUSIP: 05377RLB8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5277000 | PA      | $5324592.21   | 0.10%             | 2032-02-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2025-4A, Class C                           | CUSIP: 05377RLC6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2363000 | PA      | $2379920.03   | 0.04%             | 2032-02-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                       | Raymond James Financial, Inc.                                                                 | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    796000 | PA      | $795035.25    | 0.01%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding, LLC, Series 2025-1A, Class A2II                                            | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3301725 | PA      | $3379060.31   | 0.06%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding, LLC, Series 2025-1A, Class A2I                                             | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5675775 | PA      | $5752069.34   | 0.11%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Komatsu Finance America Inc.                                                        | Komatsu Finance America Inc.                                                                  | CUSIP: 50048WAB4<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2561482.87   | 0.05%             | 2030-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                                                | SA Global Sukuk Ltd.                                                                          | CUSIP: 78397PAG6<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |  14310000 | PA      | $14207201.25  | 0.26%             | 2030-09-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                                                                | SA Global Sukuk Ltd.                                                                          | CUSIP: 78397PAH4<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |   7051000 | PA      | $6926750.10   | 0.13%             | 2035-09-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Co., Inc.                                                         | Hawaiian Electric Co., Inc.                                                                   | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1482697.60   | 0.03%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Signal Peak CLO 4, Ltd.                                                             | Signal Peak CLO 4, Ltd., Series 2017-4A, Class AR2                                            | CUSIP: 82667EAN1<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |  15510000 | PA      | $15534366.21  | 0.29%             | 2034-10-26      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                          | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    379000 | PA      | $378856.62    | 0.01%             | 2085-11-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| GA Global Funding Trust                                                             | GA Global Funding Trust                                                                       | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   5049000 | PA      | $4972233.34   | 0.09%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RWE Finance US, LLC                                                                 | RWE Finance US, LLC                                                                           | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    304000 | PA      | $302546.73    | 0.01%             | 2055-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                             | FWD Group Holdings Ltd.                                                                       | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |   1533000 | PA      | $1557558.66   | 0.03%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                        | Diversified Healthcare Trust                                                                  | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $275901.04    | 0.01%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                      | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   4937000 | PA      | $5091029.46   | 0.09%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Melco Resorts Finance Ltd.                                                          | Melco Resorts Finance Ltd.                                                                    | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $299490.06    | 0.01%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Carlyle Group Inc. (The)                                                            | Carlyle Group Inc. (The)                                                                      | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    778000 | PA      | $768927.52    | 0.01%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Southern Power Co.                                                                  | Southern Power Co., Series A                                                                  | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1450871.33   | 0.03%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Southern Power Co.                                                                  | Southern Power Co., Series B                                                                  | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    650000 | PA      | $648028.78    | 0.01%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  10902000 | PA      | $10851305.70  | 0.20%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2438000 | PA      | $2444216.90   | 0.05%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $199700.00    | 0.00%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                        | Wisconsin Electric Power Co.                                                                  | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1279860.87   | 0.02%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Ferguson Enterprises Inc.                                                           | Ferguson Enterprises Inc.                                                                     | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   1951000 | PA      | $1957539.03   | 0.04%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                           | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1269000 | PA      | $1274709.40   | 0.02%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                | Credit Agricole S.A.                                                                          | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3877000 | PA      | $3907954.94   | 0.07%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1831000 | PA      | $1836685.27   | 0.03%             | 2031-09-23      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    583000 | PA      | $581346.41    | 0.01%             | 2037-03-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                 | American Axle & Manufacturing, Inc.                                                           | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    447000 | PA      | $455216.60    | 0.01%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                 | American Axle & Manufacturing, Inc.                                                           | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    848000 | PA      | $862420.90    | 0.02%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Zayo Issuer, LLC                                                                    | Zayo Issuer, LLC, Series 2025-3A, Class A2                                                    | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6494000 | PA      | $6675020.90   | 0.12%             | 2055-10-20      | Fixed         | 5.57%                 | 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       |     -2006 | NC      | $-1006350.02  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 10 Year Ultra Future                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -318 | NC      | $-199281.06   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury Ultra Bonds Future                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      1316 | NC      | $2310885.47   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury Long Bond Future                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       455 | NC      | $674598.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                     | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2431000 | PA      | $2438076.88   | 0.05%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                   | Lamar Media Corp.                                                                             | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3853000 | PA      | $3865183.19   | 0.07%             | 2033-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                                 | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1205430.82   | 0.02%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Juniper Valley Park CLO, Ltd.                                                       | Juniper Valley Park CLO, Ltd., Series 2023-1A, Class ARR                                      | CUSIP: 48206KAY2<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | GB        |  11050000 | PA      | $11060143.90  | 0.21%             | 2036-07-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                                     | National Health Investors, Inc.                                                               | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |    481000 | PA      | $487164.29    | 0.01%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                                 | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    948000 | PA      | $943184.87    | 0.02%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2025-NQM4, Class A1                               | CUSIP: 36272UAA6<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |   5308752 | PA      | $5329295.99   | 0.10%             | 2065-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc.                                                              | Gildan Activewear Inc.                                                                        | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   1543000 | PA      | $1553314.60   | 0.03%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc.                                                              | Gildan Activewear Inc.                                                                        | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    473000 | PA      | $478838.04    | 0.01%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc., Series C                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   5869000 | PA      | $5898802.78   | 0.11%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc., Series D                                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    421000 | PA      | $422648.22    | 0.01%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties, L.P.                                                       | COPT Defense Properties, L.P.                                                                 | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    536000 | PA      | $538493.27    | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                              | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3131000 | PA      | $3177467.17   | 0.06%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                              | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2968000 | PA      | $2997602.83   | 0.06%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                              | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    902000 | PA      | $912138.48    | 0.02%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: —       |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                              | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2628000 | PA      | $2676045.10   | 0.05%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2192000 | PA      | $2150482.93   | 0.04%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    595000 | PA      | $575192.99    | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    456000 | PA      | $413411.09    | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                       | Alimentation Couche-Tard Inc.                                                                 | CUSIP: 01626PAX4<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   1063000 | PA      | $1079978.17   | 0.02%             | 2035-09-29      | Fixed         | 5.08%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    308000 | PA      | $271237.07    | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Boston Properties L.P.                                                              | Boston Properties L.P., Conv.                                                                 | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   5066000 | PA      | $4787370.00   | 0.09%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                                                  | Uniti Services LLC                                                                            | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |    204000 | PA      | $212397.05    | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                           | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2310509.62   | 0.04%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                             | Brazilian Government International Bond                                                       | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   4467000 | PA      | $4550756.25   | 0.08%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                           | Bank of Nova Scotia (The)                                                                     | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2096000 | PA      | $2165084.16   | 0.04%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Fortitude Global Funding                                                            | Fortitude Global Funding                                                                      | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   3067000 | PA      | $3078435.52   | 0.06%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                                                 | Viking Cruises Ltd.                                                                           | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   3050000 | PA      | $3113272.25   | 0.06%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AP Grange Holdings, LLC                                                             | AP Grange Holdings, LLC                                                                       | CUSIP: 00187RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2104674 | PA      | $2104673.91   | 0.04%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AP Grange Holdings, LLC                                                             | AP Grange Holdings, LLC                                                                       | CUSIP: 00187RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  27441000 | PA      | $28984556.25  | 0.54%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                            | CenterPoint Energy, Inc.                                                                      | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1891299.56   | 0.04%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: —       |
| Egyptian Financial Co. for Sovereign Taskeek (The)                                  | Egyptian Financial Co. for Sovereign Taskeek (The)                                            | CUSIP: 282370AB1<br>LEI: 894500CX5LI3HIC87H85 | Long             | DBT              | NUSS              | EG        |   2109000 | PA      | $2134286.91   | 0.04%             | 2029-04-07      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A.S.                                                          | Turk Telekomunikasyon A.S.                                                                    | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    500000 | PA      | $512422.95    | 0.01%             | 2032-10-07      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                           | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A1R3                         | CUSIP: 14311NBC7<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   6004407 | PA      | $6009703.30   | 0.11%             | 2032-07-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                                                | Kuwait International Government Bond                                                          | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   5253000 | PA      | $5278681.92   | 0.10%             | 2030-10-09      | Fixed         | 4.14%                 | No            |                  2 | On Loan: —       |
| Transocean International Ltd.                                                       | Transocean International Ltd.                                                                 | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    274000 | PA      | $294337.38    | 0.01%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd. 2021-II                                                            | Barings CLO Ltd. 2021-II, Series 2021-2A, Class A1R                                           | CUSIP: 06762JAL7<br>LEI: 549300ZI2PPUCDLS2Y70 | Long             | ABS-CBDO         | CORP              | KY        |  10740000 | PA      | $10748377.20  | 0.20%             | 2034-07-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 5 Year Notes Future                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -1137 | NC      | $-505490.32   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 2 Year Notes Future                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      3500 | NC      | $1218737.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 180 Medical Inc.                                                                    | 180 Medical Inc.                                                                              | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    505000 | PA      | $508683.98    | 0.01%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1878000 | PA      | $1890851.15   | 0.04%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Deere Funding Canada Corp.                                                          | Deere Funding Canada Corp.                                                                    | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5385000 | PA      | $5419947.73   | 0.10%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Harbor Park CLO Ltd.                                                                | Harbor Park CLO Ltd., Series 2018-1A, Class AR2                                               | CUSIP: 41154XAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5689446 | PA      | $5693792.35   | 0.11%             | 2031-01-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $1072202.35   | 0.02%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    620000 | PA      | $611836.97    | 0.01%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| CRH America Finance, Inc.                                                           | CRH America Finance, Inc.                                                                     | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1430090.11   | 0.03%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                           | CRH America Finance, Inc.                                                                     | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2726207.66   | 0.05%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                           | CRH America Finance, Inc.                                                                     | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83029.22     | 0.00%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Getty Images, Inc.                                                                  | Getty Images, Inc.                                                                            | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    270000 | PA      | $239215.55    | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                                   | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    804000 | PA      | $811030.42    | 0.02%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2025-4, Class A3                                       | CUSIP: 29373NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5110000 | PA      | $5155267.45   | 0.10%             | 2029-12-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SHRN Trust 2025-MF18                                                                | SHRN Trust 2025-MF18, Series 2025-MF18, Class A                                               | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17885000 | PA      | $17917940.59  | 0.33%             | 2040-10-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| SHRN Trust 2025-MF18                                                                | SHRN Trust 2025-MF18, Series 2025-MF18, Class B                                               | CUSIP: 82556AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3525000 | PA      | $3533449.78   | 0.07%             | 2040-10-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| SHRN Trust 2025-MF18                                                                | SHRN Trust 2025-MF18, Series 2025-MF18, Class C                                               | CUSIP: 82556AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3425000 | PA      | $3433003.88   | 0.06%             | 2040-10-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Barings Equipment Finance LLC 2025-B                                                | Barings Equipment Finance LLC 2025-B, Series 2025-B, Class A3                                 | CUSIP: 06764YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5050000 | PA      | $5103083.08   | 0.09%             | 2032-10-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust, Series 2025-10, Class A1                                              | CUSIP: 81750CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11346524 | PA      | $11451218.39  | 0.21%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| DAE Sukuk (DIFC) Ltd.                                                               | DAE Sukuk (DIFC) Ltd.                                                                         | CUSIP: 23302JAC9<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |    600000 | PA      | $596221.21    | 0.01%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                               | Switch ABS Issuer LLC, Series 2025-2A, Class A21                                              | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5044449.00   | 0.09%             | 2055-10-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC, Series 2025-1A, Class A2II                                             | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   3201975 | PA      | $3256551.38   | 0.06%             | 2055-08-20      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC, Series 2025-1A, Class A2I                                              | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   4758075 | PA      | $4817611.84   | 0.09%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| RR 16 Ltd.                                                                          | RR 16 Ltd., Series 2021-16A, Class A1R                                                        | CUSIP: 74971CAJ2<br>LEI: 549300FLUOZC8QYYKL96 | Long             | ABS-CBDO         | CORP              | KY        |   7825000 | PA      | $7827699.63   | 0.15%             | 2036-07-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                          | Cooperatieve Rabobank U.A.                                                                    | CUSIP: 21688ABP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2587000 | PA      | $2605483.96   | 0.05%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Nextgear Floorplan Master Owner Trust                                               | Nextgear Floorplan Master Owner Trust, Series 2025-2A, Class A2                               | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3229888.64   | 0.06%             | 2030-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5278000 | PA      | $5282506.99   | 0.10%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1421000 | PA      | $1416483.59   | 0.03%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    339000 | PA      | $339769.75    | 0.01%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3591000 | PA      | $3602483.44   | 0.07%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1828000 | PA      | $1825238.39   | 0.03%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Constellation Global Funding                                                        | Constellation Global Funding                                                                  | CUSIP: 21038N2A8<br>LEI: 254900OP9HLIALC2HZ12 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3268346.33   | 0.06%             | 2030-10-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                    | WULF Compute LLC                                                                              | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4289000 | PA      | $4545370.69   | 0.08%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8                            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8, Series 2025-NQM8, Class A1          | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7103365 | PA      | $7123227.79   | 0.13%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Grupo Energia Bogota S.A. ESP                                                       | Grupo Energia Bogota S.A. ESP                                                                 | CUSIP: 40053XAC3<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |    800000 | PA      | $787300.00    | 0.01%             | 2035-10-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                           | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1166743.50   | 0.02%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                           | CUSIP: 20268JBB8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60641.95     | 0.00%             | 2045-09-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                           | CUSIP: 20268JBE2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1050353.55   | 0.02%             | 2035-09-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                           | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51239.19     | 0.00%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health, Series 2025                                                              | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    628000 | PA      | $632032.54    | 0.01%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley, Series I                                                                      | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5485000 | PA      | $5499041.60   | 0.10%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley, Series I                                                                      | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123410.52    | 0.00%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                                | Beignet Investor LLC                                                                          | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  39218000 | PA      | $41675151.63  | 0.77%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                       | Cargill, Inc.                                                                                 | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   2412000 | PA      | $2421491.15   | 0.04%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                       | Cargill, Inc.                                                                                 | CUSIP: 141781CG7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1397002 | PA      | $1361789.92   | 0.03%             | 2055-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    602000 | PA      | $601821.27    | 0.01%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3441000 | PA      | $3409217.10   | 0.06%             | 2036-10-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                            | Kazakhstan Government International Bond                                                      | CUSIP: 486661BQ3<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    500000 | PA      | $500074.38    | 0.01%             | 2030-10-28      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                           | Carlyle Global Market Strategies CLO Ltd., Series 2015-5A, Class A1R4                         | CUSIP: 14312JBN1<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |   2712992 | PA      | $2714687.34   | 0.05%             | 2032-01-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings, Ltd.                                                      | Pershing Square Holdings, Ltd.                                                                | CUSIP: 71531QAG6<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |   8536000 | PA      | $8648950.23   | 0.16%             | 2032-10-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Versant Media Group, Inc.                                                           | Versant Media Group, Inc.                                                                     | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276487.83    | 0.01%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2025-DNA4, Class A1                                                       | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |   1270750 | PA      | $1272547.35   | 0.02%             | 2045-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2025-NQM4, Class A1                                        | CUSIP: 46660HAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2905528 | PA      | $2918364.72   | 0.05%             | 2066-03-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                                      | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    329000 | PA      | $327883.77    | 0.01%             | N/A             | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund, L.P.                                         | Prologis Targeted U.S. Logistics Fund, L.P.                                                   | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1490607.72   | 0.03%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Prologis Targeted U.S. Logistics Fund, L.P.                                         | Prologis Targeted U.S. Logistics Fund, L.P.                                                   | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    947000 | PA      | $937076.84    | 0.02%             | 2036-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2025-HE2, Class A1                                | CUSIP: 362934AA9<br>LEI: 254900J0PZAB9KZBPX66 | Long             | ABS-MBS          | CORP              | US        |   1684934 | PA      | $1699547.77   | 0.03%             | 2065-12-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants LLC                                                      | Raising Cane's Restaurants LLC, Term Loan                                                     | CUSIP: 75101XAQ0<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |  30095000 | PA      | $30095000.00  | 0.56%             | 2032-11-03      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                                | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1822000 | PA      | $1830231.23   | 0.03%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                                | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   3895000 | PA      | $3916175.63   | 0.07%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                                | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   3362000 | PA      | $3371253.54   | 0.06%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    632000 | PA      | $633391.65    | 0.01%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2280561.56   | 0.04%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1898000 | PA      | $1897469.93   | 0.04%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    639000 | PA      | $633681.36    | 0.01%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                  | Ryder System, Inc.                                                                            | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2642000 | PA      | $2654408.15   | 0.05%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Textron Inc.                                                                        | Textron Inc.                                                                                  | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1009581.41   | 0.02%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class B                  | CUSIP: 61779RCK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4421000 | PA      | $4571545.66   | 0.08%             | 2058-11-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2025-NQM5, Class A1                               | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |   8475602 | PA      | $8519326.41   | 0.16%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| American Airlines 2025-1 Class A Pass Through Trust                                 | American Airlines 2025-1 Class A Pass Through Trust                                           | CUSIP: 02377NAA8<br>LEI: 5493004XNBKB5SFUJI60 | Long             | DBT              | CORP              | US        |   2728000 | PA      | $2747819.74   | 0.05%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Airlines 2025-1 Class B Pass Through Trust                                 | American Airlines 2025-1 Class B Pass Through Trust, Series B                                 | CUSIP: 02377PAA3<br>LEI: 5493004XNBKB5SFUJI60 | Long             | DBT              | CORP              | US        |   1634000 | PA      | $1677705.25   | 0.03%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co. L.L.C.                                                   | Blackstone Reg Finance Co. L.L.C.                                                             | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1388655.05   | 0.03%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Blackstone Reg Finance Co. L.L.C.                                                   | Blackstone Reg Finance Co. L.L.C.                                                             | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    539000 | PA      | $534345.65    | 0.01%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| VoltaGrid LLC                                                                       | VoltaGrid LLC                                                                                 | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   2288000 | PA      | $2390184.83   | 0.04%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                                      | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2138000 | PA      | $2126618.55   | 0.04%             | 2036-11-04      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                                      | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1786000 | PA      | $1795097.19   | 0.03%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5                                                                      | EFMT 2025-NQM5, Series 2025-NQM5, Class A1                                                    | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6924299 | PA      | $6965929.01   | 0.13%             | 2070-11-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1240170.02   | 0.02%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                          | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5000000 | PA      | $5041079.75   | 0.09%             | 2030-11-06      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                   | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                                   | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4580000 | PA      | $4620340.18   | 0.09%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2042000 | PA      | $1990823.09   | 0.04%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3466000 | PA      | $3501828.15   | 0.07%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    966000 | PA      | $976102.01    | 0.02%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                          | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1600000 | PA      | $1610958.18   | 0.03%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Beechwood Park CLO, Ltd.                                                            | Beechwood Park CLO, Ltd., Series 2019-1A, Class A1RR                                          | CUSIP: 07355TBL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5305000 | PA      | $5313249.28   | 0.10%             | 2035-01-17      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                               | Howmet Aerospace Inc.                                                                         | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   4443000 | PA      | $4529684.88   | 0.08%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                              | Tenet Healthcare Corp.                                                                        | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116504.43    | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                                 | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    640000 | PA      | $648282.70    | 0.01%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                                 | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    594000 | PA      | $596932.49    | 0.01%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                                 | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    374000 | PA      | $372022.12    | 0.01%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| eBay Inc.                                                                           | eBay Inc.                                                                                     | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   3042000 | PA      | $3063133.35   | 0.06%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                                        | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   5409000 | PA      | $5445978.20   | 0.10%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                              | Tenet Healthcare Corp.                                                                        | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23783.04     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BU1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    821000 | PA      | $821959.13    | 0.02%             | 2047-05-06      | Variable      | 5.53%                 | No            |                  2 | On Loan: —       |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                                 | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    404000 | PA      | $409630.75    | 0.01%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DTZ U.S. Borrower, LLC                                                              | DTZ U.S. Borrower, LLC, Term Loan                                                             | CUSIP: 23340DAW2<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |    212406 | PA      | $213202.53    | 0.00%             | 2030-01-31      | Floating      | 6.42%                 | No            |                  3 | On Loan: No      |
| Palmer Square Loan Funding 2025-3 Ltd.                                              | Palmer Square Loan Funding 2025-3 Ltd., Series 2025-3A, Class A1                              | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9449000 | PA      | $9452448.89   | 0.18%             | 2034-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                       | Entergy Corp.                                                                                 | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   3876000 | PA      | $3895395.50   | 0.07%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: —       |
| BlackRock DLF X 2025-C CLO L.P.                                                     | BlackRock DLF X 2025-C CLO L.P., Series 2025-2A, Class A                                      | CUSIP: 09264MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8865000 | PA      | $8873244.45   | 0.16%             | 2033-11-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The), Series A, Conv. Pfd.                                                      | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     20000 | NS      | $1066000.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                               | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1572868.70   | 0.03%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                               | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   6854000 | PA      | $6887875.90   | 0.13%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Cipher Compute LLC                                                                  | Cipher Compute LLC                                                                            | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7402000 | PA      | $7724682.79   | 0.14%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                            | CUSIP: N/A<br>LEI: 4NYF266XZC35SCTGX023       | Long             | DBT              | CORP              | US        |  10862000 | PA      | $10862000.00  | 0.20%             | 2056-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 210033000 | PA      | $209721231.22 | 3.89%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer, LLC                                                    | Vantage Data Centers Issuer, LLC, Series 2025-2A, Class A2                                    | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7320000 | PA      | $7369909.96   | 0.14%             | 2055-11-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                    | Mosaic Co. (The)                                                                              | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   2709000 | PA      | $2732757.20   | 0.05%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                    | Mosaic Co. (The)                                                                              | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   4102000 | PA      | $4155155.19   | 0.08%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                                   | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    478000 | PA      | $480224.78    | 0.01%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                                   | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1487134.87   | 0.03%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                                   | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1224878.71   | 0.02%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                                   | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    396096 | PA      | $399026.02    | 0.01%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co., L.P.                                                   | Atlas Warehouse Lending Co., L.P.                                                             | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   3003000 | PA      | $3004028.80   | 0.06%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Thayer Park, CLO Ltd.                                                               | Thayer Park, CLO Ltd., Series 2017-1A, Class A1RR                                             | CUSIP: 883310AW4<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | KY        |   1485000 | PA      | $1485577.67   | 0.03%             | 2034-04-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                          | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1498772.87   | 0.03%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                          | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1093302.86   | 0.02%             | 2040-11-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The)                                                                    | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2901000 | PA      | $2903013.26   | 0.05%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The)                                                                    | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   6970000 | PA      | $7016519.31   | 0.13%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2025-VOLT, Class D                                                           | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6990000 | PA      | $7022050.55   | 0.13%             | 2044-12-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership, L.P.                                                | Piedmont Operating Partnership, L.P.                                                          | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   3231000 | PA      | $3248410.15   | 0.06%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | UBS AG                                                                                        | CUSIP: 90261AAE2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   5589000 | PA      | $5594189.67   | 0.10%             | 2027-05-17      | Floating      | 4.19%                 | No            |                  2 | On Loan: —       |
| Transportadora de Gas del Sur S.A.                                                  | Transportadora de Gas del Sur S.A.                                                            | CUSIP: 893870AZ8<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |    900000 | PA      | $913126.51    | 0.02%             | 2035-11-20      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2025-VOLT, Class C                                                           | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10925000 | PA      | $10971245.53  | 0.20%             | 2044-12-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                           | Consolidated Edison Co. of New York, Inc.                                                     | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    171000 | PA      | $173724.89    | 0.00%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West, Inc.                                                          | Evergy Missouri West, Inc.                                                                    | CUSIP: 30037EAC7<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    851000 | PA      | $862556.47    | 0.02%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Voya Global Funding                                                                 | Voya Global Funding                                                                           | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3257000 | PA      | $3307855.22   | 0.06%             | 2030-11-24      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Ciudad Autonoma De Buenos Aires                                                     | Ciudad Autonoma De Buenos Aires                                                               | CUSIP: 11943HAD1<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |    571200 | PA      | $586159.73    | 0.01%             | 2033-11-26      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                         | Pfizer Inc.                                                                                   | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   4087000 | PA      | $4129874.71   | 0.08%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Pfizer Inc.                                                                         | Pfizer Inc.                                                                                   | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   4587000 | PA      | $4665651.45   | 0.09%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Pfizer Inc.                                                                         | Pfizer Inc.                                                                                   | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    432000 | PA      | $429658.72    | 0.01%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Co.                                                           | Global Atlantic (Fin) Co.                                                                     | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   5207000 | PA      | $4963674.60   | 0.09%             | 2056-03-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                    | Ascension Health, Series 2025                                                                 | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3136000 | PA      | $3171204.80   | 0.06%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                    | Ascension Health, Series 2025                                                                 | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    867000 | PA      | $884523.76    | 0.02%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                                               | Protective Life Corp.                                                                         | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1844597.02   | 0.03%             | 2035-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                         | Pfizer Inc.                                                                                   | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    396000 | PA      | $399719.26    | 0.01%             | 2055-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Protective Life Corp.                                                               | Protective Life Corp.                                                                         | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   2721000 | PA      | $2748891.64   | 0.05%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                           | PPL Capital Funding, Inc., Conv.                                                              | CUSIP: 69352PAU7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   5227000 | PA      | $5476589.25   | 0.10%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VSP Optical Group, Inc.                                                             | VSP Optical Group, Inc.                                                                       | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |    508000 | PA      | $517056.58    | 0.01%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIBRA Prologis                                                                      | FIBRA Prologis                                                                                | CUSIP: 31575KAA3<br>LEI: 549300JMTSVQ6LKX5222 | Long             | DBT              | CORP              | MX        |    440000 | PA      | $446490.00    | 0.01%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| QTS Thunder Managing Issuer LLC                                                     | QTS Thunder Managing Issuer LLC                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |  29395000 | PA      | $29350384.27  | 0.54%             | 2030-12-10      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida, LLC                                                            | Duke Energy Florida, LLC                                                                      | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1822000 | PA      | $1836462.60   | 0.03%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ares LIII CLO Ltd.                                                                  | Ares LIII CLO Ltd., Series 2019-53A, Class A1R2                                               | CUSIP: 04009GBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3425000 | PA      | $3430003.93   | 0.06%             | 2036-10-24      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe, LLC                                                   | Burlington Northern Santa Fe, LLC                                                             | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $130577.73    | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                                                   | Western Midstream Operating, L.P.                                                             | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2632000 | PA      | $2655194.63   | 0.05%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                             | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   7884000 | PA      | $7939441.47   | 0.15%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                             | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1763000 | PA      | $1787294.09   | 0.03%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                             | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $1232587.25   | 0.02%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                             | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    256000 | PA      | $256918.96    | 0.00%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                             | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    272000 | PA      | $273354.71    | 0.01%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                                                   | Western Midstream Operating, L.P.                                                             | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1053403.49   | 0.02%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Ventas Realty, L.P.                                                                 | Ventas Realty, L.P.                                                                           | CUSIP: 92277GBC0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    672000 | PA      | $672126.75    | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                           | Florida Power & Light Co.                                                                     | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    911000 | PA      | $914040.30    | 0.02%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                           | Florida Power & Light Co.                                                                     | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    287000 | PA      | $285570.95    | 0.01%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank                                                                       | Pinnacle Bank                                                                                 | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |   2072000 | PA      | $2106901.97   | 0.04%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   6910000 | PA      | $6939218.24   | 0.13%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7951000 | PA      | $8224722.24   | 0.15%             | N/A             | Variable      | 6.62%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                                                    | Deutsche Bank AG                                                                              | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2376000 | PA      | $2390131.55   | 0.04%             | 2031-12-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: —       |
| Metronet Infrastructure Issuer, LLC                                                 | Metronet Infrastructure Issuer, LLC, Series 2025-4A, Class A2                                 | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   2980000 | PA      | $3035276.02   | 0.06%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                         | TELUS Corp.                                                                                   | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   3260000 | PA      | $3320883.76   | 0.06%             | 2056-06-09      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                         | TELUS Corp.                                                                                   | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   7096000 | PA      | $7155994.13   | 0.13%             | 2056-06-09      | Variable      | 6.62%                 | No            |                  2 | On Loan: —       |
| Venture Global Plaquemines LNG, LLC                                                 | Venture Global Plaquemines LNG, LLC                                                           | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119518.70    | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                    | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2I                                   | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   3400000 | PA      | $3458873.72   | 0.06%             | 2055-12-06      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                    | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2II                                  | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2415460.32   | 0.04%             | 2055-12-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                          | Trust 2401                                                                                    | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    681000 | PA      | $752290.49    | 0.01%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                          | Trust 2401                                                                                    | CUSIP: 89834MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $194391.00    | 0.00%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                      | Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                                | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $108722.91    | 0.00%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                                         | Merchants Fleet Funding LLC, Series 2025-1A, Class A                                          | CUSIP: 588926AL9<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   3860000 | PA      | $3894212.34   | 0.07%             | 2039-01-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer Inc.                                              | Asurion LLC and Asurion Co-Issuer Inc.                                                        | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    276000 | PA      | $290122.37    | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                                           | Willis North America Inc.                                                                     | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   2752000 | PA      | $2755248.02   | 0.05%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                                           | Willis North America Inc.                                                                     | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1149702.35   | 0.02%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bausch and Lomb, Inc.                                                               | Bausch and Lomb, Inc., Term Loan                                                              | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   2039750 | PA      | $2044339.44   | 0.04%             | 2031-01-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                               | Amrize Finance US LLC                                                                         | CUSIP: 43475RAP1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    427000 | PA      | $430238.68    | 0.01%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Amrize Finance US LLC                                                               | Amrize Finance US LLC                                                                         | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    536000 | PA      | $544419.43    | 0.01%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                               | Amrize Finance US LLC                                                                         | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    144000 | PA      | $148194.42    | 0.00%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Magnetite XXXI, Ltd.                                                                | Magnetite XXXI, Ltd., Series 2021-31A, Class A1R                                              | CUSIP: 55952FAL2<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |  12135000 | PA      | $12155957.15  | 0.23%             | 2034-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                           | Apollo Debt Solutions BDC                                                                     | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22492.38     | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                           | Apollo Debt Solutions BDC                                                                     | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39296.03     | 0.00%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                       | Sixth Street Lending Partners                                                                 | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7089.20      | 0.00%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                          | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    248000 | PA      | $247737.59    | 0.00%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    356000 | PA      | $360841.60    | 0.01%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                              | CUSIP: 709599CC6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   2412000 | PA      | $2427948.89   | 0.05%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                                | Israel Government International Bond                                                          | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    888000 | PA      | $884919.83    | 0.02%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                                | Israel Government International Bond                                                          | CUSIP: 46515CKR4<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    647000 | PA      | $644841.50    | 0.01%             | 2056-01-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dhafrah Pv2 Energy Co. LLC                                                          | Dhafrah Pv2 Energy Co. LLC                                                                    | CUSIP: 25241MAA5<br>LEI: 529900AHXZA1YRZN9C67 | Long             | DBT              | CORP              | AE        |    545000 | PA      | $562730.47    | 0.01%             | 2053-06-30      | Fixed         | 5.79%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                 | S&P 500 Index Option                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       129 | NC      | $1620885.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3636000 | PA      | $3658512.00   | 0.07%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1607000 | PA      | $1618920.73   | 0.03%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4093000 | PA      | $4133105.67   | 0.08%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1273379.40   | 0.02%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VBL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106326.54    | 0.00%             | 2056-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                                           | BPCE S.A.                                                                                     | CUSIP: 05571ABG9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    835000 | PA      | $837511.33    | 0.02%             | 2047-01-13      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc./JBS USA Food Co. Holdings                  | JBS NV/JBS USA Foods Group Holdings Inc./JBS USA Food Co. Holdings                            | CUSIP: 472140AH5<br>LEI: 254900JSFON4WL81TW77 | Long             | DBT              | CORP              | NL        |    537000 | PA      | $549010.90    | 0.01%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc./JBS USA Food Co. Holdings                  | JBS NV/JBS USA Foods Group Holdings Inc./JBS USA Food Co. Holdings                            | CUSIP: 472140AK8<br>LEI: 254900JSFON4WL81TW77 | Long             | DBT              | CORP              | NL        |    229000 | PA      | $233376.19    | 0.00%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Holdings (US), Inc.                                               | GFL Environmental Holdings (US), Inc.                                                         | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $226090.58    | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                                              | Antero Resources Corp.                                                                        | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   2012000 | PA      | $2015309.22   | 0.04%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Colombia Government International Bond                                              | Colombia Government International Bond                                                        | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  15311000 | PA      | $15288033.50  | 0.28%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                              | Colombia Government International Bond                                                        | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   4217000 | PA      | $4193005.27   | 0.08%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                              | Colombia Government International Bond                                                        | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   4756000 | PA      | $4756713.40   | 0.09%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co., L.P.                                                   | Atlas Warehouse Lending Co., L.P.                                                             | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   2829000 | PA      | $2813429.13   | 0.05%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance PLC                                                            | Azule Energy Finance PLC                                                                      | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    371000 | PA      | $375373.99    | 0.01%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Jabil Inc.                                                                          | Jabil Inc.                                                                                    | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   2113000 | PA      | $2105903.70   | 0.04%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                          | Aviation Capital Group LLC                                                                    | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1159324.67   | 0.02%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                             | Sociedad Quimica y Minera de Chile S.A.                                                       | CUSIP: 833636AQ6<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $608520.00    | 0.01%             | 2056-04-22      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4341000 | PA      | $4364241.67   | 0.08%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2779000 | PA      | $2796735.77   | 0.05%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Bristow Group Inc.                                                                  | Bristow Group Inc.                                                                            | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |   5215000 | PA      | $5294690.42   | 0.10%             | 2033-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10095000 | PA      | $10131665.95  | 0.19%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                                 | RCKT Mortgage Trust, Series 2026-CES1, Class A1A                                              | CUSIP: 74939BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5468751 | PA      | $5499097.87   | 0.10%             | 2056-01-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    679000 | PA      | $672631.56    | 0.01%             | 2047-01-23      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7949000 | PA      | $7954351.19   | 0.15%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    521000 | PA      | $518867.51    | 0.01%             | 2047-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8016000 | PA      | $8064231.15   | 0.15%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1955758.29   | 0.04%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7425000 | PA      | $7472472.33   | 0.14%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2218130.68   | 0.04%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2621000 | PA      | $2631986.26   | 0.05%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  44796596 | PA      | $45521809.88  | 0.85%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                                 | CUSIP: 21H060630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25897000 | PA      | $26420528.83  | 0.49%             | 2056-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2026-NQM1, Class A1                               | CUSIP: 36276EAA8<br>LEI: 254900WEVNJASLS4UV47 | Long             | ABS-MBS          | CORP              | US        |   3262974 | PA      | $3274878.33   | 0.06%             | 2066-03-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                             | KeyCorp                                                                                       | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1223194.43   | 0.02%             | 2037-01-28      | Variable      | 5.30%                 | No            |                  2 | On Loan: —       |
| MHP Lux S.A.                                                                        | MHP Lux S.A.                                                                                  | CUSIP: 59318YAC2<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |    316000 | PA      | $328019.11    | 0.01%             | 2029-07-28      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                                  | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5598000 | PA      | $5661247.83   | 0.11%             | 2032-01-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                                 | CUSIP: 21H042638<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  43634000 | PA      | $43132891.00  | 0.80%             | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F030637<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 126151987 | PA      | $114104546.67 | 2.12%             | 2056-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1620173.94   | 0.03%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3184000 | PA      | $3194506.79   | 0.06%             | 2029-01-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475CH6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   5260000 | PA      | $5260279.52   | 0.10%             | 2029-01-26      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                      | Citizens Financial Group, Inc.                                                                | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    951000 | PA      | $964338.91    | 0.02%             | 2036-01-29      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Benin Sukuk S.A.                                                                    | Benin Sukuk S.A.                                                                              | CUSIP: 08205RAA4<br>LEI: 254900FAFYBRYHYVQK50 | Long             | DBT              | NUSS              | BJ        |   3862000 | PA      | $3811886.88   | 0.07%             | 2033-01-29      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                    | Comision Federal de Electricidad                                                              | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    295000 | PA      | $298687.50    | 0.01%             | 2034-01-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corp.                                                              | Truist Financial Corp.                                                                        | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   5022000 | PA      | $5076236.29   | 0.09%             | 2032-01-27      | Variable      | 4.60%                 | No            |                  2 | On Loan: —       |
| Comision Federal de Electricidad                                                    | Comision Federal de Electricidad                                                              | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    250000 | PA      | $253375.02    | 0.00%             | 2051-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 169161822 | PA      | $169960235.35 | 3.16%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F042632<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  71001730 | PA      | $70226715.59  | 1.30%             | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                                 | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  37810000 | PA      | $37947142.92  | 0.70%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc.                                                          | Huntington Bancshares Inc.                                                                    | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |  11707000 | PA      | $11820698.50  | 0.22%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: —       |
| Huntington Bancshares Inc.                                                          | Huntington Bancshares Inc.                                                                    | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3344000 | PA      | $3361445.78   | 0.06%             | 2041-01-28      | Variable      | 5.61%                 | No            |                  2 | On Loan: —       |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77617300 | PA      | $78417728.41  | 1.46%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1203800 | PA      | $1224678.41   | 0.02%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer Inc.                                              | Asurion LLC and Asurion Co-Issuer Inc.                                                        | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   1988000 | PA      | $1979623.88   | 0.04%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                           | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4930155.19   | 0.09%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                           | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2774587.33   | 0.05%             | 2037-01-29      | Variable      | 5.14%                 | No            |                  2 | On Loan: —       |
| Tyco Electronics Group S.A.                                                         | Tyco Electronics Group S.A.                                                                   | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   3731000 | PA      | $3791473.99   | 0.07%             | 2036-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Saudi Arabian Oil Co.                                                               | Saudi Arabian Oil Co.                                                                         | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    428000 | PA      | $428823.90    | 0.01%             | 2036-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10131000 | PA      | $10058441.98  | 0.19%             | 2041-02-02      | Variable      | 5.39%                 | No            |                  2 | On Loan: —       |
| Saudi Arabian Oil Co.                                                               | Saudi Arabian Oil Co.                                                                         | CUSIP: 80415RAB7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   6633000 | PA      | $6637925.00   | 0.12%             | 2029-02-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24886676 | PA      | $25529860.20  | 0.47%             | 2056-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                                                      | United Airlines Holdings, Inc.                                                                | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1254574.96   | 0.02%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bond                                               | Bahrain Government International Bond                                                         | CUSIP: 056909AB0<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    205000 | PA      | $205849.89    | 0.00%             | 2038-02-03      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                          | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5046000 | PA      | $5041841.59   | 0.09%             | 2086-05-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| Fedex Freight Holding Co., Inc.                                                     | Fedex Freight Holding Co., Inc.                                                               | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   2551000 | PA      | $2557244.29   | 0.05%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                                     | Fedex Freight Holding Co., Inc.                                                               | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   3168000 | PA      | $3159420.52   | 0.06%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series II, Pfd.                                                               | CUSIP: 172967242<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    189650 | NS      | $4817110.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                                     | Fedex Freight Holding Co., Inc.                                                               | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   2551000 | PA      | $2565976.95   | 0.05%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                                     | Fedex Freight Holding Co., Inc.                                                               | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   1627000 | PA      | $1627527.18   | 0.03%             | 2033-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                                 | Macquarie Bank Ltd.                                                                           | CUSIP: 55608PCA0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   5788000 | PA      | $5794827.93   | 0.11%             | 2028-02-03      | Floating      | 4.16%                 | No            |                  2 | On Loan: —       |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  59964561 | PA      | $58112737.23  | 1.08%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F020638<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 208766641 | PA      | $173005451.93 | 3.21%             | 2056-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                   | Corp. Nacional del Cobre de Chile                                                             | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   5454000 | PA      | $5591713.50   | 0.10%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital, LLC                                                    | Velocity Commercial Capital, LLC                                                              | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |    277000 | PA      | $281034.02    | 0.01%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F022634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 200016525 | PA      | $173335224.64 | 3.22%             | 2056-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2026-V20 Mortgage Trust                                                   | Benchmark 2026-V20 Mortgage Trust, Series 2026-V20, Class AM                                  | CUSIP: 08164KAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3670000 | PA      | $3815611.65   | 0.07%             | 2059-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                                                   | Morgan Stanley Private Bank, N.A.                                                             | CUSIP: 61776NU35<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  14734000 | PA      | $14704842.30  | 0.27%             | 2030-02-08      | Floating      | 4.46%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Private Bank, N.A.                                                   | Morgan Stanley Private Bank, N.A.                                                             | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   6843000 | PA      | $6876485.67   | 0.13%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: —       |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                                   | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5228000 | PA      | $5265119.22   | 0.10%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                                   | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5408000 | PA      | $5459156.27   | 0.10%             | 2037-01-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                         | CUSIP: 459200LR0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   9330000 | PA      | $9384844.63   | 0.17%             | 2031-02-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                         | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  10202000 | PA      | $10225841.97  | 0.19%             | 2036-02-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                         | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1866000 | PA      | $1870361.85   | 0.03%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8822000 | PA      | $8900639.93   | 0.17%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: —       |
| GGP 2026-TY                                                                         | GGP 2026-TY, Series 2026-TY, Class A                                                          | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9360000 | PA      | $9474798.53   | 0.18%             | 2043-03-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5605000 | PA      | $5464783.86   | 0.10%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3949000 | PA      | $3831999.82   | 0.07%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    884000 | PA      | $847442.33    | 0.02%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8035000 | PA      | $8042516.42   | 0.15%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc.                                                                     | GE Vernova Inc.                                                                               | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |   2094000 | PA      | $2109217.29   | 0.04%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc.                                                                     | GE Vernova Inc.                                                                               | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |   3565000 | PA      | $3611491.56   | 0.07%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| GE Vernova Inc.                                                                     | GE Vernova Inc.                                                                               | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1100085.02   | 0.02%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7086000 | PA      | $7101038.69   | 0.13%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XDV4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5201000 | PA      | $5195704.97   | 0.10%             | 2029-02-04      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9211000 | PA      | $9194814.25   | 0.17%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5915000 | PA      | $5936726.80   | 0.11%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F032633<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  77379877 | PA      | $72931681.62  | 1.35%             | 2056-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp., Series D, Conv. Pfd.                                                            | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |     79328 | NS      | $3648294.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co., Inc.                                                               | McCormick & Co., Inc.                                                                         | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   2096000 | PA      | $2110323.75   | 0.04%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10085000 | PA      | $10162712.89  | 0.19%             | 2032-02-06      | Variable      | 4.46%                 | No            |                  2 | On Loan: —       |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp., Series D                                  | CUSIP: 63743HGD8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  11284000 | PA      | $11297884.51  | 0.21%             | 2027-08-09      | Floating      | 4.11%                 | No            |                  2 | On Loan: —       |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp., Series D                                  | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   6810000 | PA      | $6844959.00   | 0.13%             | 2029-02-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp., Series N                                                               | CUSIP: 060505GP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12862000 | PA      | $12844048.12  | 0.24%             | 2032-02-06      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                                    | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2871000 | PA      | $2822395.38   | 0.05%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| VCI Asset Holdings 2, LLC                                                           | VCI Asset Holdings 2, LLC, Term Loan                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   9272828 | PA      | $9180099.72   | 0.17%             | 2031-02-06      | Floating      | 9.50%                 | No            |                  3 | On Loan: No      |
| United Airlines Holdings, Inc.                                                      | United Airlines Holdings, Inc.                                                                | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   6819000 | PA      | $6885234.31   | 0.13%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                             | Black Pearl Compute LLC                                                                       | CUSIP: 09216NAA8<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |   4741000 | PA      | $4858111.42   | 0.09%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                    | VB-S1 Issuer LLC, Series 2026-1A, Class C2                                                    | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6680000 | PA      | $6725477.44   | 0.12%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp., N.A.                                                                | Zions Bancorp., N.A.                                                                          | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   2459000 | PA      | $2460490.69   | 0.05%             | 2029-02-09      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 350360300 | PA      | $355040896.38 | 6.59%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2026-CSMO, Class A                                       | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15765000 | PA      | $15789328.55  | 0.29%             | 2043-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series JJ                                                                     | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  16672000 | PA      | $16926114.62  | 0.31%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 225401BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9519000 | PA      | $9537309.70   | 0.18%             | 2030-04-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2253800 | PA      | $2260931.16   | 0.04%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F062630<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  39490000 | PA      | $41020820.77  | 0.76%             | 2056-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                                 | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   5891000 | PA      | $6032366.62   | 0.11%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                                 | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   5419000 | PA      | $5510132.46   | 0.10%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                                 | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   8992000 | PA      | $9053178.15   | 0.17%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                                 | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  10055000 | PA      | $10146586.97  | 0.19%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                       | Thermo Fisher Scientific Inc.                                                                 | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   2416000 | PA      | $2436359.90   | 0.05%             | 2031-02-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                       | Thermo Fisher Scientific Inc.                                                                 | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   2323000 | PA      | $2350097.49   | 0.04%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                       | Thermo Fisher Scientific Inc.                                                                 | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   3484000 | PA      | $3545767.10   | 0.07%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F042434<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  42090000 | PA      | $42272692.07  | 0.78%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F050437<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  41610000 | PA      | $42244264.14  | 0.78%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                                 | CUSIP: 21H022630<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  46250000 | PA      | $40821181.94  | 0.76%             | 2056-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lightpath Fiber Issuer LLC                                                          | Lightpath Fiber Issuer LLC, Series 2026-1A, Class A2                                          | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10800000 | PA      | $10970859.24  | 0.20%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lightpath Fiber Issuer LLC                                                          | Lightpath Fiber Issuer LLC, Series 2026-1A, Class B                                           | CUSIP: 53229YAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3748562.50   | 0.07%             | 2056-03-25      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Cousins Properties L.P.                                                             | Cousins Properties L.P.                                                                       | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   4711000 | PA      | $4667513.09   | 0.09%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                       | Cencora, Inc.                                                                                 | CUSIP: 03073EBB0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   3092000 | PA      | $3104383.24   | 0.06%             | 2030-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                       | Cencora, Inc.                                                                                 | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |  10380000 | PA      | $10385838.13  | 0.19%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                               | Dominican Republic International Bond                                                         | CUSIP: 25714PFG8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   5028000 | PA      | $5031771.00   | 0.09%             | 2034-03-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                               | Dominican Republic International Bond                                                         | CUSIP: 25714PFH6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   3775000 | PA      | $3787268.75   | 0.07%             | 2038-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                                   | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   7395000 | PA      | $7463617.10   | 0.14%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Carlyle US CLO 2022-1 Ltd.                                                          | Carlyle US CLO 2022-1 Ltd., Series 2022-1A, Class A1R                                         | CUSIP: 14318JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9007000 | PA      | $9009693.09   | 0.17%             | 2035-04-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                                 | CUSIP: 21H052637<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  30008000 | PA      | $30395633.44  | 0.56%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                 | Citadel Finance LLC                                                                           | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   4380000 | PA      | $4363851.73   | 0.08%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2022-III Ltd.                                                          | CIFC Funding 2022-III Ltd., Series 2022-3A, Class AR                                          | CUSIP: 12571KAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10147000 | PA      | $10152022.77  | 0.19%             | 2035-04-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                 | Citadel Finance LLC                                                                           | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   4567000 | PA      | $4546665.98   | 0.08%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46840700 | PA      | $47173708.34  | 0.88%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1, LLC                                                        | SV RNO Property Owner 1, LLC                                                                  | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3253000 | PA      | $3269866.02   | 0.06%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                               | Howmet Aerospace Inc.                                                                         | CUSIP: 443201AF5<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   4429000 | PA      | $4424707.41   | 0.08%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                               | Howmet Aerospace Inc.                                                                         | CUSIP: 443201AG3<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1376585.69   | 0.03%             | 2029-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                               | Howmet Aerospace Inc.                                                                         | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   2934000 | PA      | $2944314.62   | 0.05%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                                  | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4899000 | PA      | $4902271.55   | 0.09%             | 2030-05-24      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                                  | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3901000 | PA      | $3912224.78   | 0.07%             | 2032-02-24      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                                  | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7847000 | PA      | $7848660.19   | 0.15%             | 2037-02-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                                  | CUSIP: 06738EDH5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2850000 | PA      | $2854411.29   | 0.05%             | 2030-05-24      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Panama                                                                              | Panama                                                                                        | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    390000 | PA      | $392437.50    | 0.01%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Panama                                                                              | Panama                                                                                        | CUSIP: 698299CB8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    735000 | PA      | $735551.25    | 0.01%             | 2034-02-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| GCAT 2026-NQM1 Trust                                                                | GCAT 2026-NQM1 Trust, Series 2026-NQM1, Class A1                                              | CUSIP: 36274BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11700000 | PA      | $11723624.64  | 0.22%             | 2070-12-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                         | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   2579000 | PA      | $2580667.74   | 0.05%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                           | Ivory Coast Government International Bond                                                     | CUSIP: 221625AX4<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    360000 | PA      | $344042.83    | 0.01%             | 2041-02-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                                         | HA Sustainable Infrastructure Capital, Inc.                                                   | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35998.02     | 0.00%             | 2056-11-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                | Caterpillar Financial Services Corp.                                                          | CUSIP: 14913UBK5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  10549000 | PA      | $10588198.61  | 0.20%             | 2029-02-23      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                | Caterpillar Financial Services Corp.                                                          | CUSIP: 14913UBJ8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  20562000 | PA      | $20578088.12  | 0.38%             | 2029-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                                  | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3051000 | PA      | $3062295.93   | 0.06%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                                  | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3791000 | PA      | $3747023.15   | 0.07%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401ABE0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4326000 | PA      | $4315181.32   | 0.08%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                          | Indiana Michigan Power Co.                                                                    | CUSIP: 454889AW6<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |   2624000 | PA      | $2617242.05   | 0.05%             | 2056-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Genesis Energy L.P./ Genesis Energy Finance Corp.                                   | Genesis Energy L.P./ Genesis Energy Finance Corp.                                             | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $48580.32     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                        | Leidos, Inc.                                                                                  | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   4712000 | PA      | $4724802.69   | 0.09%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                           | Michaels Cos., Inc. (The)                                                                     | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     48000 | PA      | $44906.54     | 0.00%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                                           | Michaels Cos., Inc. (The)                                                                     | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    239000 | PA      | $232689.17    | 0.00%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                              | Verisk Analytics, Inc.                                                                        | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   3091000 | PA      | $3106999.97   | 0.06%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                                 | Vertiv Holdings Co.                                                                           | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1760886.16   | 0.03%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                                 | Vertiv Holdings Co.                                                                           | CUSIP: 92537NAB4<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |   4445000 | PA      | $4417276.18   | 0.08%             | 2046-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                                 | Vertiv Holdings Co.                                                                           | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |   2452000 | PA      | $2457967.09   | 0.05%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                                 | Vertiv Holdings Co.                                                                           | CUSIP: 92537NAD0<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |   7886000 | PA      | $7859915.64   | 0.15%             | 2066-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                 | Abbott Laboratories                                                                           | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |  10529000 | PA      | $10536364.09  | 0.20%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                 | Abbott Laboratories                                                                           | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |  14388000 | PA      | $14447987.17  | 0.27%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                 | Abbott Laboratories                                                                           | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5707100.89   | 0.11%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                 | Abbott Laboratories                                                                           | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |  14839000 | PA      | $14840237.72  | 0.28%             | 2029-03-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria S.A.                                                | Banco Bilbao Vizcaya Argentaria S.A.                                                          | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   5200000 | PA      | $5202079.48   | 0.10%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria S.A.                                                | Banco Bilbao Vizcaya Argentaria S.A.                                                          | CUSIP: 05946KAV3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   8600000 | PA      | $8607180.40   | 0.16%             | 2029-03-03      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                        | Phillips Edison Grocery Center Operating Partnership I, L.P.                                  | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2545319.19   | 0.05%             | 2033-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                                  | Reinsurance Group of America, Inc.                                                            | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   1864000 | PA      | $1866531.22   | 0.03%             | 2056-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                               | Sumitomo Mitsui Financial Group, Inc.                                                         | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  12286000 | PA      | $12343107.91  | 0.23%             | 2041-03-03      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                     | Whirlpool Corp., Series A, Conv. Pfd.                                                         | CUSIP: 963320205<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EP               | CORP              | US        |      1723 | NS      | $85891.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc.                                                                  | Omnicom Group Inc.                                                                            | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   2563000 | PA      | $2569064.85   | 0.05%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                                                  | Omnicom Group Inc.                                                                            | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |  12851000 | PA      | $12859004.76  | 0.24%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                                                  | Omnicom Group Inc.                                                                            | CUSIP: 681919BX3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |  15663000 | PA      | $15553704.37  | 0.29%             | 2036-06-02      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    420000 | PA      | $422020.20    | 0.01%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust, Series 2013-3, Class A1                                               | CUSIP: 81745RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294112 | PA      | $259911.80    | 0.00%             | 2043-03-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust, Series 2013-7, Class A2                                               | CUSIP: 81745CAB9<br>LEI: 549300DFASAA48I36408 | Long             | ABS-MBS          | CORP              | US        |    215786 | PA      | $200725.59    | 0.00%             | 2043-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Shellpoint Asset Funding Trust                                                      | Shellpoint Asset Funding Trust, Series 2013-1, Class A3                                       | CUSIP: 822804AK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278081 | PA      | $271421.91    | 0.01%             | 2043-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                    | Paramount Global                                                                              | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18532.31     | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust                                                 | Thornburg Mortgage Securities Trust, Series 2003-6, Class A2                                  | CUSIP: 885220EQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99113 | PA      | $97422.23     | 0.00%             | 2033-12-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                                            | Bear Stearns ALT-A Trust, Series 2004-11, Class 2A3                                           | CUSIP: 07386HMX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102054 | PA      | $103843.42    | 0.00%             | 2034-11-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley, Series F, Pfd.                                                                | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    249737 | NS      | $6338325.06   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31405UV22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41519 | PA      | $42106.22     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                              | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2007-HY2, Class 2A2                            | CUSIP: 92926UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88476 | PA      | $77462.82     | 0.00%             | 2036-11-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                                      | Adjustable Rate Mortgage Trust, Series 2005-1, Class 4A1                                      | CUSIP: 007036FT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192500 | PA      | $189423.69    | 0.00%             | 2035-05-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa, S.A.B.                                                              | Grupo Televisa, S.A.B.                                                                        | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $686369.66    | 0.01%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Republic of South Africa Government International Bond                              | Republic of South Africa Government International Bond                                        | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1000000 | PA      | $843436.91    | 0.02%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31411EUN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        22 | PA      | $23.49        | 0.00%             | 2037-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                        | Wells Fargo Mortgage Backed Securities Trust, Series 2005-AR14, Class A1                      | CUSIP: 94982DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49323 | PA      | $48716.51     | 0.00%             | 2035-08-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2007-A4, Class 3A1                                         | CUSIP: 46631JAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281716 | PA      | $216256.98    | 0.00%             | 2037-06-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust                                                           | GMACM Mortgage Loan Trust, Series 2006-AR1, Class 1A1                                         | CUSIP: 36185MDN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322644 | PA      | $267791.70    | 0.00%             | 2036-04-19      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                              | Paraguay Government International Bond                                                        | CUSIP: EK4231057<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    800000 | PA      | $835185.23    | 0.02%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                     | WFRBS Commercial Mortgage Trust, Series 2014-C23, Class B                                     | CUSIP: 92939HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4693000 | PA      | $4553597.72   | 0.08%             | 2057-10-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371NCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        11 | PA      | $11.58        | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128KLAK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         3 | PA      | $2.84         | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3138W9GM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1501648 | PA      | $1413960.68   | 0.03%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                      | Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Class 3A                       | CUSIP: 86359BWG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395111 | PA      | $386269.20    | 0.01%             | 2034-07-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2005-A5, Class 1A2                                         | CUSIP: 466247SE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51742 | PA      | $50449.53     | 0.00%             | 2035-08-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31298DXB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103956 | PA      | $106579.20    | 0.00%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31386XQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118997 | PA      | $123658.33    | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201V5K4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43145 | PA      | $43995.73     | 0.00%             | 2032-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36207NKG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8210 | PA      | $8262.32      | 0.00%             | 2027-01-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31298GCK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94523 | PA      | $99165.25     | 0.00%             | 2030-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust, Series 2005-3, Class 3A                               | CUSIP: 59020UL52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145893 | PA      | $140020.31    | 0.00%             | 2035-11-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31403VZC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92444 | PA      | $96923.33     | 0.00%             | 2034-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                    | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     16000 | PA      | $13254.08     | 0.00%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust                                                 | Thornburg Mortgage Securities Trust, Series 2005-1, Class A3                                  | CUSIP: 885220HB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221838 | PA      | $218588.98    | 0.00%             | 2045-04-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                           | Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class AS                         | CUSIP: 06054ABB4<br>LEI: 5493005NJP8BSE187672 | Long             | ABS-MBS          | CORP              | US        |   1969142 | PA      | $1965029.15   | 0.04%             | 2048-09-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** AIM Counselor Series Trust (Invesco Counselor Series Trust)

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer