# EDGAR Filing Document

**Accession Number:** 0000353905
**File Stem:** 0002071691-26-009812
**Filing Date:** 2026-5
**Character Count:** 324688
**Document Hash:** 32103aa1dc9c71983e9f3111d8913237
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-009812.hdr.sgml**: 20260518

**ACCESSION NUMBER**: 0002071691-26-009812

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260518

**DATE AS OF CHANGE**: 20260518

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03213
- **FILM NUMBER:** 26993192

**BUSINESS ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 5-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215
- **BUSINESS PHONE:** 614-435-5749

**MAIL ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 5-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GARTMORE VARIABLE INSURANCE TRUST
- **DATE OF NAME CHANGE:** 20020125

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE SEPARATE ACCOUNT TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE SEPARATE ACCOUNT MONEY MARKET TRUST
- **DATE OF NAME CHANGE:** 19860226

## Series and Classes Contracts Data

### NVIT Loomis Core Bond Fund (Series ID: S000021031)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000059797 | Class I      |  |
| C000059798 | Class II     |  |
| C000059799 | Class Y      |  |
| C000112229 | Class P      |  |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Nationwide Variable Insurance Trust

- **b. Investment Company Act file number:** 811-03213

- **c. CIK number of Registrant:** 0000353905

- **d. LEI of Registrant:** 549300WLMVM3JP578846

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

  - **Street Address 1:** One Nationwide Plaza

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

  - **Telephone number:** 614-435-3820

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

- **a. Name of Series:** NVIT Loomis Core Bond Fund

- **b. EDGAR series identifier (if any):** S000021031

- **c. LEI of Series:** 549300QCVK3NHYLE2575

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $3564103420.51

**Total Liabilities:** $108994126.06

**Net Assets:** $3455109294.45

**Cash Not Reported:** $56067776.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3432.85856500 | **1-Year:** 124333.81275600 | **5-Year:** 443058.09661300 | **10-Year:** 493396.35716800 | **30-Year:** 124269.99188500

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

- **3-Month:** 0.00000000 | **1-Year:** 491.27695600 | **5-Year:** 532.34248100 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000059799 | 0.32%                | 1.40%                | -1.70%               |
| Class ID C000112229 | 0.22%                | 1.51%                | -1.80%               |
| Class ID C000059797 | 0.22%                | 1.51%                | -1.80%               |
| Class ID C000059798 | 0.22%                | 1.40%                | -1.70%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-936777.18              | $-666580.51                                |
| Month 2  | $-1143812.10             | $42763618.63                               |
| Month 3  | $-1855541.67             | $-73739341.03                              |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Bond Total Return

- **Index Identifier:** LEHM.MC.LEHMRT00001UUSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12334717 | PA      | $10618876.52  | 0.31%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                     | Goldman Sachs Group, Inc. (The)                                                  | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9131000 | PA      | $8842604.85   | 0.26%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                  | British Airways Pass-Through Trust, Series 2021-1, Class B                       | CUSIP: 11042CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2645948 | PA      | $2541950.52   | 0.07%             | 2031-09-15      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                          | Verus Securitization Trust, Series 2021-3, Class A1                              | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2011123 | PA      | $1790914.30   | 0.05%             | 2066-06-25      | Variable      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| Kite Realty Group Trust                                             | Kite Realty Group Trust                                                          | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2124000 | PA      | $2123624.65   | 0.06%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Exeter Select Automobile Receivables Trust                          | Exeter Select Automobile Receivables Trust, Series 2025-1, Class A3              | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1255774.75   | 0.04%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                              | CVS Pass-Through Trust                                                           | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1820720 | PA      | $1837811.28   | 0.05%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                            | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   6340000 | PA      | $6358344.66   | 0.18%             | 2028-05-23      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                         | Treasury Repurchase Agreement                                                    | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |  27000000 | PA      | $27000000.00  | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                      | Element Fleet Management Corp.                                                   | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   6210000 | PA      | $6122445.33   | 0.18%             | 2030-11-24      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: —       |
| Entergy Arkansas LLC                                                | Entergy Arkansas LLC                                                             | CUSIP: 29366MAJ7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2793429.36   | 0.08%             | 2056-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                 | Societe Generale SA                                                              | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4778000 | PA      | $4877695.36   | 0.14%             | 2031-05-22      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: —       |
| PVH Corp.                                                           | PVH Corp.                                                                        | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   4966000 | PA      | $5002892.22   | 0.14%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| AT&T, Inc.                                                          | AT&T, Inc.                                                                       | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2957647.53   | 0.09%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| AES Panama Generation Holdings SRL                                  | AES Panama Generation Holdings SRL                                               | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   2439259 | PA      | $2257900.19   | 0.07%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XRAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6134146 | PA      | $6250121.68   | 0.18%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Syensqo Finance America LLC                                         | Syensqo Finance America LLC                                                      | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   7891000 | PA      | $8053340.04   | 0.23%             | 2034-06-04      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: —       |
| Roper Technologies, Inc.                                            | Roper Technologies, Inc.                                                         | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1867735.07   | 0.05%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                               | GM Financial Automobile Leasing Trust, Series 2024-2, Class A3                   | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1270946 | PA      | $1273806.41   | 0.04%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $15953203.08  | 0.46%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EPT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1997113 | PA      | $1832554.44   | 0.05%             | 2053-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                         | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   4360000 | PA      | $4337357.30   | 0.13%             | 2030-08-26      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: —       |
| Alliant Energy Finance LLC                                          | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAB2<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   9525000 | PA      | $9463590.71   | 0.27%             | 2028-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                                    | Boeing Co. (The)                                                                 | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $878853.46    | 0.03%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140W0QY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9470134 | PA      | $9755560.27   | 0.28%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140L06D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1149351 | PA      | $942577.42    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                         | Capital One Financial Corp.                                                      | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5284000 | PA      | $5203862.17   | 0.15%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: —       |
| Extra Space Storage LP                                              | Extra Space Storage LP                                                           | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1317097.92   | 0.04%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138MRLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66543 | PA      | $62755.04     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                            | Electricite de France SA                                                         | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    779000 | PA      | $797616.01    | 0.02%             | 2028-05-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: —       |
| NatWest Markets plc                                                 | NatWest Markets plc                                                              | CUSIP: 63906YAU2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  12110000 | PA      | $12135063.46  | 0.35%             | 2031-03-27      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                   | Philip Morris International, Inc.                                                | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1816000 | PA      | $1887506.34   | 0.05%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| F&G Global Funding                                                  | F&G Global Funding                                                               | CUSIP: 30321L2M3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   8005000 | PA      | $7841120.04   | 0.23%             | 2029-01-09      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                        | Ford Credit Auto Owner Trust, Series 2024-1, Class A                             | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2482000 | PA      | $2517924.47   | 0.07%             | 2036-08-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| World Omni Select Auto Trust                                        | World Omni Select Auto Trust, Series 2024-A, Class A3                            | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1081268 | PA      | $1084612.26   | 0.03%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Takeoff Merger Sub, Inc.                                            | Takeoff Merger Sub, Inc.                                                         | CUSIP: 873923AC0<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |  11340000 | PA      | $11267018.48  | 0.33%             | 2029-03-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Avis Budget Rental Car Funding AESOP LLC                            | Avis Budget Rental Car Funding AESOP LLC, Series 2025-2A, Class A                | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2945000 | PA      | $2984963.36   | 0.09%             | 2031-08-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                     | Citigroup, Inc.                                                                  | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12360000 | PA      | $12380447.02  | 0.36%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                        | Santander Holdings USA, Inc.                                                     | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1319921.68   | 0.04%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| Cousins Properties LP                                               | Cousins Properties LP                                                            | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2113278.96   | 0.06%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| EPR Properties                                                      | EPR Properties                                                                   | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   3408000 | PA      | $3405942.90   | 0.10%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DV4B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1356874 | PA      | $1298208.24   | 0.04%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132CW5W0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4196236 | PA      | $3974505.71   | 0.12%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                        | New York Life Global Funding                                                     | CUSIP: 64952WFP3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   8595000 | PA      | $8566733.37   | 0.25%             | 2028-07-25      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Alexander Funding Trust II                                          | Alexander Funding Trust II                                                       | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1863705.23   | 0.05%             | 2028-07-31      | Fixed         | 7.47%                 | Yes           |                  2 | On Loan: —       |
| Ford Credit Auto Lease Trust                                        | Ford Credit Auto Lease Trust, Series 2024-B, Class A3                            | CUSIP: 345279AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    888354 | PA      | $890897.17    | 0.03%             | 2027-12-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6062158 | PA      | $5606757.40   | 0.16%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                       | Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class A3           | CUSIP: 10807HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6445000 | PA      | $6462663.17   | 0.19%             | 2028-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHRP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13579617 | PA      | $13233461.02  | 0.38%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lseg US Fin Corp.                                                   | Lseg US Fin Corp.                                                                | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   5577000 | PA      | $5522232.47   | 0.16%             | 2036-03-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWE41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3461723 | PA      | $3177175.03   | 0.09%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                   | Merck & Co., Inc.                                                                | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   3202000 | PA      | $3208056.68   | 0.09%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Avolon Holdings Funding Ltd.                                        | Avolon Holdings Funding Ltd.                                                     | CUSIP: 05401ABE0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2285000 | PA      | $2242184.06   | 0.06%             | 2029-04-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                   | Xcel Energy, Inc.                                                                | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1903546.79   | 0.06%             | 2056-12-03      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WPG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275623 | PA      | $260019.12    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                        | AbbVie, Inc.                                                                     | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2344000 | PA      | $2309986.12   | 0.07%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Truist Bank                                                         | Truist Bank                                                                      | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   7125000 | PA      | $7124628.43   | 0.21%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                | LXP Industrial Trust                                                             | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   1878000 | PA      | $1968927.56   | 0.06%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Western-Southern Global Funding                                     | Western-Southern Global Funding                                                  | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   5358000 | PA      | $5356260.31   | 0.16%             | 2028-07-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                                  | RGA Global Funding                                                               | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   5539000 | PA      | $5474135.54   | 0.16%             | 2030-11-25      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| American National Group, Inc.                                       | American National Group, Inc.                                                    | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   2593000 | PA      | $2527879.71   | 0.07%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Grand River Funding Trust I                                         | Grand River Funding Trust I                                                      | CUSIP: 38644BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1322583.64   | 0.04%             | 2036-02-15      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: —       |
| Carrier Global Corp.                                                | Carrier Global Corp.                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   3515000 | PA      | $3282716.57   | 0.10%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| SCF Equipment Leasing LLC                                           | SCF Equipment Leasing LLC, Series 2025-1A, Class A3                              | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1980000 | PA      | $2012847.01   | 0.06%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Var Energi ASA                                                      | Var Energi ASA                                                                   | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $1046073.45   | 0.03%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Fells Point Funding Trust                                           | Fells Point Funding Trust                                                        | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6825000 | PA      | $6748094.33   | 0.20%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: —       |
| Alphabet, Inc.                                                      | Alphabet, Inc.                                                                   | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   6297000 | PA      | $6253242.40   | 0.18%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Lincoln Financial Global Funding                                    | Lincoln Financial Global Funding                                                 | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3179033.80   | 0.09%             | 2029-01-12      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings, Inc.                               | NextEra Energy Capital Holdings, Inc.                                            | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2199924.90   | 0.06%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138W9GW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    610489 | PA      | $574032.05    | 0.02%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140X7Y86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1107710 | PA      | $990421.45    | 0.03%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                      | EPR Properties                                                                   | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    385000 | PA      | $383375.58    | 0.01%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                     | Virginia Electric and Power Co.                                                  | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   3797000 | PA      | $3701288.95   | 0.11%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138X6TP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223317 | PA      | $215305.76    | 0.01%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QUSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3533400 | PA      | $3656138.86   | 0.11%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                                         | Jabil, Inc.                                                                      | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2845062.43   | 0.08%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                    | Mosaic Co. (The)                                                                 | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   2104000 | PA      | $2092864.24   | 0.06%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2025-3A, Class A3                  | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2399760.48   | 0.07%             | 2029-06-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Financial                                                 | Synchrony Financial                                                              | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1266505.74   | 0.04%             | 2032-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                     | Goldman Sachs Group, Inc. (The)                                                  | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  12790000 | PA      | $12711079.31  | 0.37%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: —       |
| American National Global Funding                                    | American National Global Funding                                                 | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5725000 | PA      | $5701668.62   | 0.17%             | 2030-06-03      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BGC Group, Inc.                                                     | BGC Group, Inc.                                                                  | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1866366.98   | 0.05%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                      | EPR Properties                                                                   | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339545.35    | 0.01%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                      | Enterprise Fleet Financing LLC, Series 2025-1, Class A3                          | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1075000 | PA      | $1084302.19   | 0.03%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138W7NQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    607125 | PA      | $571242.07    | 0.02%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                                     | TD SYNNEX Corp.                                                                  | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3500664.69   | 0.10%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                  | VICI Properties LP                                                               | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2677723.90   | 0.08%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                             | Carmax Auto Owner Trust, Series 2025-4, Class A3                                 | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2555000 | PA      | $2538358.77   | 0.07%             | 2030-12-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                      | Public Service Co. of Colorado                                                   | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2303390.72   | 0.07%             | 2029-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| ALA Trust                                                           | ALA Trust, Series 2025-OANA, Class A                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1845000 | PA      | $1849612.50   | 0.05%             | 2040-06-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179MX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    336644 | PA      | $319069.03    | 0.01%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                     | Danske Bank A/S                                                                  | CUSIP: 23636ABN0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   8815000 | PA      | $8836927.05   | 0.26%             | 2032-03-27      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  51834800 | PA      | $41988305.68  | 1.22%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DPBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2910369 | PA      | $2984935.95   | 0.09%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2612533 | PA      | $2503714.07   | 0.07%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                 | NatWest Markets plc                                                              | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   6360000 | PA      | $6402693.79   | 0.19%             | 2028-03-21      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: —       |
| Gartner, Inc.                                                       | Gartner, Inc.                                                                    | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   9075000 | PA      | $8607963.56   | 0.25%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132D6E97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2802153 | PA      | $2823787.75   | 0.08%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $12448125.00  | 0.36%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                             | GA Global Funding Trust                                                          | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   3658000 | PA      | $3606811.92   | 0.10%             | 2032-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Secured Lending, Inc.                                       | Carlyle Secured Lending, Inc.                                                    | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2710295.55   | 0.08%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                 | Amcor Flexibles North America, Inc.                                              | CUSIP: 02344AAK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $3096515.35   | 0.09%             | 2036-03-12      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| South Bow USA Infrastructure Holdings LLC                           | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1888086.96   | 0.05%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: —       |
| Abbott Laboratories                                                 | Abbott Laboratories                                                              | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |  12806000 | PA      | $12556630.30  | 0.36%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| University of Michigan                                              | University of Michigan, Series C                                                 | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3285000 | PA      | $2706054.56   | 0.08%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133AGNS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1676676 | PA      | $1374560.02   | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWCS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6451131 | PA      | $4985429.39   | 0.14%             | 2051-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHQF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5656946 | PA      | $5202684.77   | 0.15%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58097000 | PA      | $56342743.07  | 1.63%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XBS43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1663309 | PA      | $1418096.95   | 0.04%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini BV                                                  | Bacardi-Martini BV                                                               | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |   3485000 | PA      | $3557214.36   | 0.10%             | 2030-02-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XCCQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1231068 | PA      | $1043324.82   | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                           | Ford Motor Credit Co. LLC                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    585000 | PA      | $579441.85    | 0.02%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XTAN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3089643 | PA      | $2766579.77   | 0.08%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NLG Global Funding                                                  | NLG Global Funding                                                               | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   8335000 | PA      | $8186433.71   | 0.24%             | 2030-09-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 3132MANN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224822 | PA      | $211488.96    | 0.01%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                      | NiSource, Inc.                                                                   | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    485000 | PA      | $492645.91    | 0.01%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| DTE Energy Co.                                                      | DTE Energy Co.                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2513000 | PA      | $2529253.61   | 0.07%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| AerCap Ireland Capital DAC                                          | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7250000 | PA      | $7151926.13   | 0.21%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| LXP Industrial Trust                                                | LXP Industrial Trust                                                             | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    471000 | PA      | $408796.64    | 0.01%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140A1DZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378385 | PA      | $391828.77    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                 | Citigroup Commercial Mortgage Trust, Series 2018-C6, Class A4                    | CUSIP: 17327GAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4505000 | PA      | $4473097.39   | 0.13%             | 2051-11-10      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                              | Duke Energy Ohio, Inc.                                                           | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   4385000 | PA      | $4480609.22   | 0.13%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West, Inc.                                          | Evergy Missouri West, Inc.                                                       | CUSIP: 30037EAA1<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   3140000 | PA      | $2874887.01   | 0.08%             | 2032-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418DET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3676482 | PA      | $3408281.32   | 0.10%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHAE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5736673 | PA      | $5466798.59   | 0.16%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Polaris, Inc.                                                       | Polaris, Inc.                                                                    | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2309129.93   | 0.07%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                    | Wheels Fleet Lease Funding 1 LLC, Series 2024-2A, Class A1                       | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   2742682 | PA      | $2762004.45   | 0.08%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                           | Toyota Motor Credit Corp., Series B                                              | CUSIP: 89236TPS8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4285000 | PA      | $4218822.20   | 0.12%             | 2033-03-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Kite Realty Group LP                                                | Kite Realty Group LP                                                             | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1252469.74   | 0.04%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                               | DB Master Finance LLC, Series 2021-1A, Class A2I                                 | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   4008095 | PA      | $3945560.30   | 0.11%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                               | SBNA Auto Lease Trust, Series 2024-B, Class A3                                   | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1304407 | PA      | $1308458.15   | 0.04%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                        | CaixaBank SA                                                                     | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   4995000 | PA      | $5000755.84   | 0.14%             | 2031-07-03      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: —       |
| Standard Chartered plc                                              | Standard Chartered plc                                                           | CUSIP: 85325C2K7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   8070000 | PA      | $7984800.09   | 0.23%             | 2030-01-13      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: —       |
| BAT Capital Corp.                                                   | BAT Capital Corp.                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4103149.02   | 0.12%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: —       |
| North Haven Private Income Fund LLC                                 | North Haven Private Income Fund LLC                                              | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1835704.86   | 0.05%             | 2028-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                                        | American Honda Finance Corp.                                                     | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1999538.42   | 0.06%             | 2031-01-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Vornado Realty LP                                                   | Vornado Realty LP                                                                | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3380827.74   | 0.10%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                          | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3077834.60   | 0.09%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| EPR Properties                                                      | EPR Properties                                                                   | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134053.91    | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2025-4, Class A3                  | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3325000 | PA      | $3325594.18   | 0.10%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                           | Nippon Life Insurance Co.                                                        | CUSIP: 654579AQ4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   2823000 | PA      | $2830063.48   | 0.08%             | 2031-04-02      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                               | NextEra Energy Capital Holdings, Inc.                                            | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4095000 | PA      | $4114755.92   | 0.12%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XAA77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6261876 | PA      | $5768231.14   | 0.17%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                    | OneMain Financial Issuance Trust, Series 2019-2A, Class A                        | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3625000 | PA      | $3565143.64   | 0.10%             | 2036-10-14      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue | Metropolitan Washington Airports Authority Dulles Toll Road Revenue, Series D    | CUSIP: 592643BN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2447074.40   | 0.07%             | 2047-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                    | Amazon.com, Inc.                                                                 | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4663000 | PA      | $4572296.68   | 0.13%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13732986 | PA      | $14080169.15  | 0.41%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust                                            | AutoNation Finance Trust, Series 2025-1A, Class A3                               | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2180000 | PA      | $2189664.16   | 0.06%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                           | Navient Private Education Refi Loan Trust, Series 2021-EA, Class A               | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3344898 | PA      | $2993226.86   | 0.09%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                          | Aviation Capital Group LLC                                                       | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3784614.14   | 0.11%             | 2030-04-10      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                   | Wells Fargo & Co.                                                                | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7491000 | PA      | $7424628.39   | 0.21%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: —       |
| Extra Space Storage LP                                              | Extra Space Storage LP                                                           | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1238537.45   | 0.04%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QLEL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1013341 | PA      | $864135.32    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 720 East CLO V Ltd.                                                 | 720 East CLO V Ltd., Series 2024-2A, Class A1                                    | CUSIP: 81789MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8505865.00   | 0.25%             | 2037-07-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                                        | Veros Auto Receivables Trust, Series 2026-1, Class A                             | CUSIP: 92511CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1076349 | PA      | $1076091.80   | 0.03%             | 2028-08-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                        | Avolon Holdings Funding Ltd.                                                     | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   9059000 | PA      | $8823256.92   | 0.26%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DV6V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6344321 | PA      | $5627982.57   | 0.16%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                             | CUSIP: 31381RN91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    731880 | PA      | $736647.36    | 0.02%             | 2028-06-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWHP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4149289 | PA      | $3919906.15   | 0.11%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XPV55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7799120 | PA      | $7853466.81   | 0.23%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                 | Realty Income Corp.                                                              | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $3916053.06   | 0.11%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XNPR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10308939 | PA      | $9251501.14   | 0.27%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                      | Element Fleet Management Corp.                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1088000 | PA      | $1098013.21   | 0.03%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3412968 | PA      | $3132622.46   | 0.09%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                      | M&T Bank Corp.                                                                   | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3577097.47   | 0.10%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: —       |
| United States of America                                            | U.S. Treasury Notes                                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9595000 | PA      | $9569513.28   | 0.28%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                   | World Omni Auto Receivables Trust, Series 2025-C, Class A3                       | CUSIP: 981936AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6335000 | PA      | $6325344.83   | 0.18%             | 2030-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17131004 | PA      | $16572622.58  | 0.48%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue | Metropolitan Washington Airports Authority, Series D                             | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $7057928.40   | 0.20%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3142GS5R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6217463 | PA      | $6178395.09   | 0.18%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                             | CUSIP: 31381MQW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2157186 | PA      | $2151518.58   | 0.06%             | 2028-04-01      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                            | Octane Receivables Trust, Series 2024-3A, Class A2                               | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    442089 | PA      | $443403.48    | 0.01%             | 2030-05-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XI LLC                           | Amur Equipment Finance Receivables XI LLC, Series 2022-2A, Class A2              | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |     26544 | PA      | $26562.29     | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                    | Amazon.com, Inc.                                                                 | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   9341000 | PA      | $9333493.39   | 0.27%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                               | Sumitomo Mitsui Financial Group, Inc.                                            | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2682000 | PA      | $2637608.80   | 0.08%             | 2037-01-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: —       |
| Affirm Master Trust                                                 | Affirm Master Trust, Series 2025-2A, Class A                                     | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6660000 | PA      | $6679663.65   | 0.19%             | 2033-07-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XJK44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9725295 | PA      | $9849970.57   | 0.29%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140BUDB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3533549 | PA      | $3562547.96   | 0.10%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                 | Antares Holdings LP                                                              | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1865918.20   | 0.05%             | 2029-10-23      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: —       |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2124106 | PA      | $2013178.27   | 0.06%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                         | Amgen, Inc.                                                                      | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1659318.08   | 0.05%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WGFE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349470 | PA      | $327697.76    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XRAN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    779640 | PA      | $805063.05    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBL Holdings, Inc.                                                  | SBL Holdings, Inc.                                                               | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   7637000 | PA      | $7207509.02   | 0.21%             | 2028-09-26      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: —       |
| Textainer Marine Containers VII Ltd.                                | Textainer Marine Containers VII Ltd., Series 2020-2A, Class A                    | CUSIP: 88315LAG3<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   1945661 | PA      | $1832615.51   | 0.05%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DN2T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6609422 | PA      | $6743914.96   | 0.20%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XH25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6565134 | PA      | $6668767.92   | 0.19%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                       | Comcast Corp.                                                                    | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3905000 | PA      | $3657012.62   | 0.11%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3397918 | PA      | $3154779.65   | 0.09%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                      | BNP Paribas SA                                                                   | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   8500000 | PA      | $8497082.12   | 0.25%             | 2026-05-12      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Honeywell Aerospace, Inc.                                           | Honeywell Aerospace, Inc.                                                        | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   5556000 | PA      | $5512679.87   | 0.16%             | 2036-03-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2025-1, Class C                   | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3081000 | PA      | $3109007.52   | 0.09%             | 2031-03-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133B93G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7724811 | PA      | $6514747.76   | 0.19%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75000000 | PA      | $35592773.25  | 1.03%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XLHN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4282521 | PA      | $4438925.15   | 0.13%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    369446 | PA      | $348437.04    | 0.01%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GE Capital Funding LLC                                              | GE Capital Funding LLC                                                           | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1203635.29   | 0.03%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140L2QD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1370625 | PA      | $1124780.29   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                        | Evergy, Inc.                                                                     | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   3885000 | PA      | $3855340.43   | 0.11%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust                                     | CarMax Select Receivables Trust, Series 2024-A, Class A3                         | CUSIP: 14319FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006072.10   | 0.03%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHBZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5792614 | PA      | $5511464.38   | 0.16%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                                                     | BofA Auto Trust, Series 2025-1A, Class A3                                        | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1515000 | PA      | $1519320.33   | 0.04%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Chase Issuance Trust                                                | Chase Issuance Trust, Series 2023-A1, Class A                                    | CUSIP: 161571HT4<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $8546111.65   | 0.25%             | 2028-09-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                        | Barclays plc                                                                     | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2292000 | PA      | $2218165.05   | 0.06%             | 2037-02-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: —       |
| Exelon Corp.                                                        | Exelon Corp.                                                                     | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   6605000 | PA      | $6406025.56   | 0.19%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                        | Hilton Grand Vacations Trust, Series 2023-1A, Class A                            | CUSIP: 432917AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317950 | PA      | $322269.87    | 0.01%             | 2038-01-25      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                           | Navient Private Education Refi Loan Trust, Series 2021-GA, Class A               | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3449996 | PA      | $3115021.43   | 0.09%             | 2070-04-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140X84A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1324951 | PA      | $1078201.83   | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114770 | PA      | $107312.23    | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust                                      | BFLD Commercial Mortgage Trust, Series 2025-660F, Class A                        | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4060000 | PA      | $4054935.56   | 0.12%             | 2042-11-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| CubeSmart LP                                                        | CubeSmart LP                                                                     | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3108613.06   | 0.09%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd.                                                       | Wise CLO Ltd., Series 2024-2A, Class A                                           | CUSIP: 97718GAA1<br>LEI: 254900UJ1RZE30CBZ497 | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8495903.00   | 0.25%             | 2037-07-15      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                        | Oracle Corp.                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $912836.89    | 0.03%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                 | Amcor Flexibles North America, Inc.                                              | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   4994000 | PA      | $5024163.21   | 0.15%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                   | GLS Auto Receivables Issuer Trust, Series 2025-2A, Class C                       | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1840000 | PA      | $1854134.33   | 0.05%             | 2031-01-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3448948 | PA      | $3513000.31   | 0.10%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                           | Chesapeake Funding II LLC, Series 2023-2A, Class A1                              | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    430532 | PA      | $433320.88    | 0.01%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                   | World Omni Auto Receivables Trust, Series 2024-C, Class A3                       | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2424000 | PA      | $2430253.44   | 0.07%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Amcor Group Finance plc                                             | Amcor Group Finance plc                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   3615000 | PA      | $3703967.75   | 0.11%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Brooklyn Union Gas Co. (The)                                        | Brooklyn Union Gas Co. (The)                                                     | CUSIP: 114259AY0<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2917918.90   | 0.08%             | 2054-07-18      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                                    | SoFi Consumer Loan Program Trust, Series 2025-2, Class A                         | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1040377 | PA      | $1043760.14   | 0.03%             | 2034-06-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Reach ABS Trust                                                     | Reach ABS Trust, Series 2024-2A, Class A                                         | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    277512 | PA      | $278075.92    | 0.01%             | 2031-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132CWRM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6176185 | PA      | $5699764.79   | 0.16%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 3132L7NM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80731 | PA      | $79745.66     | 0.00%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NLG Global Funding                                                  | NLG Global Funding                                                               | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    390000 | PA      | $398795.24    | 0.01%             | 2030-01-23      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                    | Deutsche Bank AG                                                                 | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3780000 | PA      | $3765761.61   | 0.11%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7124432 | PA      | $5777498.03   | 0.17%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140KHUF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1027901 | PA      | $881311.76    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                               | Targa Resources Corp.                                                            | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1699000 | PA      | $1642578.54   | 0.05%             | 2056-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO 3 Ltd.                                    | Wellington Management CLO 3 Ltd., Series 2024-3A, Class B                        | CUSIP: 949575AC8<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $496273.00    | 0.01%             | 2037-07-18      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                                  | F&G Global Funding                                                               | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1178009.35   | 0.03%             | 2028-09-08      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133KMR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5866521 | PA      | $5415301.84   | 0.16%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                   | HSBC Holdings plc                                                                | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9062000 | PA      | $8941910.29   | 0.26%             | 2032-03-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                        | Nasdaq, Inc.                                                                     | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1256217.54   | 0.04%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Auxilior Term Funding LLC                                           | Auxilior Term Funding LLC, Series 2023-1A, Class A2                              | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105377 | PA      | $105604.73    | 0.00%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                | Jackson National Life Global Funding                                             | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   5745000 | PA      | $5742151.34   | 0.17%             | 2028-06-05      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| TPG Operating Group II LP                                           | TPG Operating Group II LP                                                        | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   6095000 | PA      | $5894497.11   | 0.17%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating LLC                                | Charter Communications Operating LLC                                             | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3165000 | PA      | $1958865.44   | 0.06%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                   | Healthpeak OP LLC                                                                | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1021411.79   | 0.03%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Main Street Capital Corp.                                           | Main Street Capital Corp.                                                        | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |   3636000 | PA      | $3611971.28   | 0.10%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    434209 | PA      | $408038.27    | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2024-3A, Class A3                  | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3007038.90   | 0.09%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| United Airlines, Inc.                                               | United Airlines, Inc.                                                            | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   3032000 | PA      | $2974767.66   | 0.09%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4065352 | PA      | $3639884.61   | 0.11%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | Morgan Stanley                                                                   | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5482000 | PA      | $5389838.37   | 0.16%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                              | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class A4                  | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    614962 | PA      | $617759.91    | 0.02%             | 2059-10-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54800000 | PA      | $33025562.50  | 0.96%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                         | Targa Resources Partners LP                                                      | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1263999.54   | 0.04%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| American Water Capital Corp.                                        | American Water Capital Corp.                                                     | CUSIP: 03040WBH7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |  12035000 | PA      | $12059667.54  | 0.35%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133A2D64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    860705 | PA      | $767637.40    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24734547 | PA      | $24515515.91  | 0.71%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                        | Airbnb, Inc.                                                                     | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   2449000 | PA      | $2443481.67   | 0.07%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Wellington Management CLO 3 Ltd.                                    | Wellington Management CLO 3 Ltd., Series 2024-3A, Class A1                       | CUSIP: 949575AA2<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |   1350000 | PA      | $1350409.05   | 0.04%             | 2037-07-18      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 3132L5R62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85176 | PA      | $82312.09     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | Morgan Stanley                                                                   | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4630000 | PA      | $4013359.98   | 0.12%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                      | Carvana Auto Receivables Trust, Series 2025-P3, Class A3                         | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3558000 | PA      | $3547159.84   | 0.10%             | 2030-11-11      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                           | Williams Cos., Inc. (The)                                                        | CUSIP: 969457CW8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   4212000 | PA      | $4145388.65   | 0.12%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DPQF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1410266 | PA      | $1301528.94   | 0.04%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DQG67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12518477 | PA      | $12193205.75  | 0.35%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                     | Santander UK Group Holdings plc                                                  | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3200000 | PA      | $3090124.42   | 0.09%             | 2036-09-22      | Variable      | 5.14%                 | No            |                  2 | On Loan: —       |
| Southern California Edison Co.                                      | Southern California Edison Co.                                                   | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   4418000 | PA      | $4480063.89   | 0.13%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9244365 | PA      | $9382929.97   | 0.27%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                | Sprint Capital Corp.                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    195000 | PA      | $206175.22    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| OWN Equipment Fund II LLC                                           | OWN Equipment Fund II LLC, Series 2025-1M, Class A                               | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2281584 | PA      | $2278253.24   | 0.07%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Nuveen LLC                                                          | Nuveen LLC                                                                       | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025453.57   | 0.03%             | 2030-01-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Sammons Financial Group Global Funding                              | Sammons Financial Group Global Funding                                           | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   7675000 | PA      | $7677411.87   | 0.22%             | 2030-06-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: —       |
| ING Groep NV                                                        | ING Groep NV                                                                     | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1770000 | PA      | $1781087.47   | 0.05%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: —       |
| BNP Paribas SA                                                      | BNP Paribas SA                                                                   | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6560000 | PA      | $6414504.97   | 0.19%             | 2034-01-15      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: —       |
| Air Canada                                                          | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   2510000 | PA      | $2497489.16   | 0.07%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| HPS Corporate Lending Fund                                          | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2830457.97   | 0.08%             | 2030-11-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: —       |
| PK Alift Loan Funding 7 LP                                          | PK Alift Loan Funding 7 LP, Series 2025-2, Class A                               | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1127462 | PA      | $1121891.72   | 0.03%             | 2043-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust                                         | Extended Stay America Trust, Series 2025-ESH, Class A                            | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1240000 | PA      | $1240000.00   | 0.04%             | 2042-10-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DNQZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17427768 | PA      | $14771264.06  | 0.43%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                       | ENEL Finance International NV                                                    | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   7245000 | PA      | $7115690.44   | 0.21%             | 2030-09-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Targa Resources Corp.                                               | Targa Resources Corp.                                                            | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    768000 | PA      | $751907.30    | 0.02%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| BMW Vehicle Lease Trust                                             | BMW Vehicle Lease Trust, Series 2025-1, Class A3                                 | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1655000 | PA      | $1660473.58   | 0.05%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179X5K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1803325 | PA      | $1879881.26   | 0.05%             | 2053-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                               | GM Financial Automobile Leasing Trust, Series 2025-1, Class A3                   | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1825000 | PA      | $1832558.42   | 0.05%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                             | Hyundai Capital America                                                          | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    672000 | PA      | $639983.57    | 0.02%             | 2028-01-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                               | McCormick & Co., Inc.                                                            | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2218265.24   | 0.06%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Westlake Corp.                                                      | Westlake Corp.                                                                   | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   4730000 | PA      | $4660564.50   | 0.13%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                            | Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class A                | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   8370000 | PA      | $8553873.00   | 0.25%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                | Glencore Funding LLC                                                             | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3092293.25   | 0.09%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Reach Abs Trust                                                     | Reach Abs Trust, Series 2026-1A, Class A                                         | CUSIP: 75526XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2202445 | PA      | $2202713.69   | 0.06%             | 2033-02-15      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Issuer Trust                            | GLS Auto Select Receivables Issuer Trust, Series 2026-1A, Class A2               | CUSIP: 37989DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1870000 | PA      | $1864827.77   | 0.05%             | 2032-02-17      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| LYB International Finance III LLC                                   | LYB International Finance III LLC                                                | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1766000 | PA      | $1768148.53   | 0.05%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Barclays plc                                                        | Barclays plc                                                                     | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   8000000 | PA      | $8008659.20   | 0.23%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1065965 | PA      | $1092265.33   | 0.03%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust                                            | BHG Securitization Trust, Series 2025-2CON, Class A                              | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2381423 | PA      | $2394255.34   | 0.07%             | 2036-09-17      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8708529 | PA      | $7781084.46   | 0.23%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Partners LP                                           | Valero Energy Partners LP                                                        | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320066.10    | 0.01%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XMSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9470762 | PA      | $8045189.17   | 0.23%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce plc                                                     | Rolls-Royce plc                                                                  | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   3620000 | PA      | $3676745.85   | 0.11%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Oracle Corp.                                                        | Oracle Corp.                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8104000 | PA      | $6817657.75   | 0.20%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Carrier Global Corp.                                                | Carrier Global Corp.                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1029273.10   | 0.03%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CF SECURED LLC                                                      | Government Agency Repurchase Agreement                                           | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |    943763 | PA      | $943763.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140MM3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7709539 | PA      | $6783971.75   | 0.20%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138AG3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6566 | PA      | $6498.39      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                    | GE HealthCare Technologies, Inc.                                                 | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1741000 | PA      | $1756819.63   | 0.05%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Protective Life Corp.                                               | Protective Life Corp.                                                            | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   3414000 | PA      | $3381108.02   | 0.10%             | 2031-01-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: —       |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5779098 | PA      | $4897780.99   | 0.14%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                  | Reinsurance Group of America, Inc.                                               | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1335843.00   | 0.04%             | 2056-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: —       |
| Southwest Airlines Co.                                              | Southwest Airlines Co.                                                           | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2655135.85   | 0.08%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2025-1, Class A3                  | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3179974 | PA      | $3185694.02   | 0.09%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MSD Investment Corp.                                                | MSD Investment Corp.                                                             | CUSIP: 55354LAB5<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1578915.64   | 0.05%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Simon Property Group LP                                             | Simon Property Group LP                                                          | CUSIP: 828807EB9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   8167000 | PA      | $8048856.42   | 0.23%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                | Bayer US Finance LLC                                                             | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1386599.90   | 0.04%             | 2029-01-21      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Partners LP                                         | Targa Resources Partners LP                                                      | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499122.88   | 0.04%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2024-3, Class A3                  | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1229469 | PA      | $1232792.03   | 0.04%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                   | Golub Capital Private Credit Fund                                                | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1109472.03   | 0.03%             | 2028-08-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                         | Huntington Bancshares, Inc.                                                      | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2627000 | PA      | $2666813.39   | 0.08%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: —       |
| MassMutual Global Funding II                                        | MassMutual Global Funding II                                                     | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   4628000 | PA      | $4677575.41   | 0.14%             | 2030-01-10      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: —       |
| PPL Capital Funding, Inc.                                           | PPL Capital Funding, Inc.                                                        | CUSIP: 69352PAQ6<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    472000 | PA      | $462451.57    | 0.01%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                   | Wells Fargo & Co.                                                                | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4993291.60   | 0.14%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                              | NXP BV                                                                           | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3580000 | PA      | $3562707.17   | 0.10%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS Group AG                                                                     | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1250000 | PA      | $1146345.06   | 0.03%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                | Campbell's Co. (The)                                                             | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   8125000 | PA      | $7877003.88   | 0.23%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| NYMT Loan Trust                                                     | NYMT Loan Trust, Series 2024-BPL2, Class A1                                      | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |   4393000 | PA      | $4411104.43   | 0.13%             | 2039-05-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                                | American Express Co.                                                             | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  10210000 | PA      | $10104273.92  | 0.29%             | 2032-02-10      | Variable      | 4.46%                 | No            |                  2 | On Loan: —       |
| Southern Co. Gas Capital Corp.                                      | Southern Co. Gas Capital Corp., Series 20-A                                      | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $2736745.25   | 0.08%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Commonwealth Bank of Australia                                      | Commonwealth Bank of Australia                                                   | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   4660000 | PA      | $4687784.27   | 0.14%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: —       |
| ONEOK, Inc.                                                         | ONEOK, Inc.                                                                      | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3387000 | PA      | $3320454.19   | 0.10%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Las Vegas Sands Corp.                                               | Las Vegas Sands Corp.                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   6405000 | PA      | $6488404.69   | 0.19%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                           | Ford Motor Credit Co. LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2704835.38   | 0.08%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XJM67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7282479 | PA      | $6542087.51   | 0.19%             | 2051-05-01      | Fixed         | 3.00%                 | 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        |   7720000 | PA      | $7774909.50   | 0.23%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133A3GU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    767160 | PA      | $687319.60    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | Morgan Stanley                                                                   | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3983285.12   | 0.12%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37619000 | PA      | $35943778.91  | 1.04%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                   | Credit Acceptance Auto Loan Trust, Series 2025-2A, Class B                       | CUSIP: 224940AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3770000 | PA      | $3776858.38   | 0.11%             | 2036-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| TIF Funding III LLC                                                 | TIF Funding III LLC, Series 2024-1A, Class A                                     | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3405100 | PA      | $3419303.69   | 0.10%             | 2049-04-20      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133KNEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8505713 | PA      | $7158642.31   | 0.21%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418FDD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5832478 | PA      | $6033272.45   | 0.17%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 3132JA6S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    663402 | PA      | $640271.32    | 0.02%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    675165 | PA      | $626375.25    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                                 | Omnicom Group, Inc.                                                              | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   3502000 | PA      | $3420511.30   | 0.10%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BMW US Capital LLC                                                  | BMW US Capital LLC                                                               | CUSIP: 05565EDJ1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  10055000 | PA      | $9939776.54   | 0.29%             | 2033-03-19      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4719244 | PA      | $4573189.23   | 0.13%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3661000 | PA      | $3491821.75   | 0.10%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132E0RD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6909115 | PA      | $6985233.98   | 0.20%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                             | Daimler Truck Finance North America LLC                                          | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   5230000 | PA      | $5196063.89   | 0.15%             | 2030-10-12      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: —       |
| GLS Auto Receivables Issuer Trust                                   | GLS Auto Receivables Issuer Trust, Series 2025-4A, Class A3                      | CUSIP: 36273HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1920000 | PA      | $1921461.12   | 0.06%             | 2029-07-16      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE INSURANCE COMPANY                                 | Treasury Repurchase Agreement                                                    | CUSIP: N/A<br>LEI: 549300H7EXFMRS487544       | Long             | RA               | CORP              | US        |  50000000 | PA      | $50000000.00  | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                 | Bank of New York Mellon Corp. (The)                                              | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1537000 | PA      | $1557277.63   | 0.05%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2419124 | PA      | $2476667.86   | 0.07%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                                    | Harley-Davidson Motorcycle Trust, Series 2023-A, Class A3                        | CUSIP: 41285JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1057775 | PA      | $1059604.13   | 0.03%             | 2027-12-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                 | Fifth Third Bank NA                                                              | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1395072.22   | 0.04%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31417GBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398862 | PA      | $375704.78    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                  | CNO Global Funding                                                               | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   3619000 | PA      | $3570428.68   | 0.10%             | 2030-12-11      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: —       |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2025-2A, Class A3                  | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1690000 | PA      | $1694868.55   | 0.05%             | 2029-05-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                          | AT&T, Inc.                                                                       | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   8073000 | PA      | $6831674.21   | 0.20%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| ONEOK, Inc.                                                         | ONEOK, Inc.                                                                      | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2140269.18   | 0.06%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Shentel Issuer LLC                                                  | Shentel Issuer LLC, Series 2025-1A, Class A2                                     | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6270000 | PA      | $6317436.31   | 0.18%             | 2055-12-20      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                    | Omega Healthcare Investors, Inc.                                                 | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   5060000 | PA      | $5080551.65   | 0.15%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Macy's Retail Holdings LLC                                          | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1112127.07   | 0.03%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140J7WR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1077950 | PA      | $1005728.87   | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                      | Wheels Fleet Lease Funding LLC, Series 2025-3A, Class A1                         | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   3605000 | PA      | $3585464.51   | 0.10%             | 2040-09-18      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust                                            | AutoNation Finance Trust, Series 2026-1A, Class A3                               | CUSIP: 05330WAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1640000 | PA      | $1634329.04   | 0.05%             | 2030-08-12      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133BGVR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6461155 | PA      | $6110380.11   | 0.18%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                   | Xcel Energy, Inc.                                                                | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1527801.89   | 0.04%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15775000 | PA      | $15360290.08  | 0.44%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                        | American Credit Acceptance Receivables Trust, Series 2025-2, Class C             | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3095000 | PA      | $3115381.81   | 0.09%             | 2031-04-14      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QDKB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1593427 | PA      | $1428322.79   | 0.04%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                  | CNO Global Funding                                                               | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5353963.33   | 0.15%             | 2028-09-08      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                      | Pacific Life Global Funding II                                                   | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   4620000 | PA      | $4660801.21   | 0.13%             | 2030-02-10      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Western Union Co. (The)                                             | Western Union Co. (The)                                                          | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   3524000 | PA      | $3492611.63   | 0.10%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bluepeak ABS Issuer LLC                                             | Bluepeak ABS Issuer LLC, Series 2025-1A, Class A2                                | CUSIP: 09631QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9155000 | PA      | $9264661.34   | 0.27%             | 2055-12-20      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                                      | Alimentation Couche-Tard, Inc.                                                   | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   7725000 | PA      | $7670970.35   | 0.22%             | 2028-09-29      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Black Hills Corp.                                                   | Black Hills Corp.                                                                | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1282436.70   | 0.04%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Capital Power US Holdings, Inc.                                     | Capital Power US Holdings, Inc.                                                  | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2328784.30   | 0.07%             | 2028-06-01      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68078100 | PA      | $63599837.48  | 1.84%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2530641 | PA      | $2466444.22   | 0.07%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                            | Toyota Lease Owner Trust, Series 2025-B, Class A3                                | CUSIP: 89240NAD4<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-O            | CORP              | US        |   3830000 | PA      | $3811629.02   | 0.11%             | 2028-11-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                | Analog Devices, Inc.                                                             | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   6925000 | PA      | $6935949.19   | 0.20%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                     | Zayo Issuer LLC, Series 2025-2A, Class A2                                        | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7765000 | PA      | $7900236.79   | 0.23%             | 2055-06-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| WSP Global, Inc.                                                    | WSP Global, Inc.                                                                 | CUSIP: 92938WAH6<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |   7739000 | PA      | $7669377.40   | 0.22%             | 2036-09-18      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                  | ITC Holdings Corp.                                                               | CUSIP: 465685AV7<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2191462.62   | 0.06%             | 2036-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3142J6BZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8724505 | PA      | $8610521.65   | 0.25%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Western-Southern Global Funding                                     | Western-Southern Global Funding                                                  | CUSIP: 95954A2C6<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   3612000 | PA      | $3517618.80   | 0.10%             | 2032-12-10      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 3128MAFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    188616 | PA      | $177351.56    | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XJC43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9462872 | PA      | $9418638.83   | 0.27%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132E0FL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11575103 | PA      | $9865835.13   | 0.29%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                             | Pricoa Global Funding I                                                          | CUSIP: 74153WCY3<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   5655000 | PA      | $5585859.03   | 0.16%             | 2032-08-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Salesforce, Inc.                                                    | Salesforce, Inc.                                                                 | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   6226000 | PA      | $6206633.28   | 0.18%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co. Pty. Ltd.                                | Sydney Airport Finance Co. Pty. Ltd.                                             | CUSIP: 87124VAG4<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   5040000 | PA      | $4998255.90   | 0.14%             | 2036-03-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                        | ING Groep NV                                                                     | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   7910000 | PA      | $7886911.18   | 0.23%             | 2037-03-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WHYE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4083935 | PA      | $3683601.77   | 0.11%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XXXIX LP                                      | Cerberus Loan Funding XXXIX LP, Series 2022-3A, Class AR                         | CUSIP: 15673VAG0<br>LEI: 635400YPAUXKTFEV3V98 | Long             | ABS-CBDO         | CORP              | US        |   1166372 | PA      | $1166409.66   | 0.03%             | 2033-01-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                  | T-Mobile USA, Inc.                                                               | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $507167.08    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DNS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5111988 | PA      | $4713932.51   | 0.14%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                            | Avis Budget Rental Car Funding AESOP LLC, Series 2026-1A, Class A                | CUSIP: 05377RLL6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2350000 | PA      | $2329664.04   | 0.07%             | 2030-08-20      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                    | Deutsche Bank AG                                                                 | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   7520000 | PA      | $7597613.02   | 0.22%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: —       |
| Pacific Gas and Electric Co.                                        | Pacific Gas and Electric Co.                                                     | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3766603.06   | 0.11%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS Group AG                                                                     | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10538000 | PA      | $10365080.48  | 0.30%             | 2033-11-06      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: —       |
| HCA, Inc.                                                           | HCA, Inc.                                                                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147877.10    | 0.00%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QNYW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5438174 | PA      | $5242514.06   | 0.15%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2420488 | PA      | $2489837.59   | 0.07%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                   | GLS Auto Receivables Issuer Trust, Series 2026-1A, Class A3                      | CUSIP: 36274AAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2350000 | PA      | $2341520.73   | 0.07%             | 2029-11-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                            | Lloyds Banking Group plc                                                         | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4890000 | PA      | $4837329.42   | 0.14%             | 2030-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WEXD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379276 | PA      | $356142.51    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                         | BANK5 Trust, Series 2024-5YR6, Class A3                                          | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2704548.86   | 0.08%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XSCS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10908718 | PA      | $11178427.62  | 0.32%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138EPEE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400467 | PA      | $385712.95    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                       | Bridgecrest Lending Auto Securitization Trust, Series 2026-1, Class A3           | CUSIP: 107927AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1755000 | PA      | $1753786.07   | 0.05%             | 2029-12-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | Morgan Stanley                                                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2792295.94   | 0.08%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: —       |
| Citizens Financial Group, Inc.                                      | Citizens Financial Group, Inc.                                                   | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1375854.98   | 0.04%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: —       |
| Bank of Nova Scotia (The)                                           | Bank of Nova Scotia (The)                                                        | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   6945000 | PA      | $6851995.48   | 0.20%             | 2031-09-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: —       |
| Schlumberger Holdings Corp.                                         | Schlumberger Holdings Corp.                                                      | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   4389000 | PA      | $4355272.47   | 0.13%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                                         | ONEOK, Inc.                                                                      | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1258275.66   | 0.04%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                  | T-Mobile USA, Inc.                                                               | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $1740915.63   | 0.05%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                    | American National Global Funding                                                 | CUSIP: 02771D2D5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2296000 | PA      | $2278370.32   | 0.07%             | 2028-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                | Meta Platforms, Inc.                                                             | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3890170.04   | 0.11%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XRYP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4897411 | PA      | $5026268.36   | 0.15%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                     | SBA Tower Trust                                                                  | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3130000 | PA      | $2799937.43   | 0.08%             | 2031-10-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| GLP Capital LP                                                      | GLP Capital LP                                                                   | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3232000 | PA      | $3143437.38   | 0.09%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                        | NY Commercial Mortgage Trust, Series 2025-299P, Class A                          | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    739000 | PA      | $765845.06    | 0.02%             | 2047-02-10      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140Q9W74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    684771 | PA      | $655818.39    | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                       | Comcast Corp.                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3432000 | PA      | $1901208.12   | 0.06%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                     | NGPL PipeCo LLC                                                                  | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $4962561.12   | 0.14%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $40079101.70  | 1.16%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XJXV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4640037 | PA      | $3998471.15   | 0.12%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                  | DT Midstream, Inc.                                                               | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $660798.28    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                          | US Bancorp                                                                       | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2706000 | PA      | $2677482.93   | 0.08%             | 2032-01-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: —       |
| Southern California Edison Co.                                      | Southern California Edison Co.                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2138804.83   | 0.06%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises, Inc.                                            | IPALCO Enterprises, Inc.                                                         | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   2309000 | PA      | $2292924.44   | 0.07%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MSD Investment Corp.                                                | MSD Investment Corp.                                                             | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1085130.58   | 0.03%             | 2031-02-05      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2024-5, Class A3                  | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905985 | PA      | $906921.77    | 0.03%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140MA2R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16005077 | PA      | $14080277.89  | 0.41%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3239981 | PA      | $3349612.76   | 0.10%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                         | Ally Auto Receivables Trust, Series 2026-1, Class A3                             | CUSIP: 02008PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1680000 | PA      | $1670711.62   | 0.05%             | 2030-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3928688 | PA      | $3458560.65   | 0.10%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                   | Enterprise Products Operating LLC, Series E                                      | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2477709.00   | 0.07%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17721243 | PA      | $15217363.59  | 0.44%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                               | Camden Property Trust                                                            | CUSIP: 133131BC5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3462554.78   | 0.10%             | 2036-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Cheniere Energy Partners LP                                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    795000 | PA      | $791522.66    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                        | Blue Owl Credit Income Corp.                                                     | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2565218.12   | 0.07%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Credit Agricole SA                                                  | Credit Agricole SA                                                               | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  11365000 | PA      | $11208737.39  | 0.32%             | 2032-01-12      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| SEB Funding LLC                                                     | SEB Funding LLC, Series 2026-1A, Class A2                                        | CUSIP: 78433DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7790000 | PA      | $7711569.50   | 0.22%             | 2056-01-30      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 3132GUKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176413 | PA      | $167124.69    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                               | GM Financial Automobile Leasing Trust, Series 2025-3, Class A3                   | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4355000 | PA      | $4357193.61   | 0.13%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DNEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3591505 | PA      | $3229427.49   | 0.09%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2025-1A, Class C                   | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1769000 | PA      | $1782493.40   | 0.05%             | 2030-10-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 31427QE40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8614232 | PA      | $8907070.78   | 0.26%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140H5DW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1638109 | PA      | $1525802.73   | 0.04%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6375000 | PA      | $4421162.08   | 0.13%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                              | Stellantis Financial Services US Corp.                                           | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $7060943.54   | 0.20%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                           | Toyota Motor Credit Corp.                                                        | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   5123000 | PA      | $5084988.06   | 0.15%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2775329 | PA      | $2501121.34   | 0.07%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                          | PacifiCorp                                                                       | CUSIP: 695114DN5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1711000 | PA      | $1715335.06   | 0.05%             | 2031-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| New Economy Assets Phase 1 Sponsor LLC                              | New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1                  | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7268000 | PA      | $6100616.75   | 0.18%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                        | American Credit Acceptance Receivables Trust, Series 2026-1, Class C             | CUSIP: 02531FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8585000 | PA      | $8557527.14   | 0.25%             | 2033-01-12      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding VIII CLO Ltd.                                         | Cedar Funding VIII CLO Ltd., Series 2017-8A, Class DRR                           | CUSIP: 15032EBE8<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |   3269319 | PA      | $3169833.62   | 0.09%             | 2038-01-17      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Applebee's Funding LLC                                              | Applebee's Funding LLC, Series 2025-1A, Class A2                                 | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10685000 | PA      | $10687375.28  | 0.31%             | 2055-06-07      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133A1QB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85488 | PA      | $76316.14     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.                                | Textainer Marine Containers VII Ltd., Series 2021-2A, Class A                    | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   2290167 | PA      | $2160373.35   | 0.06%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1766338 | PA      | $1585998.05   | 0.05%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30860000 | PA      | $23629598.28  | 0.68%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                               | Bank of America Corp.                                                            | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12741000 | PA      | $12581540.01  | 0.36%             | 2032-02-06      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                                             | Progressive Corp. (The)                                                          | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   4880000 | PA      | $4886880.75   | 0.14%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                      | Southern Co. Gas Capital Corp.                                                   | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1247530.78   | 0.04%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Macquarie Airfinance Holdings Ltd.                                  | Macquarie Airfinance Holdings Ltd.                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   3625000 | PA      | $3638066.64   | 0.11%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                      | Enterprise Fleet Financing LLC, Series 2025-3, Class A3                          | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5110000 | PA      | $5130040.91   | 0.15%             | 2029-09-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| JBS NV                                                              | JBS NV                                                                           | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   5239000 | PA      | $5135795.68   | 0.15%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QM6B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12956687 | PA      | $11397166.39  | 0.33%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                              | Standard Chartered plc                                                           | CUSIP: 85325C2N1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4500000 | PA      | $4393800.50   | 0.13%             | 2032-06-05      | Variable      | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                    | Paramount Global                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $2478533.01   | 0.07%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DS5L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10221097 | PA      | $9184692.58   | 0.27%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179M2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    420395 | PA      | $395829.87    | 0.01%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marex Group plc                                                     | Marex Group plc                                                                  | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   6085000 | PA      | $6150673.88   | 0.18%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: —       |
| LAD Auto Receivables Trust                                          | LAD Auto Receivables Trust, Series 2025-1A, Class A3                             | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2930000 | PA      | $2940549.47   | 0.09%             | 2029-07-16      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                        | Fidelity National Information Services, Inc.                                     | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   5904000 | PA      | $5857660.92   | 0.17%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Aventura Mall Trust                                                 | Aventura Mall Trust, Series 2018-AVM, Class A                                    | CUSIP: 05359AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1381145.78   | 0.04%             | 2040-07-05      | Variable      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138EKFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3961136 | PA      | $3738123.61   | 0.11%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                   | Wells Fargo & Co.                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3545148.01   | 0.10%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                  | Regional Management Issuance Trust, Series 2024-2, Class A                       | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1865000 | PA      | $1872155.45   | 0.05%             | 2033-12-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                  | United Airlines Pass-Through Trust, Series 2020-1, Class A                       | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3353744 | PA      | $3409770.03   | 0.10%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XXXVII LP                                     | Cerberus Loan Funding XXXVII LP, Series 2022-1A, Class A1                        | CUSIP: 15672QAA5<br>LEI: 635400N8FQLKT6GMFM47 | Long             | ABS-CBDO         | CORP              | US        |   5600000 | PA      | $5600632.80   | 0.16%             | 2034-04-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| JBS NV                                                              | JBS NV                                                                           | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    641000 | PA      | $593751.95    | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                           | APA Corp.                                                                        | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2775687.50   | 0.08%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                      | Apollo Global Management, Inc.                                                   | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2203349.03   | 0.06%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Ford Credit Auto Lease Trust                                        | Ford Credit Auto Lease Trust, Series 2025-A, Class A3                            | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1355000 | PA      | $1361260.91   | 0.04%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    255152 | PA      | $239144.67    | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 31292LGC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    322269 | PA      | $304600.83    | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                               | NextGear Floorplan Master Owner Trust, Series 2025-2A, Class A2                  | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2805000 | PA      | $2791992.65   | 0.08%             | 2030-10-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                      | Hyundai Auto Receivables Trust, Series 2025-B, Class A3                          | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2110000 | PA      | $2117960.40   | 0.06%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                                | Bain Capital Specialty Finance, Inc.                                             | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1089171.54   | 0.03%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| CGI, Inc.                                                           | CGI, Inc.                                                                        | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   7584000 | PA      | $7623289.14   | 0.22%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138ABQZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177722 | PA      | $175885.50    | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    725014 | PA      | $708717.75    | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank (The)                                      | Huntington National Bank (The)                                                   | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2068278.44   | 0.06%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                | Glencore Funding LLC                                                             | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   8655000 | PA      | $8673735.74   | 0.25%             | 2036-04-01      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                              | Hercules Capital, Inc.                                                           | CUSIP: 42711MAA1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   3157000 | PA      | $3094494.75   | 0.09%             | 2029-02-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                   | GLS Auto Select Receivables Trust, Series 2025-1A, Class A2                      | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    939402 | PA      | $942979.74    | 0.03%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                         | Toronto-Dominion Bank (The)                                                      | CUSIP: 89115KAM2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   6226000 | PA      | $6166106.69   | 0.18%             | 2031-01-13      | Fixed         | 4.41%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XQXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14560613 | PA      | $14851872.92  | 0.43%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                          | LAD Auto Receivables Trust, Series 2025-2A, Class A3                             | CUSIP: 505912AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7985000 | PA      | $7987766.00   | 0.23%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8358931 | PA      | $6909251.15   | 0.20%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                    | GE HealthCare Technologies, Inc.                                                 | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1858000 | PA      | $1845866.22   | 0.05%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                | Royal Bank of Canada                                                             | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  13930000 | PA      | $13929977.71  | 0.40%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                        | Oracle Corp.                                                                     | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5265000 | PA      | $4886465.09   | 0.14%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                         | Ally Auto Receivables Trust, Series 2025-1, Class A3                             | CUSIP: 02008KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2010000 | PA      | $2007859.95   | 0.06%             | 2030-03-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XA7B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2135055 | PA      | $1835806.75   | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                            | BX Trust, Series 2025-DELC, Class A                                              | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2260000 | PA      | $2261901.11   | 0.07%             | 2042-12-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Ares XXXIX CLO Ltd.                                                 | Ares XXXIX CLO Ltd., Series 2016-39A, Class AR3                                  | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |   7450000 | PA      | $7452920.40   | 0.22%             | 2037-07-18      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Var Energi ASA                                                      | Var Energi ASA                                                                   | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   3815623 | PA      | $3832601.53   | 0.11%             | 2027-05-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Athene Global Funding                                               | Athene Global Funding                                                            | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5105000 | PA      | $5086736.81   | 0.15%             | 2028-05-09      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: —       |
| Canadian Imperial Bank of Commerce                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   8935000 | PA      | $9006480.54   | 0.26%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138A5PY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138693 | PA      | $137258.68    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2025-1A, Class A3                  | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2675000 | PA      | $2685927.11   | 0.08%             | 2028-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                  | United Airlines Pass-Through Trust, Series 2024-1, Class A                       | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2819236 | PA      | $2896631.33   | 0.08%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33223000 | PA      | $33113987.03  | 0.96%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                      | EPR Properties                                                                   | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   5327000 | PA      | $5199094.31   | 0.15%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Issuer Trust                            | GLS Auto Select Receivables Issuer Trust, Series 2025-4A, Class A2               | CUSIP: 36273DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1662051 | PA      | $1657974.47   | 0.05%             | 2031-02-18      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| Jacobs Solutions, Inc.                                              | Jacobs Solutions, Inc.                                                           | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |   4862000 | PA      | $4793944.30   | 0.14%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                      | Hewlett Packard Enterprise Co.                                                   | CUSIP: 42824CCE7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   6605000 | PA      | $6565804.28   | 0.19%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 31427P6Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4327110 | PA      | $3651405.49   | 0.11%             | 2053-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                                | Bain Capital Specialty Finance, Inc.                                             | CUSIP: 05684BAF4<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |   3578000 | PA      | $3413506.10   | 0.10%             | 2031-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                 | Block Financial LLC                                                              | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4705000 | PA      | $4566191.49   | 0.13%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                | Jackson National Life Global Funding                                             | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   5015000 | PA      | $4912980.61   | 0.14%             | 2030-09-09      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                  | NSTAR Electric Co.                                                               | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1190174.53   | 0.03%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Vistra Operations Co. LLC                                           | Vistra Operations Co. LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5945100.00   | 0.17%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140FTMF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3131865 | PA      | $2931924.25   | 0.08%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    276400 | PA      | $258040.28    | 0.01%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                       | Comcast Corp.                                                                    | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2719692.79   | 0.08%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AASET                                                               | AASET, Series 2025-1A, Class A                                                   | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470577 | PA      | $473381.78    | 0.01%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| DLLAD LLC                                                           | DLLAD LLC, Series 2024-1A, Class A2                                              | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166061 | PA      | $166506.65    | 0.00%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                  | Compass Datacenters Issuer III LLC, Series 2025-1A, Class A2                     | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1306405.10   | 0.04%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Aker BP ASA                                                         | Aker BP ASA                                                                      | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $1041694.89   | 0.03%             | 2033-06-13      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp                                                          | PacifiCorp                                                                       | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   4695000 | PA      | $4641798.42   | 0.13%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                 | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1204002.20   | 0.03%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                               | Global Payments, Inc.                                                            | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   9107000 | PA      | $8943445.38   | 0.26%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| San Diego Gas & Electric Co.                                        | San Diego Gas & Electric Co., Series EEEE                                        | CUSIP: 797440CJ1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2326210.78   | 0.07%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Bank of Montreal                                                    | Bank of Montreal                                                                 | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1855000 | PA      | $1871635.36   | 0.05%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                    | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2763200.49   | 0.08%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                             | Golub Capital BDC, Inc.                                                          | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   4821000 | PA      | $4930688.16   | 0.14%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                  | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   6400000 | PA      | $6325464.83   | 0.18%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                 | Exeter Automobile Receivables Trust, Series 2025-1A, Class C                     | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8147000 | PA      | $8208132.64   | 0.24%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Marathon CLO Ltd.                                                   | Marathon CLO Ltd., Series 2020-15A, Class A1R3                                   | CUSIP: 56579UBA3<br>LEI: 549300T57AS4PEWI4U14 | Long             | ABS-CBDO         | CORP              | KY        |   8750000 | PA      | $8715490.00   | 0.25%             | 2037-08-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                     | Plains All American Pipeline LP                                                  | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2969591.94   | 0.09%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Intel Corp.                                                         | Intel Corp.                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    588000 | PA      | $592605.13    | 0.02%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| State of California                                                 | State of California                                                              | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3561217.80   | 0.10%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                  | Ares Capital Corp.                                                               | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2392556.22   | 0.07%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $18415273.38  | 0.53%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery plc                                              | Brightstar Lottery plc                                                           | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   4145000 | PA      | $4111441.67   | 0.12%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2737819 | PA      | $2781129.31   | 0.08%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XBGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11703321 | PA      | $10128315.79  | 0.29%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133AMKD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16248307 | PA      | $13771790.58  | 0.40%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                         | Imperial Brands Finance plc                                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   5970000 | PA      | $5974401.74   | 0.17%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179YU93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1495049 | PA      | $1559655.92   | 0.05%             | 2054-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                         | Amgen, Inc.                                                                      | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3785000 | PA      | $3669270.67   | 0.11%             | 2056-02-19      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WAWV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385886 | PA      | $371969.98    | 0.01%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                     | Fedex Freight Holding Co., Inc.                                                  | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   5412000 | PA      | $5319265.43   | 0.15%             | 2031-03-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                           | SFS Auto Receivables Securitization Trust, Series 2025-1A, Class A3              | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    910000 | PA      | $915901.81    | 0.03%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QHPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12496448 | PA      | $11892251.47  | 0.34%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QVMK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12423300 | PA      | $12323438.68  | 0.36%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                        | Pacific Gas and Electric Co.                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1855586.47   | 0.05%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | FNMA, Series 2025-114, Class AE                                                  | CUSIP: 3136BYGK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12736169 | PA      | $12578907.75  | 0.36%             | 2056-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                      | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   9774000 | PA      | $9622317.59   | 0.28%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                        | DNB Bank ASA                                                                     | CUSIP: 23341CAH6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  10900000 | PA      | $10874026.50  | 0.31%             | 2032-03-30      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138XRXG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78990 | PA      | $77860.50     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XMBS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10302702 | PA      | $9240506.94   | 0.27%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co.                                                     | Idaho Power Co.                                                                  | CUSIP: 45138LBM4<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |   3055000 | PA      | $2990208.74   | 0.09%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Amgen, Inc.                                                         | Amgen, Inc.                                                                      | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $1046345.13   | 0.03%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Mercedes-Benz Finance North America LLC                             | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JBP1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  11693000 | PA      | $11608570.23  | 0.34%             | 2029-03-10      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                             | CUSIP: 31381RA46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1002069 | PA      | $1049328.62   | 0.03%             | 2041-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DNYC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8909550 | PA      | $7685738.51   | 0.22%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XRNY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3777674 | PA      | $3870215.24   | 0.11%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                  | CyrusOne Data Centers Issuer I LLC, Series 2025-1A, Class A2                     | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2170000 | PA      | $2178644.85   | 0.06%             | 2050-02-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust              | Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-CA, Class A3 | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9585000 | PA      | $9544071.09   | 0.28%             | 2029-04-20      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC                                | Equinix Europe 2 Financing Corp. LLC                                             | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2932397.23   | 0.08%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                          | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAV7<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   3105000 | PA      | $2978611.81   | 0.09%             | 2031-04-02      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                           | HCA, Inc.                                                                        | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1084882.69   | 0.03%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                            | BX Trust, Series 2024-VLT4, Class A                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $273281.25    | 0.01%             | 2041-06-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                      | Carvana Auto Receivables Trust, Series 2025-P2, Class A4                         | CUSIP: 14688YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6015000 | PA      | $6079576.44   | 0.18%             | 2031-06-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                          | Microchip Technology, Inc.                                                       | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2042526.23   | 0.06%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                            | UnitedHealth Group, Inc.                                                         | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2761337.75   | 0.08%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                            | BX Trust, Series 2025-VLT7, Class A                                              | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8630000 | PA      | $8592243.75   | 0.25%             | 2044-07-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140EUFW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1846789 | PA      | $1774830.72   | 0.05%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                  | T-Mobile USA, Inc.                                                               | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2561000 | PA      | $2416399.41   | 0.07%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DN3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6593281 | PA      | $6614371.54   | 0.19%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133KH5K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    748940 | PA      | $669514.45    | 0.02%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WJXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1804301 | PA      | $1619086.27   | 0.05%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                        | Mizuho Financial Group, Inc.                                                     | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   8545000 | PA      | $8530879.64   | 0.25%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: —       |
| BANK5                                                               | BANK5, Series 2024-5YR11, Class A3                                               | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14000000 | PA      | $14533772.40  | 0.42%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5446926 | PA      | $5165042.59   | 0.15%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                                          | eBay, Inc.                                                                       | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $3998859.02   | 0.12%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                            | Benchmark Mortgage Trust, Series 2024-V7, Class A3                               | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2405000 | PA      | $2506176.91   | 0.07%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                   | Credit Acceptance Auto Loan Trust, Series 2025-1A, Class A                       | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11265000 | PA      | $11348113.17  | 0.33%             | 2035-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                          | Indiana Michigan Power Co.                                                       | CUSIP: 454889AW6<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $3887201.87   | 0.11%             | 2056-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                    | Boeing Co. (The)                                                                 | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3000062.42   | 0.09%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140L2PP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1676432 | PA      | $1377138.25   | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                                    | First Investors Auto Owner Trust, Series 2025-1A, Class C                        | CUSIP: 32059WAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4040000 | PA      | $4043827.09   | 0.12%             | 2031-12-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11392287 | PA      | $9640681.16   | 0.28%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust              | Stellantis Financial Underwritten Enhanced Lease Trust, Series 2025-BA, Class A3 | CUSIP: 858933AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5340000 | PA      | $5348871.88   | 0.15%             | 2029-01-22      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16194446 | PA      | $13103218.08  | 0.38%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                     | CSL Finance plc                                                                  | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $6773035.36   | 0.20%             | 2032-04-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| Public Service Co. of New Hampshire                                 | Public Service Co. of New Hampshire                                              | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3454523.09   | 0.10%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                                | USB Auto Owner Trust, Series 2025-1A, Class A3                                   | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $873577.35    | 0.03%             | 2030-06-17      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2520331 | PA      | $2583085.63   | 0.07%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                 | Sonoco Products Co.                                                              | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   4680000 | PA      | $4666449.34   | 0.14%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| DLLAD LLC                                                           | DLLAD LLC, Series 2024-1A, Class A3                                              | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1269125.25   | 0.04%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                              | Kyndryl Holdings, Inc.                                                           | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1036893.85   | 0.03%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138W9GU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372291 | PA      | $350444.54    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2023-19, Class WB                                                   | CUSIP: 38383V4Z8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1660747 | PA      | $1703032.35   | 0.05%             | 2051-11-20      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 31427MBQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7429597 | PA      | $7643286.70   | 0.22%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                                     | CarMax Select Receivables Trust, Series 2025-A, Class A3                         | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4565000 | PA      | $4595028.11   | 0.13%             | 2029-09-17      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                      | Atlas Warehouse Lending Co. LP                                                   | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3398889.15   | 0.10%             | 2030-11-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                              | Home Depot, Inc. (The)                                                           | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3160669.47   | 0.09%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XGRA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6218874 | PA      | $5770920.67   | 0.17%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pine Street Trust III                                               | Pine Street Trust III                                                            | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2995000 | PA      | $2990534.87   | 0.09%             | 2054-05-15      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XDTV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10819357 | PA      | $9624299.59   | 0.28%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                       | Bridgecrest Lending Auto Securitization Trust, Series 2025-3, Class A3           | CUSIP: 107920AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3665000 | PA      | $3674651.78   | 0.11%             | 2029-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2007-6, Class PA                                                    | CUSIP: 31396PRK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22211 | PA      | $22978.89     | 0.00%             | 2037-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                           | SFS Auto Receivables Securitization Trust, Series 2025-2A, Class A3              | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5965000 | PA      | $5992259.45   | 0.17%             | 2030-12-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                                                    | CVS Health Corp.                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4080000 | PA      | $3598921.94   | 0.10%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Ashtead Capital, Inc.                                               | Ashtead Capital, Inc.                                                            | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1694334.75   | 0.05%             | 2029-11-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2975403 | PA      | $3059291.54   | 0.09%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                               | Ashtead Capital, Inc.                                                            | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6411378.29   | 0.19%             | 2028-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Hyundai Capital America                                             | Hyundai Capital America                                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4920000 | PA      | $4972512.78   | 0.14%             | 2030-03-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: —       |
| Regional Management Issuance Trust                                  | Regional Management Issuance Trust, Series 2024-1, Class A                       | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    929000 | PA      | $941865.63    | 0.03%             | 2036-07-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                                    | AutoNation, Inc.                                                                 | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3535000 | PA      | $3505611.25   | 0.10%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                | Ally Financial, Inc.                                                             | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   8917000 | PA      | $8758978.63   | 0.25%             | 2033-07-31      | Variable      | 5.55%                 | No            |                  2 | On Loan: —       |
| Carmax Auto Owner Trust                                             | CarMax Auto Owner Trust, Series 2025-2, Class A3                                 | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2875000 | PA      | $2888616.58   | 0.08%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    242321 | PA      | $226948.22    | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust              | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2025-BMS, Class A | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3740000 | PA      | $3730650.00   | 0.11%             | 2042-01-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Notes                                                              | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5273000 | PA      | $5170835.63   | 0.15%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    251236 | PA      | $236016.83    | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4178276.40   | 0.12%             | 2029-06-10      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: —       |
| BMO Mortgage Trust                                                  | BMO Mortgage Trust, Series 2024-5C6, Class A3                                    | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10888000 | PA      | $11080535.77  | 0.32%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                 | Exeter Automobile Receivables Trust, Series 2025-2A, Class A3                    | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6558858 | PA      | $6568091.90   | 0.19%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                              | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAF1<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |   7670000 | PA      | $7458850.19   | 0.22%             | 2033-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Regency Centers LP                                                  | Regency Centers LP                                                               | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1326186.37   | 0.04%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                          | VMware LLC                                                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2229399.96   | 0.06%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Hyundai Auto Lease Securitization Trust                             | Hyundai Auto Lease Securitization Trust, Series 2026-A, Class A3                 | CUSIP: 448970AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4865000 | PA      | $4847582.33   | 0.14%             | 2028-12-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 31427N7A1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7614102 | PA      | $7763460.36   | 0.22%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHLC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4469708 | PA      | $3941339.14   | 0.11%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSMC OA LLC                                                         | CSMC OA LLC, Series 2014-USA, Class A2                                           | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $1840440.02   | 0.05%             | 2037-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                   | GLS Auto Receivables Issuer Trust, Series 2024-4A, Class A3                      | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    798771 | PA      | $799626.15    | 0.02%             | 2028-07-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| General Motors Co.                                                  | General Motors Co.                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   4395000 | PA      | $4518736.83   | 0.13%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                             | Hyundai Capital America                                                          | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2130496.00   | 0.06%             | 2028-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| Fortitude Global Funding                                            | Fortitude Global Funding                                                         | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3538709.57   | 0.10%             | 2028-10-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United Mexican States                                               | United Mexican States                                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   4670000 | PA      | $4560255.00   | 0.13%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20770 | PA      | $19555.81     | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                           | SCF Equipment Leasing LLC, Series 2025-2A, Class A3                              | CUSIP: 78439XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5125000 | PA      | $5099673.28   | 0.15%             | 2036-06-20      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140L3AR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1934900 | PA      | $1582803.03   | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QNLW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6537382 | PA      | $5287807.22   | 0.15%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHSM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4767922 | PA      | $4526191.69   | 0.13%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $9475820.37   | 0.27%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                           | Mid-America Apartments LP                                                        | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   6842000 | PA      | $6719650.06   | 0.19%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $4562851.58   | 0.13%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                   | GLS Auto Select Receivables Trust, Series 2025-3A, Class A2                      | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1865152 | PA      | $1866856.52   | 0.05%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                             | Capital One Multi-Asset Execution Trust, Series 2023-A1, Class A                 | CUSIP: 14041NGD7<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4001528.80   | 0.12%             | 2028-05-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                  | GS Mortgage Securities Corp. Trust, Series 2013-PEMB, Class A                    | CUSIP: 36197VAA6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $96887.50     | 0.00%             | 2033-03-05      | Variable      | 3.55%                 | Yes           |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                              | CVS Pass-Through Trust                                                           | CUSIP: 126650BQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4251670 | PA      | $4377419.67   | 0.13%             | 2030-01-10      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                    | Brookfield Asset Management Ltd.                                                 | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   2677000 | PA      | $2653245.24   | 0.08%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                           | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1606692.47   | 0.05%             | 2031-01-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: —       |
| SoftBank Corp.                                                      | SoftBank Corp.                                                                   | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |   3376000 | PA      | $3354412.03   | 0.10%             | 2030-07-09      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: —       |
| Exeter Automobile Receivables Trust                                 | Exeter Automobile Receivables Trust, Series 2026-2A, Class A3                    | CUSIP: 30166WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3084000 | PA      | $3087486.15   | 0.09%             | 2030-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Magnetite XVII Ltd.                                                 | Magnetite XVII Ltd., Series 2016-17A, Class AR2                                  | CUSIP: 55954EAY5<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8501827.50   | 0.25%             | 2037-04-20      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12661900 | PA      | $8465172.63   | 0.25%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12436793 | PA      | $11415880.27  | 0.33%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XA5M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    737051 | PA      | $601548.67    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                  | Crown Castle, Inc.                                                               | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3870000 | PA      | $3863788.34   | 0.11%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54195000 | PA      | $52440013.61  | 1.52%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                               | NextGear Floorplan Master Owner Trust, Series 2026-1A, Class A2                  | CUSIP: 65341KCJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8010000 | PA      | $7932318.22   | 0.23%             | 2031-02-18      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| Hasbro, Inc.                                                        | Hasbro, Inc.                                                                     | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2370049.39   | 0.07%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 3617MVTY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2789010 | PA      | $2494861.28   | 0.07%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                        | Canadian Pacific Railway Co.                                                     | CUSIP: 13645RBP8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   2741000 | PA      | $2711024.75   | 0.08%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                    | Lincoln Financial Global Funding                                                 | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   4860000 | PA      | $4860703.00   | 0.14%             | 2028-05-28      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Kentucky Utilities Co.                                              | Kentucky Utilities Co., Series KENT                                              | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3792130.67   | 0.11%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16215000 | PA      | $15932504.22  | 0.46%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                        | Hilton Grand Vacations Trust, Series 2022-2A, Class A                            | CUSIP: 43283GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180125 | PA      | $178676.26    | 0.01%             | 2037-01-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                               | Athene Global Funding                                                            | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1131791.90   | 0.03%             | 2030-01-07      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                  | United Airlines Pass-Through Trust, Series 2024-1, Class AA                      | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2584300 | PA      | $2633269.37   | 0.08%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                  | LPL Holdings, Inc.                                                               | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3384662.23   | 0.10%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| MetLife, Inc.                                                       | MetLife, Inc.                                                                    | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   3438000 | PA      | $3374369.08   | 0.10%             | 2056-03-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: —       |
| Aviation Capital Group LLC                                          | Aviation Capital Group LLC                                                       | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1502768.32   | 0.04%             | 2029-04-30      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| M&T Bank Auto Receivables Trust                                     | M&T Bank Auto Receivables Trust, Series 2025-1A, Class A3                        | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $941988.84    | 0.03%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4186177 | PA      | $3951915.98   | 0.11%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XQRF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15056938 | PA      | $15363326.55  | 0.44%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Notes                                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 115836000 | PA      | $112994398.13 | 3.27%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                         | Extended Stay America Trust, Series 2026-ESH2, Class A                           | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4715633 | PA      | $4715632.73   | 0.14%             | 2043-02-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Octane Receivables Trust                                            | Octane Receivables Trust, Series 2025-1A, Class A2                               | CUSIP: 67580EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5220000 | PA      | $5212685.74   | 0.15%             | 2031-02-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2026-1A, Class A3                  | CUSIP: 96043BAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4350000 | PA      | $4342028.19   | 0.13%             | 2029-07-16      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                      | Morgan Stanley                                                                   | CUSIP: 61747YGC3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4670000 | PA      | $4648330.97   | 0.13%             | 2047-03-13      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                                     | Jefferies Financial Group, Inc.                                                  | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2572248.19   | 0.07%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Ashtead Capital, Inc.                                               | Ashtead Capital, Inc.                                                            | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2485435.75   | 0.07%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                            | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1398230.42   | 0.04%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138X3EQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211185 | PA      | $198923.59    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                          | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2941847.12   | 0.09%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140K45H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514541 | PA      | $460062.53    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9785 | PA      | $9203.03      | 0.00%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 31335BM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    529199 | PA      | $493484.04    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS Group AG                                                                     | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $10027721.90  | 0.29%             | 2028-05-12      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: —       |
| KBC Group NV                                                        | KBC Group NV                                                                     | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   7032000 | PA      | $6922027.11   | 0.20%             | 2031-09-23      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2086301 | PA      | $2158080.36   | 0.06%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2025-2, Class A3                  | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10805000 | PA      | $10840788.32  | 0.31%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                           | HCA, Inc.                                                                        | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    690000 | PA      | $690535.83    | 0.02%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2025-3, Class A2                  | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2906191 | PA      | $2911032.87   | 0.08%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                               | Elevance Health, Inc.                                                            | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   7730000 | PA      | $7662870.13   | 0.22%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Huntington Bank Auto Credit-Linked Notes                            | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class B1                | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    391034 | PA      | $394061.04    | 0.01%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWGK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1119433 | PA      | $1159405.47   | 0.03%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XQY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1112091 | PA      | $1139331.80   | 0.03%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DNDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6786706 | PA      | $5730551.46   | 0.17%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31417G6A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142643 | PA      | $134302.62    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                              | Norinchukin Bank (The)                                                           | CUSIP: 656029AS4<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |   4303000 | PA      | $4257657.09   | 0.12%             | 2036-03-10      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                   | Chevron USA, Inc.                                                                | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   4990000 | PA      | $5067561.22   | 0.15%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15252546 | PA      | $14785199.37  | 0.43%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                | BA Credit Card Trust, Series 2023-A1, Class A1                                   | CUSIP: 05522RDG0<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   2912000 | PA      | $2914636.52   | 0.08%             | 2028-05-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DTLF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7462564 | PA      | $6632516.16   | 0.19%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                           | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   1877000 | PA      | $1847470.27   | 0.05%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XKW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1757203 | PA      | $1760626.14   | 0.05%             | 2038-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp.                                         | Maple Parent Holdings Corp.                                                      | CUSIP: 56530KAB2<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   2284000 | PA      | $2274344.62   | 0.07%             | 2031-03-26      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138X32U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63975 | PA      | $61746.79     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barings BDC, Inc.                                                   | Barings BDC, Inc.                                                                | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |   3582000 | PA      | $3499893.36   | 0.10%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                | Eastman Chemical Co.                                                             | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   8515000 | PA      | $8325711.38   | 0.24%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XVU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1928367 | PA      | $1974043.13   | 0.06%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

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

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer