# EDGAR Filing Document

**Accession Number:** 0000842790
**File Stem:** 0000842790-25-000041
**Filing Date:** 2025-10
**Character Count:** 403271
**Document Hash:** df473a352e33cfc40ec1a67802955f19
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000842790-25-000041.hdr.sgml**: 20251030

**ACCESSION NUMBER**: 0000842790-25-000041

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251030

**DATE AS OF CHANGE**: 20251030

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM INVESTMENT SECURITIES FUNDS (INVESCO INVESTMENT SECURITIES FUNDS)
- **CENTRAL INDEX KEY:** 0000842790

**ORGANIZATION NAME:**
- **EIN:** 760343427
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05686
- **FILM NUMBER:** 251433428

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM INVESTMENT SECURITIES FUNDS
- **DATE OF NAME CHANGE:** 20000921

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM INVESTMENT SECURITIES FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM PRIME RATE PREMIUM INCOME FUND INC
- **DATE OF NAME CHANGE:** 19910320

## Series and Classes Contracts Data

### INVESCO Short Term Bond Fund (Series ID: S000000256)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000000621 | Class A      | STBAX           |
| C000000622 | Class C      | STBCX           |
| C000000623 | Class R      | STBRX           |
| C000023124 | CLASS R5     | ISTBX           |
| C000071217 | Class Y      | STBYX           |
| C000120677 | Class R6     | ISTFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-05686

- **c. CIK number of Registrant:** 0000842790

- **d. LEI of Registrant:** G61U5I6LJJEX0O3SU057

- **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 Short Term Bond Fund

- **b. EDGAR series identifier (if any):** S000000256

- **c. LEI of Series:** XXR2E65IO7TCD1YSZT79

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2243943235.04

**Total Liabilities:** $185009897.16

**Net Assets:** $2058933337.88

**Delayed Delivery Securities:** $9356092.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5289.35389289 | **1-Year:** -159439.15103405 | **5-Year:** -243222.81407660 | **10-Year:** -46554.49994057 | **30-Year:** -10773.71307833

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

- **3-Month:** -147.17615336 | **1-Year:** -7042.56543282 | **5-Year:** -13395.42478178 | **10-Year:** -1578.60416413 | **30-Year:** -1.85123172

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000622 | 0.71%                | -0.03%               | 0.96%                |
| Class ID C000023124 | 0.76%                | 0.14%                | 0.88%                |
| Class ID C000071217 | 0.75%                | 0.13%                | 0.87%                |
| Class ID C000000623 | 0.71%                | 0.09%                | 0.83%                |
| Class ID C000120677 | 0.76%                | 0.14%                | 1.01%                |
| Class ID C000000621 | 0.74%                | -0.00%               | 0.99%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1196346.10              | $7321752.76                                |
| Month 2  | $968139.43               | $-4195270.51                               |
| Month 3  | $1544968.62              | $8459358.26                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                                | Title                                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TJD75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     52760 | PA      | $3239.46      | 0.00%             | 2029-02-15      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                        | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    323000 | PA      | $331982.03    | 0.02%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, ARM                                           | CUSIP: 31418MKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3467 | PA      | $3545.66      | 0.00%             | 2038-03-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Urbacon DC L.P.                                                                     | Urbacon DC L.P., Series 2025-1A, Class A2                                            | CUSIP: 916934AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   5000000 | PA      | $3657843.96   | 0.18%             | 2055-08-25      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                             | Sasol Financing USA LLC                                                              | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2964735.15   | 0.14%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM8, Class A1                                                | CUSIP: 67117YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6198251 | PA      | $6181516.44   | 0.30%             | 2062-09-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     24705 | PA      | $2539.50      | 0.00%             | 2032-03-25      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                             | GA Global Funding Trust                                                              | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   4047000 | PA      | $4056614.50   | 0.20%             | 2027-09-23      | Fixed         | 4.40%                 | 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        |   3054576 | PA      | $2735529.38   | 0.13%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc./AAdvantage Loyalty IP Ltd.                                   | American Airlines Inc./AAdvantage Loyalty IP Ltd.                                    | CUSIP: 00253XAA9<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375980.25    | 0.02%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                      | PSEG Power LLC                                                                       | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2057000 | PA      | $2117538.07   | 0.10%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                           | Consolidated Edison Co. of New York, Inc.                                            | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   3189000 | PA      | $3201598.56   | 0.16%             | 2027-11-18      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp.                                                                        | Wabtec Corp.                                                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   2158000 | PA      | $2208415.56   | 0.11%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31380EN59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41085 | PA      | $43201.17     | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | 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        |   3140407 | PA      | $2989692.41   | 0.15%             | 2062-03-27      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                           | SLM Corp.                                                                            | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1363660.12   | 0.07%             | 2030-01-31      | Fixed         | 6.50%                 | 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        |   3024102 | PA      | $2713847.43   | 0.13%             | 2051-10-25      | Variable      | 2.50%                 | 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        |     66921 | PA      | $64107.61     | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2022-1, Class A1                          | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3143509 | PA      | $2783020.69   | 0.14%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2020-AFC1, Class A1                     | CUSIP: 12597MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2207197 | PA      | $2122602.62   | 0.10%             | 2050-02-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding, LLC                                                                | Wendy's Funding, LLC, Series 2019-1A, Class A2I                                      | CUSIP: 95058XAG3<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   6194205 | PA      | $6142467.68   | 0.30%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                         | Truist Bank                                                                          | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   5178000 | PA      | $5181032.86   | 0.25%             | 2028-07-24      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1926964.19   | 0.09%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31293AHV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62604 | PA      | $65895.67     | 0.00%             | 2028-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XI Clo Ltd.                                                           | Cedar Funding XI Clo Ltd., Series 2019-11A, Class A1R2                               | CUSIP: 15033LAW2<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |   2532026 | PA      | $2529240.61   | 0.12%             | 2032-05-29      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136B1BQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      8386 | PA      | $33.07        | 0.00%             | 2044-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-2, Class A2                              | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    847403 | PA      | $851722.54    | 0.04%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44089900 | PA      | $44275904.27  | 2.15%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31390NRM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23256 | PA      | $24100.79     | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                           | O'Reilly Automotive, Inc.                                                            | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   2793000 | PA      | $2840528.20   | 0.14%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                            | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1238251.95   | 0.06%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Qdoba Funding LLC                                                                   | Qdoba Funding LLC, Series 2023-1A, Class A2                                          | CUSIP: 746954AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6368040 | PA      | $6665609.59   | 0.32%             | 2053-09-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31385W2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44712 | PA      | $46208.42     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3137B26D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    166481 | PA      | $3769.45      | 0.00%             | 2028-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36207VWA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       805 | PA      | $815.55       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                      | ING Groep N.V.                                                                       | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3481000 | PA      | $3540663.33   | 0.17%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                           | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3287000 | PA      | $3321589.10   | 0.16%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                                     | Gap, Inc. (The)                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    472000 | PA      | $443078.44    | 0.02%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                  | Smith & Nephew PLC                                                                   | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    760000 | PA      | $770935.86    | 0.04%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                         | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2534000 | PA      | $2560735.93   | 0.12%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4181953.13   | 0.20%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| POSCO                                                                               | POSCO                                                                                | CUSIP: 73730EAC7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   2197000 | PA      | $2207451.24   | 0.11%             | 2026-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                       | Veralto Corp.                                                                        | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1851000 | PA      | $1912520.95   | 0.09%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                 | General Mills, Inc.                                                                  | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1401667.64   | 0.07%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Camden Property Trust                                                               | Camden Property Trust                                                                | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   7282000 | PA      | $7417519.11   | 0.36%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| WEC Energy Group Inc.                                                               | WEC Energy Group Inc.                                                                | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2005123.07   | 0.10%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                                    | Principal Life Global Funding II                                                     | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    975000 | PA      | $986232.13    | 0.05%             | 2027-01-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCQE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     50396 | PA      | $6890.21      | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 2 Year Notes Future                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      4419 | NC      | $2008404.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283HB20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4996 | PA      | $5182.82      | 0.00%             | 2028-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                         | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2705556.77   | 0.13%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                    | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1792000 | PA      | $1794542.49   | 0.09%             | 2025-12-08      | Fixed         | 5.00%                 | 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        |    902000 | PA      | $927240.88    | 0.05%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                               | Delta Air Lines, Inc.                                                                | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2458000 | PA      | $2508226.77   | 0.12%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283GRH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       817 | PA      | $819.22       | 0.00%             | 2026-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3549000 | PA      | $3615393.20   | 0.18%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, IO                                         | CUSIP: 38380HQY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |   1395202 | PA      | $182476.32    | 0.01%             | 2047-10-16      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4457000 | PA      | $4464318.08   | 0.22%             | 2027-03-09      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36206LV55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         6 | PA      | $5.85         | 0.00%             | 2025-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                   | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    789000 | PA      | $789274.11    | 0.04%             | 2025-10-06      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Amrize Finance US LLC                                                               | Amrize Finance US LLC                                                                | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    495000 | PA      | $505423.77    | 0.02%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                                 | Regal Rexnord Corp.                                                                  | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1791000 | PA      | $1854983.87   | 0.09%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                                  | RGA Global Funding                                                                   | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   5014000 | PA      | $5029700.89   | 0.24%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                            | CUSIP: 89236TMJ1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   5014000 | PA      | $5036582.00   | 0.24%             | 2026-08-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    929000 | PA      | $946013.79    | 0.05%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K093, Class X1, IO     | CUSIP: 3137FMCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  20548700 | PA      | $598439.80    | 0.03%             | 2029-05-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM4 Trust                                                                 | OBX 2021-NQM4 Trust, Series 2021-NQM4, Class A1                                      | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4681777 | PA      | $4010572.72   | 0.19%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co., Series FRN                                                     | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3043000 | PA      | $3051679.67   | 0.15%             | 2029-01-24      | Floating      | 5.17%                 | 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        |   4151721 | PA      | $3761458.44   | 0.18%             | 2066-11-26      | Variable      | 1.73%                 | 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        |   3060642 | PA      | $2873169.84   | 0.14%             | 2067-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1862000 | PA      | $1894833.15   | 0.09%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                        | New York Life Global Funding                                                         | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   9490000 | PA      | $9525023.32   | 0.46%             | 2028-07-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                        | Santander Holdings USA, Inc.                                                         | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2304000 | PA      | $2330496.76   | 0.11%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816EE5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1701135.94   | 0.08%             | 2029-04-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                  | General Motors Financial Co., Inc.                                                   | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3614000 | PA      | $3618923.14   | 0.18%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                   | NatWest Group PLC                                                                    | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2764000 | PA      | $2816097.64   | 0.14%             | 2028-03-01      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2201000 | PA      | $2238394.88   | 0.11%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                 | U.S. Treasury 5 Year Notes Future                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -2974 | NC      | $-893071.65   | -0.04%            |  |  |  | No            |                  1 | 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        |   4388000 | PA      | $4465322.26   | 0.22%             | 2055-04-26      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                 | EOG Resources, Inc.                                                                  | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    663000 | PA      | $669616.32    | 0.03%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 10 Year Ultra Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -602 | NC      | $-179724.09   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Holdings Inc.                                                             | RB Global Holdings Inc.                                                              | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    217000 | PA      | $222377.04    | 0.01%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31368HKY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10235 | PA      | $10462.77     | 0.00%             | 2030-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7562000 | PA      | $7661972.89   | 0.37%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                 | BMW US Capital, LLC                                                                  | CUSIP: 05565EDE2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   9952000 | PA      | $9986073.26   | 0.49%             | 2027-08-11      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                          | Sherwin-Williams Co. (The)                                                           | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1400365.79   | 0.07%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association, IO                                         | CUSIP: 38377VGZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    493405 | PA      | $33668.37     | 0.00%             | 2041-04-16      | Floating      | 2.18%                 | 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        |   5550000 | PA      | $5551421.91   | 0.27%             | 2039-01-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394CXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    166018 | PA      | $14302.92     | 0.00%             | 2035-03-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    874000 | PA      | $899597.13    | 0.04%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1037939.99   | 0.05%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31325UP42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     64919 | PA      | $1602.28      | 0.00%             | 2027-12-15      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31403DCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110737 | PA      | $116466.27    | 0.01%             | 2034-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DQD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     59394 | PA      | $2362.02      | 0.00%             | 2035-05-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                 | Georgia-Pacific LLC                                                                  | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    660000 | PA      | $666172.49    | 0.03%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PNC Bank, N.A.                                                                      | PNC Bank, N.A.                                                                       | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   5551000 | PA      | $5560894.10   | 0.27%             | 2027-05-13      | Variable      | 4.54%                 | No            |                  2 | On Loan: —       |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2202000 | PA      | $2233970.18   | 0.11%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                              | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2005-AR16, Class 1A1                  | CUSIP: 92922F6W3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    121814 | PA      | $112491.01    | 0.01%             | 2035-12-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2022-DNA6, Class M1                                              | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    465084 | PA      | $468326.45    | 0.02%             | 2042-09-25      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                          | Allison Transmission, Inc.                                                           | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4910800.95   | 0.24%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Synchrony Card Funding, LLC                                                         | Synchrony Card Funding, LLC, Series 2024-A2, Class A                                 | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1995000 | PA      | $2029396.59   | 0.10%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3692000 | PA      | $3731793.26   | 0.18%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                              | Sempra                                                                               | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1641881.32   | 0.08%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36202CLU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       132 | PA      | $131.50       | 0.00%             | 2025-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                                                  | Goldman Sachs Private Credit Corp.                                                   | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    420000 | PA      | $430317.03    | 0.02%             | 2030-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2023-DNA1, Class M1                                              | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |    888570 | PA      | $903044.62    | 0.04%             | 2043-03-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TM7G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     12923 | PA      | $13254.17     | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | 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        |    622606 | PA      | $566988.91    | 0.03%             | 2065-05-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                                 | Regal Rexnord Corp.                                                                  | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3746197.60   | 0.18%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                              | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2005-AR14, Class 1A4                  | CUSIP: 92922F4D7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27103 | PA      | $25599.48     | 0.00%             | 2035-12-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                 | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $410120.64    | 0.02%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6860000 | PA      | $7159150.88   | 0.35%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     39457 | PA      | $5491.96      | 0.00%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                                   | Rocket Cos., Inc.                                                                    | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $731033.75    | 0.04%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                      | Apollo Global Management, Inc., Pfd.                                                 | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |    239775 | NS      | $6342048.75   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Mortgage Trust                                                      | Banc of America Mortgage Trust, Series 2004-D, Class 2A2                             | CUSIP: 05949ADG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8411 | PA      | $8154.62      | 0.00%             | 2034-05-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31287PHP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13719 | PA      | $14409.67     | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                         | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   5222000 | PA      | $5290286.42   | 0.26%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| MPLX L.P.                                                                           | MPLX L.P.                                                                            | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2237000 | PA      | $2239357.78   | 0.11%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18674400 | PA      | $18699931.45  | 0.91%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3012000 | PA      | $3070907.88   | 0.15%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1255758.11   | 0.06%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                             | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1055703.18   | 0.05%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| IP 2025-IP Mortgage Trust                                                           | IP 2025-IP Mortgage Trust, Series 2025-IP, Class A                                   | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3062749.20   | 0.15%             | 2042-06-10      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                      | Hyundai Capital Services, Inc.                                                       | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   2243000 | PA      | $2289313.60   | 0.11%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Invesco Treasury Portfolio                                                          | Invesco Treasury Portfolio, Institutional Class                                      | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |  29630802 | NS      | $29630801.82  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                  | Banque Federative du Credit Mutuel                                                   | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   4723000 | PA      | $4767522.35   | 0.23%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Keybank N.A.                                                                        | Keybank N.A.                                                                         | CUSIP: 49327M3G7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1588000 | PA      | $1588627.31   | 0.08%             | 2026-01-26      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31296KPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30515 | PA      | $30594.15     | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                            | CUSIP: 89236TKZ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   6330000 | PA      | $6331751.26   | 0.31%             | 2025-09-11      | Fixed         | 5.60%                 | 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        |   4332958 | PA      | $3896753.00   | 0.19%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31296XJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9549 | PA      | $9909.29      | 0.00%             | 2034-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                     | Transocean Titan Financing Ltd.                                                      | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2829286 | PA      | $2909037.63   | 0.14%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                      | Synopsys, Inc.                                                                       | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2343000 | PA      | $2390567.75   | 0.12%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                             | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   6394000 | PA      | $6437140.96   | 0.31%             | 2028-11-26      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Essential Properties, L.P.                                                          | Essential Properties, L.P.                                                           | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |   4821000 | PA      | $4339981.30   | 0.21%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                        | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2731000 | PA      | $2774533.23   | 0.13%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3733000 | PA      | $3827650.70   | 0.19%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 31364JF57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    175732 | PA      | $17726.85     | 0.00%             | 2029-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                                                | TierPoint Issuer LLC, Series 2023-1A, Class A2                                       | CUSIP: 88651CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1068167 | PA      | $1070293.28   | 0.05%             | 2053-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 172967QB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1693000 | PA      | $1721364.13   | 0.08%             | 2031-05-07      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6384000 | PA      | $6450715.99   | 0.31%             | 2027-05-17      | Fixed         | 5.85%                 | 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        |   3117442 | PA      | $3169798.70   | 0.15%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                          | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2682000 | PA      | $2710657.55   | 0.13%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36213GPS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8981 | PA      | $9134.36      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31406EPY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14159 | PA      | $14672.05     | 0.00%             | 2034-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.                                                | Textainer Marine Containers VII Ltd., Series 2021-3A, Class A                        | CUSIP: 88315LAS7<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | US        |   1870000 | PA      | $1683472.41   | 0.08%             | 2046-08-20      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAKM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     64068 | PA      | $7162.87      | 0.00%             | 2032-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36213FQR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48803 | PA      | $49929.15     | 0.00%             | 2033-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31374GB89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7904 | PA      | $7945.38      | 0.00%             | 2027-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2414000 | PA      | $2416631.89   | 0.12%             | 2027-10-15      | Variable      | 4.45%                 | 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        |   2870000 | PA      | $2872816.04   | 0.14%             | 2042-03-15      | Floating      | 6.26%                 | 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        |   4509000 | PA      | $4511520.53   | 0.22%             | 2035-01-21      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $1103862.88   | 0.05%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                               | Saudi Arabian Oil Co.                                                                | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   5022000 | PA      | $5107162.32   | 0.25%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F7G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     49446 | PA      | $4817.39      | 0.00%             | 2032-12-18      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-1, Class A1B                                 | CUSIP: 92537QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1535409 | PA      | $1380856.50   | 0.07%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                             | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2354000 | PA      | $2367290.54   | 0.11%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                 | Synchrony Financial                                                                  | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    388000 | PA      | $390839.59    | 0.02%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| LG Electronics Inc.                                                                 | LG Electronics Inc.                                                                  | CUSIP: 50186QAC7<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |  14770000 | PA      | $15058974.75  | 0.73%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392HRF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     28372 | PA      | $3684.55      | 0.00%             | 2033-02-25      | Floating      | 3.79%                 | 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        |   1688100 | PA      | $1686803.14   | 0.08%             | 2069-09-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC                                             | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    992000 | PA      | $1024188.09   | 0.05%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2020-3, Class A1                                    | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1468797 | PA      | $1393283.11   | 0.07%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US CLO 1 Ltd.                                            | Goldentree Loan Management US CLO 1 Ltd., Series 2017-1A, Class A1R3                 | CUSIP: 38136FBU6<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |   1680000 | PA      | $1678960.08   | 0.08%             | 2034-04-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | Athene Global Funding                                                                | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5034000 | PA      | $5074979.78   | 0.25%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAZ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     76519 | PA      | $9937.15      | 0.00%             | 2033-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                          | CNH Industrial Capital LLC                                                           | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    781000 | PA      | $789976.11    | 0.04%             | 2028-03-21      | Fixed         | 4.75%                 | 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              | US        |   8860000 | PA      | $8866645.00   | 0.43%             | 2034-07-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                                                | Bain Capital Specialty Finance, Inc.                                                 | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    435000 | PA      | $437331.25    | 0.02%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                   | NatWest Group PLC                                                                    | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2199000 | PA      | $2210859.43   | 0.11%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     14248 | PA      | $1391.96      | 0.00%             | 2032-09-25      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans Mortgage Pass-Through Trust                                  | Countrywide Home Loans Mortgage Pass-Through Trust, Series 2005-J4, Class A7         | CUSIP: 126694RQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234779 | PA      | $193302.05    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5061000 | PA      | $5173495.10   | 0.25%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392ERQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     26089 | PA      | $2869.93      | 0.00%             | 2032-07-25      | Floating      | 3.54%                 | 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        |   4488140 | PA      | $4474836.70   | 0.22%             | 2067-05-25      | Variable      | 4.55%                 | 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        |    568097 | PA      | $539483.76    | 0.03%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                     | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    780000 | PA      | $802988.85    | 0.04%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4754000 | PA      | $4839441.65   | 0.24%             | 2031-05-13      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                                                       | FirstEnergy Transmission, LLC                                                        | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    479000 | PA      | $483333.41    | 0.02%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc.                                                                       | HSBC USA Inc.                                                                        | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   2238000 | PA      | $2270119.78   | 0.11%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| American National Global Funding                                                    | American National Global Funding                                                     | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $1052838.01   | 0.05%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                    | Mitsubishi Corp.                                                                     | CUSIP: 606769AJ6<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |   1993000 | PA      | $2052110.25   | 0.10%             | 2029-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PACCAR Financial Corp.                                                              | PACCAR Financial Corp.                                                               | CUSIP: 69371RT89<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   7553000 | PA      | $7602879.26   | 0.37%             | 2027-06-23      | Fixed         | 4.25%                 | 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        |   2180000 | PA      | $2190409.54   | 0.11%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KCS7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5306000 | PA      | $5317191.04   | 0.26%             | 2026-01-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                    | Lincoln Financial Global Funding                                                     | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   6261000 | PA      | $6326525.31   | 0.31%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31395DUU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     33853 | PA      | $40138.43     | 0.00%             | 2036-06-25      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FASW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    148418 | PA      | $17195.58     | 0.00%             | 2032-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36206UQ93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       204 | PA      | $204.55       | 0.00%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                               | Keurig Dr Pepper Inc.                                                                | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    442000 | PA      | $441642.00    | 0.02%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4137000 | PA      | $4165044.64   | 0.20%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31390RKP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26037 | PA      | $26247.13     | 0.00%             | 2032-07-01      | Fixed         | 8.00%                 | 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        |     24879 | PA      | $23518.91     | 0.00%             | 2034-08-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31392X3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     11162 | PA      | $11245.47     | 0.00%             | 2032-02-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31384VYU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       746 | PA      | $773.44       | 0.00%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, ARM                                           | CUSIP: 31410KWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11206 | PA      | $11584.95     | 0.00%             | 2035-05-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp., Series ..                                     | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  11197000 | PA      | $11480022.09  | 0.56%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Intuit Inc.                                                                         | Intuit Inc.                                                                          | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   4207000 | PA      | $4347799.41   | 0.21%             | 2028-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                  | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2369000 | PA      | $2435610.29   | 0.12%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31398LPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     71380 | PA      | $6668.63      | 0.00%             | 2039-12-15      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1267039.47   | 0.06%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3459000 | PA      | $3485548.90   | 0.17%             | 2026-09-25      | Floating      | 5.67%                 | 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        |    349957 | PA      | $341202.41    | 0.02%             | 2059-12-25      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                        | Public Storage Operating Co.                                                         | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   7421000 | PA      | $7448430.98   | 0.36%             | 2027-04-16      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36209ASX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       239 | PA      | $240.00       | 0.00%             | 2028-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31339MXK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      5368 | PA      | $5412.31      | 0.00%             | 2032-01-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2023-6, Class A1                                    | CUSIP: 03464UAA4<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-MBS          | CORP              | US        |   3811609 | PA      | $3850400.35   | 0.19%             | 2067-12-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2021-INV1, Class A4                     | CUSIP: 12661XAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10301543 | PA      | $9391891.73   | 0.46%             | 2056-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                              | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1649603.12   | 0.08%             | 2026-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31392MHL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     43891 | PA      | $45882.20     | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-VOLT, Class C                              | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2707875 | PA      | $2698794.56   | 0.13%             | 2036-09-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1384000 | PA      | $1419601.61   | 0.07%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                      | Pacific Life Global Funding II                                                       | CUSIP: 6944PL2W8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   5005000 | PA      | $5076630.86   | 0.25%             | 2026-08-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                              | Verisk Analytics, Inc.                                                               | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    732000 | PA      | $735372.92    | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Zaxby's Funding LLC                                                                 | Zaxby's Funding LLC, Series 2021-1A, Class A2                                        | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9595200 | PA      | $9045392.16   | 0.44%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82447 | PA      | $85475.92     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PNC Bank, N.A.                                                                      | PNC Bank, N.A.                                                                       | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3446457.95   | 0.17%             | 2028-07-21      | Floating      | 5.09%                 | No            |                  2 | On Loan: —       |
| GCAT 2024-INV1 Trust                                                                | GCAT 2024-INV1 Trust, Series 2024-INV1, Class 2A2                                    | CUSIP: 36831BBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2366485 | PA      | $2418740.11   | 0.12%             | 2054-01-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-7, Class A1                                  | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1547139 | PA      | $1542645.57   | 0.07%             | 2067-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31410KWY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360429 | PA      | $379814.03    | 0.02%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-INV2, Class A1                               | CUSIP: 924923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2019472 | PA      | $2015971.91   | 0.10%             | 2067-10-25      | Variable      | 6.79%                 | 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        |   1835000 | PA      | $1835512.33   | 0.09%             | 2039-01-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Open Text Corp.                                                                     | Open Text Corp.                                                                      | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $358331.84    | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1728000 | PA      | $1742535.38   | 0.08%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 3136A4HF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     40682 | PA      | $40240.76     | 0.00%             | 2042-03-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                        | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   4263000 | PA      | $4291110.78   | 0.21%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                                   | CD Mortgage Trust, Series 2017-CD6, Class XA                                         | CUSIP: 125039AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6828415 | PA      | $91788.24     | 0.00%             | 2050-11-13      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EGP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     27474 | PA      | $2683.25      | 0.00%             | 2032-09-25      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                       | Nordson Corp.                                                                        | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    680000 | PA      | $705447.99    | 0.03%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                            | Bunge Ltd. Finance Corp.                                                             | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   5755000 | PA      | $5787976.44   | 0.28%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                              | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    794000 | PA      | $805552.60    | 0.04%             | 2028-01-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3137ARKB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    360406 | PA      | $6258.56      | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                         | Nationwide Building Society                                                          | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2190000 | PA      | $2241874.16   | 0.11%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust 2025-AZ                                              | VDCM Commercial Mortgage Trust 2025-AZ, Series 2025-AZ, Class A                      | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5295000 | PA      | $5360380.01   | 0.26%             | 2044-07-13      | Variable      | 5.23%                 | 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        |    141165 | PA      | $133133.83    | 0.01%             | 2035-11-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31397L5D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     31733 | PA      | $1640.97      | 0.00%             | 2038-07-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                   | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    829000 | PA      | $844743.90    | 0.04%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| AGCO Corp.                                                                          | AGCO Corp.                                                                           | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1363223.66   | 0.07%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36202DFF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3311 | PA      | $3423.46      | 0.00%             | 2030-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                             | Indonesia Government International Bond                                              | CUSIP: 455780DT0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   9538000 | PA      | $9618917.82   | 0.47%             | 2029-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                             | TTX Co.                                                                              | CUSIP: 87305QCQ2<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |   7110000 | PA      | $7196431.93   | 0.35%             | 2026-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                               | United Airlines, Inc.                                                                | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1114038.82   | 0.05%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3795000 | PA      | $3870662.02   | 0.19%             | 2027-10-22      | Variable      | 6.07%                 | 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        |   3940733 | PA      | $3569002.85   | 0.17%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AXQT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    312259 | PA      | $63658.69     | 0.00%             | 2047-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                             | EnerSys                                                                              | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    337000 | PA      | $331382.72    | 0.02%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4921000 | PA      | $4901227.13   | 0.24%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                                          | Alexander Funding Trust II                                                           | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1365996.21   | 0.07%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd.                                                                     | ICG US CLO Ltd., Series 2016-1A, Class A1RR                                          | CUSIP: 44931NAT8<br>LEI: 635400A7LQADQPBLJB50 | Long             | ABS-CBDO         | CORP              | KY        |   2836144 | PA      | $2838755.95   | 0.14%             | 2034-04-29      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2600438.53   | 0.13%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 313921R34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     58542 | PA      | $5586.15      | 0.00%             | 2031-11-18      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3271000 | PA      | $3301864.73   | 0.16%             | 2027-02-12      | Fixed         | 4.75%                 | 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        |    521603 | PA      | $502538.51    | 0.02%             | 2055-11-25      | Fixed         | 1.31%                 | 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        |   8257565 | PA      | $8261103.73   | 0.40%             | 2039-06-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31410GVK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90916 | PA      | $93448.19     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36208WEG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       181 | PA      | $183.19       | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eagle Funding LuxCo S.a.r.l.                                                        | Eagle Funding LuxCo S.a.r.l.                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |  15783000 | PA      | $16025269.05  | 0.78%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                         | Keysight Technologies, Inc.                                                          | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   2647000 | PA      | $2750919.79   | 0.13%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2022-5, Class A1                                    | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10836999 | PA      | $10929079.64  | 0.53%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   4664000 | PA      | $4768632.22   | 0.23%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                          | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1396000 | PA      | $1412857.30   | 0.07%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| 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        |    373000 | PA      | $386743.19    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                          | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1511102.33   | 0.07%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: —       |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31392KGA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     11896 | PA      | $11869.98     | 0.00%             | 2032-03-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust, Series 2015-C27, Class XA                | CUSIP: 46644ABH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3470484 | PA      | $178.04       | 0.00%             | 2048-02-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1376673.38   | 0.07%             | 2027-01-28      | Variable      | 5.05%                 | No            |                  2 | On Loan: —       |
| WaMu Mortgage Pass-Through Ctfs. Trust                                              | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2003-AR10, Class A7                   | CUSIP: 92922FEB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56545 | PA      | $54478.06     | 0.00%             | 2033-10-25      | Variable      | 6.45%                 | 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        |   4298800 | PA      | $4300330.40   | 0.21%             | 2032-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31403C5V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119413 | PA      | $122736.07    | 0.01%             | 2033-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1A                    | CUSIP: 12660BAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3789935 | PA      | $3687806.40   | 0.18%             | 2067-01-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HFK3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2851000 | PA      | $2895526.89   | 0.14%             | 2026-11-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                        | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7674000 | PA      | $7750076.58   | 0.38%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31371KSD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11517 | PA      | $11922.55     | 0.00%             | 2032-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36213GLY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30304 | PA      | $31496.54     | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                             | CUSIP: 928668BU5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5577000 | PA      | $5578793.45   | 0.27%             | 2025-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                   | Golub Capital Private Credit Fund                                                    | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    883000 | PA      | $886786.76    | 0.04%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                      | Protective Life Global Funding                                                       | CUSIP: 74368CBQ6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   3187000 | PA      | $3197258.47   | 0.16%             | 2026-01-06      | Fixed         | 5.37%                 | 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        |   3320000 | PA      | $3321533.84   | 0.16%             | 2036-10-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2047000 | PA      | $2108804.76   | 0.10%             | 2030-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank, N.A.                                                              | Fifth Third Bank, N.A.                                                               | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   3432000 | PA      | $3431807.95   | 0.17%             | 2028-01-28      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 85325C2F8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2490000 | PA      | $2506390.92   | 0.12%             | 2029-01-21      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC                                             | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1573073.20   | 0.08%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                            | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $1051145.23   | 0.05%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXV Ltd.                                                | Benefit Street Partners CLO XXV Ltd., Series 2021-25A, Class A1R                     | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5262000 | PA      | $5264625.74   | 0.26%             | 2035-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust 2025-AZ                                              | VDCM Commercial Mortgage Trust 2025-AZ, Series 2025-AZ, Class B                      | CUSIP: 91825CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1995000 | PA      | $2019979.59   | 0.10%             | 2044-07-13      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                   | NTT Finance Corp.                                                                    | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1729000 | PA      | $1766860.31   | 0.09%             | 2030-07-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                              | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2949000 | PA      | $2954372.87   | 0.14%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| TransDigm, Inc.                                                                     | TransDigm, Inc., Term Loan                                                           | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1108800 | PA      | $1110374.50   | 0.05%             | 2032-08-30      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136APZR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |   1873256 | PA      | $191776.49    | 0.01%             | 2035-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                        | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   6206000 | PA      | $6300003.52   | 0.31%             | 2028-02-10      | Fixed         | 4.70%                 | 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        |    404521 | PA      | $345838.29    | 0.02%             | 2043-03-25      | Variable      | 2.00%                 | 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        |    814453 | PA      | $773643.32    | 0.04%             | 2060-01-26      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   7289000 | PA      | $7381068.96   | 0.36%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc.                                                                     | Weir Group Inc.                                                                      | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    855000 | PA      | $873349.70    | 0.04%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                                                   | Morgan Stanley Private Bank, N.A.                                                    | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   5265000 | PA      | $5281506.93   | 0.26%             | 2028-07-06      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | CarMax Auto Owner Trust, Series 2022-4, Class A4                                     | CUSIP: 14318UAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11274000 | PA      | $11440479.78  | 0.56%             | 2028-07-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                      | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   5310000 | PA      | $5413412.99   | 0.26%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2022-5A, Class A                  | CUSIP: 05377RFV1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  19000000 | PA      | $19135758.80  | 0.93%             | 2027-04-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31389R7K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20925 | PA      | $21690.43     | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1044315.84   | 0.05%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6238000 | PA      | $6299753.95   | 0.31%             | 2028-04-23      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust, Series 2017-C5, Class XA                              | CUSIP: 90276TAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8737425 | PA      | $147667.73    | 0.01%             | 2050-11-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36201YWY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21848 | PA      | $22193.00     | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1482667.43   | 0.07%             | N/A             | Variable      | 7.62%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GMU0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5852000 | PA      | $5920263.05   | 0.29%             | 2029-05-09      | Floating      | 5.48%                 | No            |                  2 | On Loan: —       |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31395LMA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    201945 | PA      | $13052.54     | 0.00%             | 2035-01-15      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                  | Ryder System, Inc.                                                                   | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1006453.75   | 0.05%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                     | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   3895000 | PA      | $3964543.82   | 0.19%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    806000 | PA      | $820456.63    | 0.04%             | 2029-01-24      | Variable      | 4.92%                 | 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        |   1582773 | PA      | $1585320.95   | 0.08%             | 2031-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust, Series 2017-C4, Class XA                        | CUSIP: 17326FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18081499 | PA      | $306922.60    | 0.01%             | 2050-10-12      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31384WPH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13817 | PA      | $13922.08     | 0.00%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2240000 | PA      | $2276749.26   | 0.11%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2022-3, Class A1                          | CUSIP: 31573EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4437745 | PA      | $4425101.97   | 0.21%             | 2067-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                          | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4153000 | PA      | $4203104.82   | 0.20%             | 2029-05-09      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    719000 | PA      | $740375.84    | 0.04%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| 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        |   6690000 | PA      | $6886981.70   | 0.33%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                   | NatWest Group PLC                                                                    | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1947295.69   | 0.09%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                      | Var Energi ASA                                                                       | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1346000 | PA      | $1396444.50   | 0.07%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K735, Class X1, IO     | CUSIP: 3137FMU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  25644470 | PA      | $113597.31    | 0.01%             | 2026-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AAQJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    438624 | PA      | $52699.48     | 0.00%             | 2042-12-25      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36202CWV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2537 | PA      | $2550.69      | 0.00%             | 2027-07-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                    | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    777000 | PA      | $792132.69    | 0.04%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| British Airways Pass-Through Trust                                                  | British Airways Pass-Through Trust                                                   | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |    206447 | PA      | $199208.21    | 0.01%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust, Series 2017-HR2, Class XA                            | CUSIP: 61691NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6849182 | PA      | $109239.66    | 0.01%             | 2050-12-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31375W6C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        63 | PA      | $65.88        | 0.00%             | 2026-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Invesco High Yield Select ETF                                                       | Invesco High Yield Select ETF                                                        | CUSIP: 46090A754<br>LEI: 549300CIKWQL9VXSUD47 | Long             | EC               | RF                | US        |      9000 | NS      | $230850.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam S.p.A.                                                                         | Snam S.p.A.                                                                          | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   1068000 | PA      | $1083797.99   | 0.05%             | 2030-05-28      | Fixed         | 5.00%                 | 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        |   4055000 | PA      | $4057218.09   | 0.20%             | 2042-03-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                 | CUSIP: 78017DAD0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   7485000 | PA      | $7493178.19   | 0.36%             | 2031-02-04      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31297BTP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16989 | PA      | $17881.61     | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2025-SFR1 Trust                                                  | Tricon Residential 2025-SFR1 Trust, Series 2025-SFR1, Class A                        | CUSIP: 895974AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4023674 | PA      | $4035404.56   | 0.20%             | 2042-03-17      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                          | CNH Industrial Capital LLC                                                           | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2424000 | PA      | $2426240.99   | 0.12%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Amrize Finance US LLC                                                               | Amrize Finance US LLC                                                                | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   3494000 | PA      | $3513518.92   | 0.17%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                                 | Frontier Issuer LLC, Series 2023-1, Class A2                                         | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5507791 | PA      | $5598848.55   | 0.27%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                         | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2351000 | PA      | $2459847.77   | 0.12%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                 | BMW US Capital, LLC                                                                  | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   3786000 | PA      | $3788834.35   | 0.18%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Blue Owl Technology Finance Corp.                                                   | Blue Owl Technology Finance Corp.                                                    | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   3844000 | PA      | $3893152.69   | 0.19%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 53B Ltd.                                                 | Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class AR                       | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |   6284000 | PA      | $6285445.32   | 0.31%             | 2034-07-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   8053000 | PA      | $8192994.80   | 0.40%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                             | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2849000 | PA      | $2873154.53   | 0.14%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5968000 | PA      | $6066799.05   | 0.29%             | 2029-04-25      | Variable      | 4.73%                 | 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        |   2973344 | PA      | $2974494.85   | 0.14%             | 2032-01-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1561000 | PA      | $1613385.68   | 0.08%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TDPP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     73808 | PA      | $74712.70     | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                     | Residential Mortgage Loan Trust, Series 2020-1, Class A1                             | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76947 | PA      | $76396.38     | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                          | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2487000 | PA      | $2511056.63   | 0.12%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: —       |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     47753 | PA      | $6042.29      | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regatta XIII Funding Ltd.                                                           | Regatta XIII Funding Ltd., Series 2018-2A, Class A1R                                 | CUSIP: 75888FAL9<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |   1749421 | PA      | $1749956.55   | 0.08%             | 2031-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.  | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3526000 | PA      | $3580748.80   | 0.17%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31403DWC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24679 | PA      | $25574.79     | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                    | Bank of Montreal                                                                     | CUSIP: 06368MJH8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3720000 | PA      | $3733893.72   | 0.18%             | 2029-01-27      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4088000 | PA      | $4316346.28   | 0.21%             | 2029-09-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc.                                                         | Constellation Software Inc.                                                          | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    928000 | PA      | $951065.03    | 0.05%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4369000 | PA      | $4390330.11   | 0.21%             | 2028-11-19      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AB5N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    112134 | PA      | $13276.96     | 0.00%             | 2043-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31396XUE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     78174 | PA      | $6342.10      | 0.00%             | 2037-06-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     19093 | PA      | $2100.32      | 0.00%             | 2032-07-25      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31325UP26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     88569 | PA      | $1714.09      | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                    | Equitable America Global Funding                                                     | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   3933000 | PA      | $3973188.93   | 0.19%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                       | Citibank N.A.                                                                        | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2703046.41   | 0.13%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: —       |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394B6Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    352030 | PA      | $29379.98     | 0.00%             | 2035-02-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, IO                                         | CUSIP: 38380HHZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |   1274875 | PA      | $176717.80    | 0.01%             | 2047-09-16      | Fixed         | 4.50%                 | 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        |     13000 | NS      | $325455.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class B                                                  | CUSIP: 12433EAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3435000 | PA      | $3436445.10   | 0.17%             | 2039-01-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283HV85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2269 | PA      | $2353.74      | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-3A, Class A2I                                        | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2967575 | PA      | $2972178.30   | 0.14%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                         | TELUS Corp.                                                                          | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   4496000 | PA      | $4575237.41   | 0.22%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1632799.40   | 0.08%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank, N.A.                                                              | Fifth Third Bank, N.A.                                                               | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2507024.19   | 0.12%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: —       |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2734000 | PA      | $2787068.14   | 0.14%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3128M6FN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146576 | PA      | $154700.65    | 0.01%             | 2035-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     57278 | PA      | $6720.54      | 0.00%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31393APX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    382885 | PA      | $48954.41     | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | 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       |       -62 | NC      | $-24294.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                                                       | Veralto Corp.                                                                        | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   4555000 | PA      | $4603705.70   | 0.22%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Plains All American Pipeline, L.P.                                                  | Plains All American Pipeline, L.P., Series B                                         | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   4776000 | PA      | $4789673.69   | 0.23%             | N/A             | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                         | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2637000 | PA      | $2724187.32   | 0.13%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2021-1, Class A1                          | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    849404 | PA      | $745708.54    | 0.04%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2021-LGCY, Class A                                                  | CUSIP: 12434DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25000000 | PA      | $24928150.00  | 1.21%             | 2036-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                                                 | Public Service Co. of New Hampshire                                                  | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |   3427000 | PA      | $3464526.10   | 0.17%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3152000 | PA      | $3166432.35   | 0.15%             | 2026-11-03      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36225AQQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       191 | PA      | $191.13       | 0.00%             | 2026-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DPX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     30674 | PA      | $3117.40      | 0.00%             | 2032-03-18      | Floating      | 3.54%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                      | DTE Energy Co.                                                                       | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    848000 | PA      | $859855.43    | 0.04%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Trans-Allegheny Interstate Line Co.                                                 | Trans-Allegheny Interstate Line Co.                                                  | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $440778.65    | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                             | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1524000 | PA      | $1537096.11   | 0.07%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31396PVF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    479813 | PA      | $500368.72    | 0.02%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                             | X Corp., Term Loan B                                                                 | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    989809 | PA      | $968953.70    | 0.05%             | 2029-10-27      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31359XCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     18934 | PA      | $19243.19     | 0.00%             | 2029-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                          | Niagara Mohawk Power Corp.                                                           | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   2794000 | PA      | $2807784.37   | 0.14%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                          | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1560800.26   | 0.08%             | 2026-01-15      | Fixed         | 5.85%                 | 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        |   3117332 | PA      | $2955195.89   | 0.14%             | 2040-12-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EP0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4991000 | PA      | $5028080.19   | 0.24%             | 2030-11-19      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3137AXEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    176716 | PA      | $3345.55      | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd.                                              | Delta Air Lines Inc / SkyMiles IP Ltd.                                               | CUSIP: 830867AA5<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | US        |    952707 | PA      | $951632.81    | 0.05%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                         | Wayfair LLC                                                                          | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2555322.50   | 0.12%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| L3Harris Technologies, Inc.                                                         | L3Harris Technologies, Inc.                                                          | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   3577000 | PA      | $3634972.01   | 0.18%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1998000 | PA      | $2080178.58   | 0.10%             | 2028-11-07      | Fixed         | 6.80%                 | 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        |   7877000 | PA      | $8130557.48   | 0.39%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3993000 | PA      | $4049497.64   | 0.20%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31388UJP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1099 | PA      | $1138.97      | 0.00%             | 2032-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133994L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     22315 | PA      | $22539.32     | 0.00%             | 2031-08-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36205YBQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1852 | PA      | $1861.84      | 0.00%             | 2028-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    684000 | PA      | $695660.66    | 0.03%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FANS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     23996 | PA      | $3007.31      | 0.00%             | 2032-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      3514 | PA      | $186.32       | 0.00%             | 2028-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31397QWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     62635 | PA      | $60221.91     | 0.00%             | 2041-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31395U5B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     94997 | PA      | $6036.88      | 0.00%             | 2035-05-15      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCHX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     70539 | PA      | $9726.21      | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | Athene Global Funding                                                                | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5714000 | PA      | $5744388.48   | 0.28%             | 2026-08-27      | Fixed         | 4.86%                 | 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        |   2452000 | PA      | $2452689.01   | 0.12%             | 2034-04-18      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                             | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4456000 | PA      | $4521083.89   | 0.22%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31292GY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6231 | PA      | $6465.24      | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                             | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1035129.24   | 0.05%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                                 | Southwest Gas Corp.                                                                  | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    659000 | PA      | $678473.42    | 0.03%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2023-NQM1, Class A1                                                | CUSIP: 670855AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2570602 | PA      | $2570530.73   | 0.12%             | 2062-11-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM7, Class A1                                                | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2754258 | PA      | $2747344.33   | 0.13%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                             | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   1855000 | PA      | $1894395.34   | 0.09%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                            | Benchmark Mortgage Trust, Series 2018-B1, Class XA                                   | CUSIP: 08162PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16605227 | PA      | $163679.38    | 0.01%             | 2051-01-15      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   6754000 | PA      | $6797027.30   | 0.33%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-2, Class A3                              | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    730000 | PA      | $744057.17    | 0.04%             | 2028-04-20      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2021-INV1, Class A6                      | CUSIP: 36263KAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3989068 | PA      | $3574545.24   | 0.17%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2021-6A, Class A1R                              | CUSIP: 05684PAL0<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |   1210000 | PA      | $1212348.61   | 0.06%             | 2034-10-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                                | American Airlines Pass-Through Trust, Series B                                       | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1173840 | PA      | $1126830.99   | 0.05%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GMP1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1720802.84   | 0.08%             | 2031-01-24      | Floating      | 5.38%                 | No            |                  2 | On Loan: —       |
| Pricoa Global Funding I                                                             | Pricoa Global Funding I                                                              | CUSIP: 74153WCT4<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   2054000 | PA      | $2082183.20   | 0.10%             | 2026-08-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp., N.A.                                                                | Zions Bancorp., N.A.                                                                 | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   2279000 | PA      | $2288016.43   | 0.11%             | 2028-08-18      | Variable      | 4.70%                 | 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        |  10381000 | PA      | $11033663.85  | 0.54%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: —       |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2169000 | PA      | $2239388.00   | 0.11%             | 2028-02-08      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                               | Cleveland-Cliffs Inc.                                                                | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1981880.55   | 0.10%             | 2029-11-01      | Fixed         | 6.88%                 | 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        |   5479149 | PA      | $5155027.08   | 0.25%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                        | Cummins Inc.                                                                         | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   2112000 | PA      | $2129815.27   | 0.10%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                    | Xcel Energy Inc.                                                                     | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    444000 | PA      | $449664.28    | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1                            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1, Series 2025-NQM1, Class A1 | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5463743 | PA      | $5516619.17   | 0.27%             | 2069-11-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DJ0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1928000 | PA      | $1965098.56   | 0.10%             | 2031-04-24      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                       | Citigroup Mortgage Loan Trust, Series 2006-AR1, Class 1A1                            | CUSIP: 17307G2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    282266 | PA      | $270666.68    | 0.01%             | 2035-10-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                               | Cleveland-Cliffs Inc.                                                                | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499239.65   | 0.07%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                        | Walmart Inc.                                                                         | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   4795000 | PA      | $4819580.27   | 0.23%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3796676.97   | 0.18%             | 2028-05-07      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31410FV85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17218 | PA      | $18106.28     | 0.00%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3128LXNJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127279 | PA      | $132030.37    | 0.01%             | 2032-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31288D6S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85037 | PA      | $89505.62     | 0.00%             | 2033-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    361000 | PA      | $361757.70    | 0.02%             | 2027-09-10      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| LG Electronics Inc.                                                                 | LG Electronics Inc.                                                                  | CUSIP: 50186QAD5<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |   1284000 | PA      | $1337503.54   | 0.06%             | 2029-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2877000 | PA      | $2900741.81   | 0.14%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2024-10, Class A1                                   | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |   3185648 | PA      | $3202270.61   | 0.16%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2230184.04   | 0.11%             | 2027-08-14      | Variable      | 5.89%                 | 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        |    159116 | PA      | $152057.62    | 0.01%             | 2036-02-25      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136ASXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    519769 | PA      | $68548.94     | 0.00%             | 2046-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31389X4V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2018 | PA      | $2091.85      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                       | ArcelorMittal                                                                        | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   2073000 | PA      | $2163786.93   | 0.11%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     19134 | PA      | $1907.78      | 0.00%             | 2032-04-25      | Floating      | 3.64%                 | 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        |   1011000 | PA      | $1058255.37   | 0.05%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                        | Cadence Design Systems, Inc.                                                         | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   2161000 | PA      | $2177375.91   | 0.11%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc. Trust                                              | Residential Accredit Loans, Inc. Trust, Series 2006-QS13, Class 1A8                  | CUSIP: 75115DAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2432 | PA      | $1932.28      | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                         | PRKCM Trust, Series 2022-AFC2, Class A1                                              | CUSIP: 69377TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4262846 | PA      | $4258489.65   | 0.21%             | 2057-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                  | Banque Federative du Credit Mutuel                                                   | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   9643000 | PA      | $9686910.56   | 0.47%             | 2028-10-16      | Floating      | 5.35%                 | 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        |   1545277 | PA      | $1389870.82   | 0.07%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                           | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    249000 | PA      | $252934.79    | 0.01%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WEQ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   6130000 | PA      | $6136349.52   | 0.30%             | 2025-10-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                             | AstraZeneca Finance LLC                                                              | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2409117.85   | 0.12%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Comerica Inc.                                                                       | Comerica Inc.                                                                        | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    564000 | PA      | $585274.36    | 0.03%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: —       |
| MILE Trust 2025-STNE                                                                | MILE Trust 2025-STNE, Series 2025-STNE, Class B                                      | CUSIP: 59918AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1515000 | PA      | $1518226.65   | 0.07%             | 2042-07-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                      | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   3355000 | PA      | $3456842.23   | 0.17%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31325UPL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    125175 | PA      | $2841.66      | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2022-1A, Class A1                               | CUSIP: 05684UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2554000 | PA      | $2557287.00   | 0.12%             | 2035-04-18      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC                                                                 | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    744000 | PA      | $762147.25    | 0.04%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust 2025-AZ                                              | VDCM Commercial Mortgage Trust 2025-AZ, Series 2025-AZ, Class D                      | CUSIP: 91825CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3360000 | PA      | $3402752.30   | 0.17%             | 2044-07-13      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                                 | Lithia Motors, Inc.                                                                  | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5949334.80   | 0.29%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31392CE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     14527 | PA      | $14674.76     | 0.00%             | 2032-04-25      | Floating      | 5.46%                 | 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        |   1490000 | PA      | $1503914.51   | 0.07%             | 2028-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                                                      | Rentokil Terminix Funding, LLC                                                       | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2307851.49   | 0.11%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2032965.76   | 0.10%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC69<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7182000 | PA      | $7192684.30   | 0.35%             | 2031-01-28      | Floating      | 5.45%                 | 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        |   2961966 | PA      | $2961900.48   | 0.14%             | 2038-11-15      | Floating      | 5.33%                 | 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        |   2228000 | PA      | $2231520.24   | 0.11%             | 2034-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                  | Ryder System, Inc.                                                                   | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2242000 | PA      | $2275095.48   | 0.11%             | 2027-03-15      | Fixed         | 5.30%                 | 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        |   4931000 | PA      | $4936419.17   | 0.24%             | 2034-04-17      | Floating      | 5.40%                 | 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        |    540717 | PA      | $527227.71    | 0.03%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                               | Delta Air Lines, Inc.                                                                | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   7766000 | PA      | $7866336.72   | 0.38%             | 2028-07-10      | Fixed         | 4.95%                 | 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        |   1403000 | PA      | $1420971.28   | 0.07%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    190000 | PA      | $192091.58    | 0.01%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31395VZ51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    119880 | PA      | $5998.01      | 0.00%             | 2035-07-15      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                         | Imperial Brands Finance PLC                                                          | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   3751000 | PA      | $3776057.58   | 0.18%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31407NJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9784 | PA      | $10525.11     | 0.00%             | 2035-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31393YKN4<br>LEI: N/A                  | Long             | ABS-APCP         | USGSE             | US        |     34288 | PA      | $34192.31     | 0.00%             | 2047-02-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                  | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    341000 | PA      | $360004.28    | 0.02%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                   | Enterprise Products Operating LLC                                                    | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3309000 | PA      | $3335216.55   | 0.16%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31402DPF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148172 | PA      | $153581.79    | 0.01%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                            | CUSIP: 75513ECQ2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    548000 | PA      | $549369.86    | 0.03%             | 2026-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DCP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     29023 | PA      | $2319.01      | 0.00%             | 2032-04-25      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1507000 | PA      | $1518626.72   | 0.07%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                      | Element Fleet Management Corp.                                                       | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   2115000 | PA      | $2240662.68   | 0.11%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                             | GSR Mortgage Loan Trust, Series 2005-AR4, Class 6A1                                  | CUSIP: 362341FR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16658 | PA      | $15722.89     | 0.00%             | 2035-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                             | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    695000 | PA      | $718215.63    | 0.03%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-VOLT, Class B                              | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10971979 | PA      | $10941472.03  | 0.53%             | 2036-09-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36209BA24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       183 | PA      | $183.20       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust 2025-1C                                              | BSTN Commercial Mortgage Trust 2025-1C, Series 2025-1C, Class A                      | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4936000 | PA      | $5079604.04   | 0.25%             | 2044-06-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1369228.34   | 0.07%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P., Series H                                                       | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176074.68    | 0.01%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Invesco Private Prime Fund                                                          | Invesco Private Prime Fund                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        | 114293322 | NS      | $114293321.71 | 5.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                   | Chase Home Lending Mortgage Trust, Series 2019-ATR1, Class A1                        | CUSIP: 16158RAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40595 | PA      | $38913.28     | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36207GK65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       348 | PA      | $348.50       | 0.00%             | 2026-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YW70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     20300 | PA      | $2230.94      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2022-HQA3, Class M1                                              | CUSIP: 35564KE39<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |   1631302 | PA      | $1663091.81   | 0.08%             | 2042-08-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                          | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1303646.20   | 0.06%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31410KQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140650 | PA      | $145796.56    | 0.01%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31395MTC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     40528 | PA      | $2525.75      | 0.00%             | 2035-02-15      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31395XN43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    669740 | PA      | $691128.54    | 0.03%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                    | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3372000 | PA      | $3403109.90   | 0.17%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust, Series 2013-7, Class A2                                      | CUSIP: 81745CAB9<br>LEI: 549300DFASAA48I36408 | Long             | ABS-MBS          | CORP              | US        |    313984 | PA      | $283743.93    | 0.01%             | 2043-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31392EXR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      9544 | PA      | $9520.08      | 0.00%             | 2032-10-18      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                     | EMD Finance LLC                                                                      | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1860489.50   | 0.09%             | 2028-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1108648.73   | 0.05%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6197000 | PA      | $6258087.36   | 0.30%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Pass-Through Ctfs.                                | Structured Asset Securities Corp. Pass-Through Ctfs., Series 2002-AL1, Class AIO     | CUSIP: 86358RYA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148368 | PA      | $8225.40      | 0.00%             | 2032-02-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31371KEA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1325 | PA      | $1348.88      | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31393FG91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     19282 | PA      | $1176.01      | 0.00%             | 2029-06-15      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                        | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   4932000 | PA      | $4975732.93   | 0.24%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1323603.28   | 0.06%             | 2027-04-04      | Floating      | 5.42%                 | 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        |   1523000 | PA      | $1523750.84   | 0.07%             | 2034-07-18      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAA83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     96635 | PA      | $11323.78     | 0.00%             | 2033-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392AZY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     15250 | PA      | $1557.58      | 0.00%             | 2031-11-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                               | Honda Motor Co., Ltd.                                                                | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   9116000 | PA      | $9175663.03   | 0.45%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1782953.16   | 0.09%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                         | Pinnacle West Capital Corp.                                                          | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1158116.61   | 0.06%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Pinnacle West Capital Corp.                                                         | Pinnacle West Capital Corp.                                                          | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    704000 | PA      | $714866.16    | 0.03%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36206YLB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3249 | PA      | $3275.89      | 0.00%             | 2027-12-15      | Fixed         | 7.00%                 | 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        |   3978000 | PA      | $3979058.15   | 0.19%             | 2034-05-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     71303 | PA      | $9839.68      | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                                  | Vail Resorts, Inc.                                                                   | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   1649000 | PA      | $1672011.80   | 0.08%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36208DUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       166 | PA      | $167.50       | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3652675.71   | 0.18%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: —       |
| Countrywide Home Loans Mortgage Pass-Through Trust                                  | Countrywide Home Loans Mortgage Pass-Through Trust, Series 2005-17, Class 1A8        | CUSIP: 12669G5U1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128401 | PA      | $128631.19    | 0.01%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                       | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   3803000 | PA      | $3869807.91   | 0.19%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                      | Element Fleet Management Corp.                                                       | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   2184000 | PA      | $2228250.07   | 0.11%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                        | New York Life Global Funding                                                         | CUSIP: 64953BCA4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   9490000 | PA      | $9527582.96   | 0.46%             | 2028-07-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                         | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3256000 | PA      | $3262333.73   | 0.16%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2021-3A, Class AR                               | CUSIP: 05683NAJ1<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |    705000 | PA      | $706121.66    | 0.03%             | 2034-07-24      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31403DLW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64103 | PA      | $66717.55     | 0.00%             | 2032-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Office Properties Income Trust                                                      | Office Properties Income Trust                                                       | CUSIP: 67623CAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1069000 | PA      | $735589.59    | 0.04%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                          | Sherwin-Williams Co. (The)                                                           | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   7636000 | PA      | $7671434.02   | 0.37%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                 | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    749000 | PA      | $760956.02    | 0.04%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                | Caterpillar Financial Services Corp.                                                 | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   3392000 | PA      | $3418684.52   | 0.17%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4621000 | PA      | $4736908.54   | 0.23%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TSMQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     49574 | PA      | $2679.46      | 0.00%             | 2029-06-15      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31395DUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     93860 | PA      | $111210.82    | 0.01%             | 2036-06-25      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership, L.P.                                              | Brandywine Operating Partnership, L.P.                                               | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   4768000 | PA      | $5073733.70   | 0.25%             | 2028-03-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: —       |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   4415000 | PA      | $4441242.94   | 0.22%             | 2027-02-05      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31392MW99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     14043 | PA      | $14148.24     | 0.00%             | 2032-02-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31392RKE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      6857 | PA      | $6908.68      | 0.00%             | 2031-12-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                          | WarnerMedia Holdings, Inc.                                                           | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4468689.50   | 0.22%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PFF4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3171000 | PA      | $3188023.99   | 0.15%             | 2026-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                  | Berry Global, Inc.                                                                   | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    875000 | PA      | $874432.56    | 0.04%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2021-4A, Class A1R                              | CUSIP: 05685AAQ1<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |    895000 | PA      | $896138.44    | 0.04%             | 2034-10-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Roblox Corp.                                                                        | Roblox Corp.                                                                         | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4710218.04   | 0.23%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2541919.52   | 0.12%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31339W2H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     56934 | PA      | $59590.68     | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                    | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    526000 | PA      | $536082.42    | 0.03%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                         | Truist Bank                                                                          | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   3961000 | PA      | $3973690.05   | 0.19%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                             | CUSIP: 110122EE4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    519000 | PA      | $525643.83    | 0.03%             | 2027-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                     | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   7370000 | PA      | $7397574.12   | 0.36%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   4668000 | PA      | $4702050.91   | 0.23%             | 2027-03-20      | Fixed         | 4.50%                 | 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        |   3817754 | PA      | $3438003.59   | 0.17%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31393JC55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      1306 | PA      | $1305.55      | 0.00%             | 2033-01-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31392EQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      4472 | PA      | $4505.71      | 0.00%             | 2032-04-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3572000 | PA      | $3591026.69   | 0.17%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31371H2F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2751 | PA      | $2841.04      | 0.00%             | 2029-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                 | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1425242.59   | 0.07%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501545.00   | 0.07%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                                  | Northwestern Mutual Global Funding                                                   | CUSIP: 66815L2R9<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   2314000 | PA      | $2350969.97   | 0.11%             | 2027-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31391B6M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       144 | PA      | $149.75       | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | 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        |   3590000 | PA      | $3617560.97   | 0.18%             | 2055-07-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Citadel L.P.                                                                        | Citadel L.P.                                                                         | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    349000 | PA      | $363763.79    | 0.02%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Elevance Health, Inc.                                                               | Elevance Health, Inc.                                                                | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2881000 | PA      | $2881643.53   | 0.14%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                         | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2013000 | PA      | $2047029.20   | 0.10%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Santander UK Group Holdings PLC                                                     | Santander UK Group Holdings PLC                                                      | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2091000 | PA      | $2101242.18   | 0.10%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                     | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2386000 | PA      | $2425194.01   | 0.12%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   3939000 | PA      | $3950348.46   | 0.19%             | 2027-09-16      | Fixed         | 4.12%                 | 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        |    651027 | PA      | $624641.15    | 0.03%             | 2065-05-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2549000 | PA      | $2555241.48   | 0.12%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: —       |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     20669 | PA      | $2090.40      | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | Athene Global Funding                                                                | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2008000 | PA      | $2043255.86   | 0.10%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31371K3B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15135 | PA      | $15616.10     | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                               | Honda Motor Co., Ltd.                                                                | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |  11606000 | PA      | $11717804.78  | 0.57%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                    | Omega Healthcare Investors, Inc.                                                     | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   2218000 | PA      | $2250992.64   | 0.11%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                                  | United Airlines Pass-Through Trust, Series 20-1                                      | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1407253 | PA      | $1441723.75   | 0.07%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                           | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    902000 | PA      | $924401.97    | 0.04%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TTX30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     12823 | PA      | $13357.61     | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                       | Citigroup Mortgage Loan Trust, Series 2021-INV3, Class A3                            | CUSIP: 17329VBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4968797 | PA      | $4065777.10   | 0.20%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8056000 | PA      | $8200366.34   | 0.40%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2020-1, Class A1                          | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27028 | PA      | $26900.28     | 0.00%             | 2065-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc.                                                           | Lennox International Inc.                                                            | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |   1324000 | PA      | $1372288.91   | 0.07%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                   | Genuine Parts Co.                                                                    | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   1669000 | PA      | $1777808.35   | 0.09%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31403XSW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38819 | PA      | $40811.50     | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36206JK45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        94 | PA      | $94.08        | 0.00%             | 2026-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    701000 | PA      | $723815.73    | 0.04%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                  | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    595000 | PA      | $595054.89    | 0.03%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                             | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1153038.55   | 0.06%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                             | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    479000 | PA      | $490430.32    | 0.02%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6583000 | PA      | $6674813.17   | 0.32%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Molex Electronic Technologies, LLC                                                  | Molex Electronic Technologies, LLC                                                   | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $1030123.97   | 0.05%             | 2028-04-30      | Fixed         | 4.75%                 | 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        |  13275000 | PA      | $12827862.82  | 0.62%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5625000 | PA      | $5649118.31   | 0.27%             | 2027-01-12      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                                                  | Goldman Sachs Private Credit Corp.                                                   | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    420000 | PA      | $426722.49    | 0.02%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                             | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   1536000 | PA      | $1606927.38   | 0.08%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2013000 | PA      | $2024154.74   | 0.10%             | 2028-08-15      | Fixed         | 4.15%                 | 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        |      1435 | PA      | $1481.74      | 0.00%             | 2037-02-01      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| IP Lending IV Ltd.                                                                  | IP Lending IV Ltd., Series 2022-4A, Class SNR                                        | CUSIP: 44989DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   6557000 | PA      | $6530772.00   | 0.32%             | 2027-04-28      | Fixed         | 6.05%                 | No            |                  3 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                             | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2191000 | PA      | $2222176.53   | 0.11%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4251000 | PA      | $4312524.72   | 0.21%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3137AEH57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     41847 | PA      | $40306.39     | 0.00%             | 2038-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $3007138.71   | 0.15%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31402RHV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55066 | PA      | $57073.07     | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31397TEH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    413561 | PA      | $36112.13     | 0.00%             | 2038-05-15      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3093000 | PA      | $3125072.52   | 0.15%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Zegona Finance PLC                                                                  | Zegona Finance PLC                                                                   | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   1626000 | PA      | $1732161.54   | 0.08%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31392RNB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     14084 | PA      | $14225.89     | 0.00%             | 2032-02-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                         | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   7282000 | PA      | $7486465.67   | 0.36%             | 2027-10-26      | Variable      | 6.79%                 | 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        |    907000 | PA      | $918050.07    | 0.04%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31403DA33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83559 | PA      | $85607.92     | 0.00%             | 2033-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                  | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1113049.76   | 0.05%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co., L.L.C.                                                  | Tennessee Gas Pipeline Co., L.L.C.                                                   | CUSIP: 880451AV1<br>LEI: OP63ORXB4ZHLAWFS1Q36 | Long             | DBT              | CORP              | US        |   6355000 | PA      | $6849780.28   | 0.33%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5215000 | PA      | $5262271.37   | 0.26%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| U.S. Treasury Bills                                                                 | U.S. Treasury Bills                                                                  | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8953000 | PA      | $8718013.56   | 0.42%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALA Trust 2025-OANA                                                                 | ALA Trust 2025-OANA, Series 2025-OANA, Class B                                       | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6200000 | PA      | $6243915.84   | 0.30%             | 2040-06-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K734, Class X1, IO     | CUSIP: 3137FLN59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  20989090 | PA      | $22640.93     | 0.00%             | 2026-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp., ARM                                                | CUSIP: 3128LU4Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5258 | PA      | $5407.92      | 0.00%             | 2038-01-01      | Floating      | 7.08%                 | 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        |   2205237 | PA      | $1900917.73   | 0.09%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    859000 | PA      | $875956.62    | 0.04%             | 2027-05-20      | Fixed         | 5.70%                 | 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        |   1314584 | PA      | $1198949.25   | 0.06%             | 2049-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                               | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3794000 | PA      | $3882234.44   | 0.19%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TKCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     60431 | PA      | $61334.47     | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36201LSK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24342 | PA      | $24735.48     | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | 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        |   8733191 | PA      | $7612846.58   | 0.37%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1696375.84   | 0.08%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1333959.52   | 0.06%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                     | BAE Systems PLC                                                                      | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1534000 | PA      | $1552164.72   | 0.08%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31392RT84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     11844 | PA      | $719.53       | 0.00%             | 2029-09-15      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership, L.P.                                                | Piedmont Operating Partnership, L.P.                                                 | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   4864000 | PA      | $5408400.43   | 0.26%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133THTM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     39587 | PA      | $40287.15     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1093614.87   | 0.05%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36225BYP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21198 | PA      | $22075.06     | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp., Series D                         | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   7323000 | PA      | $7351375.75   | 0.36%             | 2028-08-25      | Fixed         | 4.15%                 | 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        |    985908 | PA      | $963700.27    | 0.05%             | 2059-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36200DGP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111446 | PA      | $118746.03    | 0.01%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3129354W6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293789 | PA      | $303177.91    | 0.01%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397C50<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2578000 | PA      | $2597463.90   | 0.13%             | 2026-03-06      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                              | WF Card Issuance Trust, Series 2024-A1, Class A                                      | CUSIP: 92970QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10135461.00  | 0.49%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                                   | Algonquin Power & Utilities Corp.                                                    | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   2165000 | PA      | $2181031.61   | 0.11%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                                  | Columbia Pipelines Holding Co. LLC                                                   | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    527000 | PA      | $533470.28    | 0.03%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants, L.L.C.                                                  | Raising Cane's Restaurants, L.L.C.                                                   | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |   5565000 | PA      | $5873089.53   | 0.29%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO 2021-2 Ltd.                                                             | Oaktree CLO 2021-2 Ltd., Series 2021-2A, Class AR                                    | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5654000 | PA      | $5656572.57   | 0.27%             | 2035-01-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31297APP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42360 | PA      | $42650.45     | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                     | EMD Finance LLC                                                                      | CUSIP: 26867LAP5<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   9136000 | PA      | $9127801.99   | 0.44%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                                               | Invesco Government & Agency Portfolio, Institutional Class                           | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |  15955123 | NS      | $15955123.30  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                    | Capital Power (US Holdings) Inc.                                                     | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2789000 | PA      | $2837812.55   | 0.14%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust, Series 2019-AA, Class A                                | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    537981 | PA      | $532771.19    | 0.03%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2007-A1, Class 5A1                                | CUSIP: 46630GAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72930 | PA      | $74024.97     | 0.00%             | 2035-07-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                         | Zoetis Inc.                                                                          | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1794825.16   | 0.09%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31394CY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    497589 | PA      | $514007.14    | 0.02%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19360 | PA      | $19916.85     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, ARM                                           | CUSIP: 31385WVJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11898 | PA      | $12158.99     | 0.00%             | 2032-11-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31391ANA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12670 | PA      | $13170.60     | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31385C3W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3047 | PA      | $3066.47      | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                             | Pricoa Global Funding I                                                              | CUSIP: 74153WCU1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2961225.07   | 0.14%             | 2027-08-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                   | Johnson & Johnson                                                                    | CUSIP: 478160DG6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   7443000 | PA      | $7518957.15   | 0.37%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3128K7XS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3509 | PA      | $3644.54      | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     72418 | PA      | $4667.18      | 0.00%             | 2035-05-25      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| WEST Trust 2025-ROSE                                                                | WEST Trust 2025-ROSE, Series 2025-ROSE, Class A                                      | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6916000 | PA      | $7066183.71   | 0.34%             | 2035-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc.                                                     | GE HealthCare Technologies Inc.                                                      | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1251008.45   | 0.06%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2067000 | PA      | $2181023.64   | 0.11%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3727000 | PA      | $3798182.57   | 0.18%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A1QW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    190444 | PA      | $16212.09     | 0.00%             | 2041-10-25      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                               | Keurig Dr Pepper Inc.                                                                | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   7962000 | PA      | $7964442.74   | 0.39%             | 2026-11-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31397PM49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     25837 | PA      | $2768.11      | 0.00%             | 2037-12-15      | Floating      | 2.54%                 | 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        |   3090400 | PA      | $2827167.85   | 0.14%             | 2066-12-27      | Variable      | 2.28%                 | 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        |   4650100 | PA      | $4657377.41   | 0.23%             | 2031-09-10      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                             | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1089729.77   | 0.05%             | 2030-09-15      | Fixed         | 4.45%                 | 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        |   3782000 | PA      | $3794246.49   | 0.18%             | 2028-06-09      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                  | Newell Brands Inc.                                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    950000 | PA      | $939292.65    | 0.05%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1420155.83   | 0.07%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: —       |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31397T4E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     23403 | PA      | $2089.86      | 0.00%             | 2038-04-15      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Manufacturers and Traders Trust Co.                                                 | Manufacturers and Traders Trust Co.                                                  | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   2767000 | PA      | $2769217.47   | 0.13%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31339GRA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     63617 | PA      | $66453.00     | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | 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        |   2425000 | PA      | $2443340.76   | 0.12%             | 2027-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                                | Flutter Treasury DAC                                                                 | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    611000 | PA      | $622508.19    | 0.03%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCQG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     24760 | PA      | $3570.73      | 0.00%             | 2035-02-25      | Fixed         | 5.50%                 | 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        |   3504260 | PA      | $3159799.16   | 0.15%             | 2051-07-25      | Variable      | 2.50%                 | 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        |    394764 | PA      | $378773.85    | 0.02%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                      | JH North America Holdings Inc.                                                       | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2766903.78   | 0.13%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1352361.44   | 0.07%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| AT&T Inc.                                                                           | AT&T Inc.                                                                            | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6647000 | PA      | $6750469.00   | 0.33%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| MILE Trust 2025-STNE                                                                | MILE Trust 2025-STNE, Series 2025-STNE, Class C                                      | CUSIP: 59918AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1195000 | PA      | $1198020.84   | 0.06%             | 2042-07-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31403DDN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74583 | PA      | $78442.14     | 0.00%             | 2033-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                           | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    796000 | PA      | $806756.35    | 0.04%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                 | CUSIP: 78017DAB4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3611000 | PA      | $3620905.80   | 0.18%             | 2029-01-24      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                  | General Motors Financial Co., Inc.                                                   | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    345000 | PA      | $346681.11    | 0.02%             | 2026-04-06      | Fixed         | 5.40%                 | 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        |    535000 | PA      | $535452.61    | 0.03%             | 2035-04-23      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                             | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5296000 | PA      | $5321276.06   | 0.26%             | 2026-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                                     | Enel Finance International N.V.                                                      | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2126000 | PA      | $2131560.02   | 0.10%             | 2025-10-14      | Fixed         | 7.05%                 | No            |                  2 | On Loan: —       |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A9XT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    156722 | PA      | $2654.74      | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2111000 | PA      | $2156559.54   | 0.10%             | 2028-04-22      | Variable      | 5.57%                 | 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        |   4429442 | PA      | $4099298.99   | 0.20%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                                | Jackson National Life Global Funding                                                 | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2177000 | PA      | $2203750.41   | 0.11%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Genuine Parts Co.                                                                   | Genuine Parts Co.                                                                    | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   2094000 | PA      | $2138378.06   | 0.10%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36205R6K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       164 | PA      | $164.01       | 0.00%             | 2026-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31371KN31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84371 | PA      | $86778.31     | 0.00%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TNPR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     10254 | PA      | $10623.79     | 0.00%             | 2030-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    994000 | PA      | $1013240.10   | 0.05%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Invesco Private Government Fund                                                     | Invesco Private Government Fund                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |  43973120 | NS      | $43973119.97  | 2.14%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp.                                                                           | EQT Corp.                                                                            | CUSIP: 26884LAS8<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   9953000 | PA      | $10176166.66  | 0.49%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                         | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3231000 | PA      | $3235998.42   | 0.16%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc.                                                                 | POSCO Holdings Inc.                                                                  | CUSIP: 693483AJ8<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | KR        |   1415000 | PA      | $1452422.56   | 0.07%             | 2030-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A5AX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    159476 | PA      | $12780.20     | 0.00%             | 2041-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intuit Inc.                                                                         | Intuit Inc.                                                                          | CUSIP: 46124HAE6<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   2649000 | PA      | $2677583.35   | 0.13%             | 2026-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2899000 | PA      | $2913250.06   | 0.14%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3288827.49   | 0.16%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Keybank N.A.                                                                        | Keybank N.A.                                                                         | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1773000 | PA      | $1829272.98   | 0.09%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31296YGA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24992 | PA      | $25214.04     | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4644000 | PA      | $4670513.34   | 0.23%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31384WPS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28794 | PA      | $30098.23     | 0.00%             | 2030-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OPEC Fund for International Development (The)                                       | OPEC Fund for International Development (The)                                        | CUSIP: 683483AA9<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | CORP              | AT        |  11240000 | PA      | $11246258.88  | 0.55%             | 2026-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31402U5D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3232 | PA      | $3398.31      | 0.00%             | 2033-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM2 Trust                                                                | GCAT 2025-NQM2 Trust, Series 2025-NQM2, Class A1                                     | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1754659 | PA      | $1773627.71   | 0.09%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| PPM CLO 3 Ltd.                                                                      | PPM CLO 3 Ltd., Series 2019-3A, Class AR                                             | CUSIP: 69355EAL9<br>LEI: 549300UEAJV6RALDS969 | Long             | ABS-CBDO         | CORP              | KY        |   3874000 | PA      | $3879911.72   | 0.19%             | 2034-04-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                                  | United Airlines Pass-Through Trust, Series 16-2                                      | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1245299 | PA      | $1242698.93   | 0.06%             | 2025-10-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1438000 | PA      | $1492442.45   | 0.07%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                  | Altria Group, Inc.                                                                   | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2038000 | PA      | $2069680.83   | 0.10%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2021-NQM2, Class A1                     | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3212331 | PA      | $2889067.21   | 0.14%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31386RLW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7152 | PA      | $7411.93      | 0.00%             | 2031-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TEPR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |         6 | PA      | $0.05         | 0.00%             | 2028-07-17      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-VOLT, Class A                              | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6360357 | PA      | $6352324.15   | 0.31%             | 2036-09-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     40031 | PA      | $3665.47      | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5324000 | PA      | $5335422.32   | 0.26%             | 2029-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                     | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1200475.16   | 0.06%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp./Sealed Air Corp US                                                 | Sealed Air Corp./Sealed Air Corp US                                                  | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2635132.50   | 0.13%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                 | U.S. Treasury Long Bond Future                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -232 | NC      | $46721.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                         | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    324000 | PA      | $334431.94    | 0.02%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc.                                                          | Huntington Bancshares Inc.                                                           | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    998000 | PA      | $1051947.62   | 0.05%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                            | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   2326000 | PA      | $2348215.07   | 0.11%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Cardinal Health, Inc.                                                               | Cardinal Health, Inc.                                                                | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    738000 | PA      | $739617.57    | 0.04%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-VOLT, Class D                              | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6262505 | PA      | $6246690.30   | 0.30%             | 2036-09-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                         | CUSIP: 60687YDN6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2980000 | PA      | $3005912.68   | 0.15%             | 2031-07-08      | Floating      | 5.62%                 | No            |                  2 | On Loan: —       |
| MassMutual Global Funding II                                                        | MassMutual Global Funding II                                                         | CUSIP: 57629W4S6<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   4446000 | PA      | $4519861.35   | 0.22%             | 2027-04-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class XA                     | CUSIP: 95001GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10571702 | PA      | $164368.83    | 0.01%             | 2050-12-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     11634 | PA      | $704.02       | 0.00%             | 2032-12-18      | Floating      | 3.64%                 | 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      | $-5538.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1505483.59   | 0.07%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                            | OCP S.A.                                                                             | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1149000 | PA      | $1185286.95   | 0.06%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    908000 | PA      | $972292.14    | 0.05%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Deutsche Bank AG                                                                     | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2848000 | PA      | $2912661.99   | 0.14%             | 2029-01-10      | Variable      | 5.37%                 | 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        |   4297000 | PA      | $4335749.27   | 0.21%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                      | Pacific Life Global Funding II                                                       | CUSIP: 6944PL3C1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   5606000 | PA      | $5654567.02   | 0.27%             | 2029-08-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                             | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1198275.16   | 0.06%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Rate Mortgage Trust                                                                 | Rate Mortgage Trust, Series 2025-J1, Class A4                                        | CUSIP: 75410CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2173043 | PA      | $2207528.94   | 0.11%             | 2055-03-25      | Variable      | 6.00%                 | 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        |   2631000 | PA      | $2697587.22   | 0.13%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-R1, Class A1                                 | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    716099 | PA      | $690130.12    | 0.03%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                              | Norinchukin Bank (The)                                                               | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    946000 | PA      | $966941.97    | 0.05%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: —       |
| RUN Trust                                                                           | RUN Trust, Series 2022-NQM1, Class A1                                                | CUSIP: 74981CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2656405 | PA      | $2632510.41   | 0.13%             | 2067-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2022-2, Class A1                                    | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3211656 | PA      | $3082446.75   | 0.15%             | 2067-02-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31410RRM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46778 | PA      | $49203.23     | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31385JP36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2 | PA      | $2.02         | 0.00%             | 2025-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                        | Chase Mortgage Finance Trust, Series 2005-A2, Class 1A3                              | CUSIP: 16162WPX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166170 | PA      | $154297.00    | 0.01%             | 2036-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Invesco High Yield Bond Factor ETF                                                  | Invesco High Yield Bond Factor ETF                                                   | CUSIP: 46090A853<br>LEI: 549300RW20HYQZ1T7698 | Long             | EC               | RF                | US        |     82000 | NS      | $1861810.00   | 0.09%             |  |  |  | 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       |        63 | NC      | $19911.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3683000 | PA      | $3718231.32   | 0.18%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AYAT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |   3744907 | PA      | $388750.18    | 0.02%             | 2047-09-25      | Floating      | 1.44%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2917000 | PA      | $3010331.46   | 0.15%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Citibank N.A.                                                                       | Citibank N.A.                                                                        | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   6806000 | PA      | $6820109.18   | 0.33%             | 2027-11-19      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280ET2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5583000 | PA      | $5606701.40   | 0.27%             | 2029-03-03      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                        | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4002000 | PA      | $4007773.41   | 0.19%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31394V7G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     43091 | PA      | $51594.89     | 0.00%             | 2036-03-25      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                                | Jackson National Life Global Funding                                                 | CUSIP: 46849LUX7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   3312000 | PA      | $3322749.36   | 0.16%             | 2026-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, PO                                                       | CUSIP: 3136FART9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     11394 | PA      | $10430.54     | 0.00%             | 2032-09-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp., ARM                                                | CUSIP: 3128QGFN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3125 | PA      | $3176.36      | 0.00%             | 2036-07-01      | Floating      | 6.45%                 | 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        |   1093000 | PA      | $1111219.50   | 0.05%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1265283.16   | 0.06%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31386HVV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8316 | PA      | $8347.90      | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                                 | Ingersoll Rand Inc.                                                                  | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1245530.80   | 0.06%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31390RYJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58635 | PA      | $61669.81     | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | 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        |   7332616 | PA      | $6595208.36   | 0.32%             | 2051-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2766000 | PA      | $2795465.78   | 0.14%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394CKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     16521 | PA      | $883.04       | 0.00%             | 2035-03-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The)                                                           | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   7038000 | PA      | $7143537.13   | 0.35%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31400DK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16474 | PA      | $17319.89     | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                            | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   4412000 | PA      | $4486572.33   | 0.22%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                               | WEC Energy Group Inc.                                                                | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    660000 | PA      | $672800.87    | 0.03%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2024-2, Class A1                                    | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |   4883125 | PA      | $4932786.36   | 0.24%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, IO                                         | CUSIP: 38375JSQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    367167 | PA      | $21026.61     | 0.00%             | 2037-04-16      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                 | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   7328000 | PA      | $7464316.56   | 0.36%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1317845.65   | 0.06%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                     | Air Lease Corp., Series B                                                            | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1339556.76   | 0.07%             | N/A             | Variable      | 4.65%                 | No            |                  2 | On Loan: —       |
| 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        |   4417840 | PA      | $4146447.28   | 0.20%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31403J7C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1140 | PA      | $1182.08      | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3120844.16   | 0.15%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6817000 | PA      | $6916255.66   | 0.34%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36225AQF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       277 | PA      | $276.87       | 0.00%             | 2026-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31385YZX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       385 | PA      | $383.84       | 0.00%             | 2030-01-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1421000 | PA      | $1432416.31   | 0.07%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Komatsu Finance America Inc.                                                        | Komatsu Finance America Inc.                                                         | CUSIP: 50048WAA6<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |   2357000 | PA      | $2418295.43   | 0.12%             | 2027-10-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                             | X Corp., Term Loan B                                                                 | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5000000 | PA      | $4923200.00   | 0.24%             | 2029-10-27      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1412000 | PA      | $1446319.42   | 0.07%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                             | SS&C Technologies, Inc.                                                              | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    737000 | PA      | $737748.06    | 0.04%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4322000 | PA      | $4412855.40   | 0.21%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank, N.A.                                                                      | PNC Bank, N.A.                                                                       | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   5883000 | PA      | $5906280.21   | 0.29%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: —       |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7962500 | PA      | $8027817.34   | 0.39%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1937419.02   | 0.09%             | 2029-06-24      | Fixed         | 5.20%                 | 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        |   5654000 | PA      | $5646090.05   | 0.27%             | 2034-04-22      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2023-R02, Class 1M1                 | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1189999 | PA      | $1215500.53   | 0.06%             | 2043-01-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc.                                                                       | HSBC USA Inc.                                                                        | CUSIP: 40428HA44<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   5115000 | PA      | $5207995.00   | 0.25%             | 2027-03-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: —       |
| Sempra                                                                              | Sempra                                                                               | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1507909.50   | 0.07%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     13920 | PA      | $1519.82      | 0.00%             | 2032-04-25      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2019-EXP1, Class 1A3                                               | CUSIP: 67448QAC5<br>LEI: 549300ELWOCL265HSB73 | Long             | ABS-MBS          | CORP              | US        |     29329 | PA      | $29043.06     | 0.00%             | 2059-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                       | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   4662000 | PA      | $4782405.47   | 0.23%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31380JE82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6358 | PA      | $6684.12      | 0.00%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                                          | MMAF Equipment Finance LLC, Series 2020-A, Class A3                                  | CUSIP: 60700MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1524346 | PA      | $1503890.36   | 0.07%             | 2027-04-09      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7042000 | PA      | $7157830.69   | 0.35%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                   | NTT Finance Corp.                                                                    | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2257000 | PA      | $2292600.56   | 0.11%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                  | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2103000 | PA      | $2116775.51   | 0.10%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                             | CUSIP: 36211KNJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8022 | PA      | $8103.78      | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31392MJE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     33031 | PA      | $34360.65     | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3137B93W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    514307 | PA      | $52628.81     | 0.00%             | 2044-01-15      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC4 Trust                                                               | PRKCM 2023-AFC4 Trust, Series 2023-AFC4, Class A1                                    | CUSIP: 69380GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4261573 | PA      | $4331725.83   | 0.21%             | 2058-11-25      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                             | GA Global Funding Trust                                                              | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1741229.55   | 0.08%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    928000 | PA      | $954311.76    | 0.05%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-2, Class A1                                  | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    986336 | PA      | $882980.97    | 0.04%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31368HLX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103799 | PA      | $107263.57    | 0.01%             | 2033-10-01      | Fixed         | 6.00%                 | 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        |   5196645 | PA      | $4445349.43   | 0.22%             | 2051-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31393T4V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     14947 | PA      | $14923.26     | 0.00%             | 2033-11-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     48918 | PA      | $3666.29      | 0.00%             | 2032-07-25      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                                | LXP Industrial Trust                                                                 | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    584000 | PA      | $621751.87    | 0.03%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                                  | National Securities Clearing Corp.                                                   | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |   2489000 | PA      | $2544328.30   | 0.12%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NBN Co. Ltd.                                                                        | NBN Co. Ltd.                                                                         | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   9091000 | PA      | $9057667.21   | 0.44%             | 2027-10-01      | Fixed         | 4.00%                 | 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        |   2033000 | PA      | $2079835.03   | 0.10%             | 2029-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The), Series B                                                         | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1621405.83   | 0.08%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392ATX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     11478 | PA      | $628.79       | 0.00%             | 2031-12-18      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-9, Class A1                 | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72156 | PA      | $68755.90     | 0.00%             | 2035-10-25      | Floating      | 0.76%                 | 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        |   4475112 | PA      | $4095239.49   | 0.20%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31410FV77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132429 | PA      | $139286.75    | 0.01%             | 2032-12-01      | Fixed         | 7.00%                 | 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        |    489072 | PA      | $470343.98    | 0.02%             | 2065-04-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Deutsche Bank AG                                                                     | CUSIP: 25160PAP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1208000 | PA      | $1212613.52   | 0.06%             | 2029-01-10      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31393BGX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     51589 | PA      | $8055.00      | 0.00%             | 2033-05-25      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31383S2A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       133 | PA      | $140.10       | 0.00%             | 2029-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31395D7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     18679 | PA      | $20711.76     | 0.00%             | 2036-06-25      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                                  | Vertiv Group Corp.                                                                   | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $9671498.99   | 0.47%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                         | Humana Inc.                                                                          | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1074081.79   | 0.05%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3612000 | PA      | $3619118.57   | 0.18%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BMY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     13202 | PA      | $1203.77      | 0.00%             | 2032-01-25      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2025-A                                                 | Navient Refinance Loan Trust 2025-A, Series 2025-A, Class A                          | CUSIP: 63943FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2433112 | PA      | $2471964.44   | 0.12%             | 2055-02-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                              | Goldman Sachs Bank USA                                                               | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   6953000 | PA      | $6985572.37   | 0.34%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                                       | Pioneer Natural Resources Co.                                                        | CUSIP: 723787AV9<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    346000 | PA      | $347564.55    | 0.02%             | 2026-03-29      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust, Series 2013-6, Class A2                                      | CUSIP: 81745BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    513023 | PA      | $464365.26    | 0.02%             | 2043-05-25      | Variable      | 3.00%                 | 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        |   5637424 | PA      | $5089779.96   | 0.25%             | 2056-11-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31384A6E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19600 | PA      | $20605.22     | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

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

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer