# EDGAR Filing Document

**Accession Number:** 0000353905
**File Stem:** 0001752724-23-040506
**Filing Date:** 2023-2
**Character Count:** 264332
**Document Hash:** a6d814d92ab13997b63291d92b9668f5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040506.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-040506

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NATIONWIDE VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000353905
- **IRS NUMBER:** 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:** 23667690

**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 BNY Mellon Core Plus Bond Fund (Series ID: S000021033)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000059803 | Class I      |  |
| C000059804 | Class II     |  |
| C000059805 | Class Y      |  |
| C000112230 | Class P      |  |

## 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 Location:N0900

  - **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 BNY Mellon Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000021033

- **c. LEI of Series:** 549300QJN4THXEBOQE72

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $1801355493.67

**Total Liabilities:** $40603079.77

**Net Assets:** $1760752413.90

**Cash Not Reported:** $6999282.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 929.10881800 | **1-Year:** 34728.78468100 | **5-Year:** 212717.86689800 | **10-Year:** 315812.69253500 | **30-Year:** 145650.33455700

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

- **3-Month:** 1220.90305600 | **1-Year:** 5093.83468000 | **5-Year:** 27282.05633200 | **10-Year:** 10799.28159800 | **30-Year:** 6818.98654500

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000059805 | -0.83%               | 4.21%                | -0.61%               |
| Class ID C000112230 | -0.94%               | 4.22%                | -0.58%               |
| Class ID C000059803 | -0.94%               | 4.23%                | -0.56%               |
| Class ID C000059804 | -0.93%               | 4.18%                | -0.62%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8567023.43             | $-13922545.56                              |
| Month 2  | $-22623981.70            | $92223420.61                               |
| Month 3  | $-5170915.78             | $-10927367.01                              |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU Index

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| United States of America                       | U.S. Treasury Bonds                                                   | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    530000 | PA      | $436670.31    | 0.02%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.             | American International Group, Inc.                                    | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   4738000 | PA      | $4007649.71   | 0.23%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA                                                                  | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16392386 | PA      | $14205610.67  | 0.81%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                            | Iron Mountain, Inc.                                                   | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    895000 | PA      | $775621.44    | 0.04%             | 2032-07-15      | Fixed         | 5.62%                 | 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        |   3214461 | PA      | $2567096.79   | 0.15%             | 2066-06-25      | Variable      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit Opportunities IX CLO Ltd.      | Fortress Credit Opportunities IX CLO Ltd., Series 2017-9A, Class A1TR | CUSIP: 34961JAY0<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $6976008.00   | 0.40%             | 2033-10-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Scientific Games International, Inc.           | Scientific Games International, Inc.                                  | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    655000 | PA      | $624811.05    | 0.04%             | 2028-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: —       |
| AT&T, Inc.                                     | AT&T, Inc.                                                            | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2810107.54   | 0.16%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                    | ONEOK, Inc.                                                           | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1245938.36   | 0.07%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Genesis Energy LP                              | Genesis Energy LP                                                     | CUSIP: 37185LAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $301938.99    | 0.02%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| AES Panama Generation Holdings SRL             | AES Panama Generation Holdings SRL                                    | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   4000000 | PA      | $3474800.00   | 0.20%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| NXP BV                                         | NXP BV                                                                | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3113498.50   | 0.18%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Trestles CLO IV Ltd.                           | Trestles CLO IV Ltd., Series 2021-4A, Class A                         | CUSIP: 89532WAA7<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | PA      | $1418297.20   | 0.08%             | 2034-07-21      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| CITGO Petroleum Corp.                          | CITGO Petroleum Corp.                                                 | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   2363000 | PA      | $2304775.68   | 0.13%             | 2025-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                            | Iron Mountain, Inc.                                                   | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62872.64     | 0.00%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                         | Standard Chartered plc                                                | CUSIP: 853254CD0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1820000 | PA      | $1396750.41   | 0.08%             | 2028-08-19      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| CSN Inova Ventures                             | CSN Inova Ventures                                                    | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    219000 | PA      | $208968.03    | 0.01%             | 2028-01-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Apple, Inc.                                    | Apple, Inc.                                                           | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $1833887.15   | 0.10%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                               | Boeing Co. (The)                                                      | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  10130000 | PA      | $8875571.51   | 0.50%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140L06D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1527190 | PA      | $1254830.23   | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                     | Constellation Brands, Inc.                                            | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   2677000 | PA      | $2346004.80   | 0.13%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                         | Extra Space Storage LP                                                | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1161543.31   | 0.07%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3138MRLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91949 | PA      | $86066.82     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                   | Verizon Communications, Inc.                                          | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $799855.79    | 0.05%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.              | Philip Morris International, Inc.                                     | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    871000 | PA      | $883610.70    | 0.05%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                | WFRBS Commercial Mortgage Trust, Series 2014-C22, Class AS            | CUSIP: 92890KBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2620000 | PA      | $2451064.50   | 0.14%             | 2057-09-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                                                  | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4610000 | PA      | $3526300.24   | 0.20%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: —       |
| Citigroup, Inc.                                | Citigroup, Inc.                                                       | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1943693.19   | 0.11%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                       | Argentine Republic                                                    | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    758076 | PA      | $201236.90    | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                | TransDigm, Inc.                                                       | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486477.38    | 0.03%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Republic of Ecuador                            | Republic of Ecuador                                                   | CUSIP: 27927IAE3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    396900 | PA      | $255035.43    | 0.01%             | 2030-07-31      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                     | AT&T, Inc.                                                            | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $863436.90    | 0.05%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                       | Celanese US Holdings LLC                                              | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   7573000 | PA      | $7469448.39   | 0.42%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| United States of America                       | U.S. Treasury Notes                                                   | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63781000 | PA      | $56633043.56  | 3.22%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                            | Republic of Ecuador                                                   | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |     97034 | PA      | $37897.30     | 0.00%             | 2030-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XHRP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17844114 | PA      | $17302903.72  | 0.98%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                            | U.S. Treasury 10 Year Note                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -584 | NC      | $907063.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Midstream Operating LP                 | Western Midstream Operating LP                                        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    560000 | PA      | $488835.20    | 0.03%             | 2030-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                      | Ford Motor Credit Co. LLC                                             | CUSIP: 345397A78<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2828330.56   | 0.16%             | 2023-11-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                        | Anheuser-Busch Cos. LLC                                               | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2549955.99   | 0.14%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140QGYP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3544229 | PA      | $2893249.54   | 0.16%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3138WPG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384871 | PA      | $360247.30    | 0.02%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                      | HCA, Inc.                                                             | CUSIP: 197677AG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89094.71     | 0.01%             | 2025-06-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC         | Ardagh Metal Packaging Finance USA LLC                                | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195789.04    | 0.01%             | 2027-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140QPCQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9321491 | PA      | $8748672.57   | 0.50%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Parkland Corp.                                 | Parkland Corp.                                                        | CUSIP: 70137WAL2<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2482500.00   | 0.14%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                               | CSC Holdings LLC                                                      | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163500.00    | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The)                                       | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6565000 | PA      | $5093840.55   | 0.29%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                            | Suzano Austria GmbH                                                   | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $198932.79    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                    | Apple, Inc.                                                           | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1231383.34   | 0.07%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                            | Petroleos Mexicanos                                                   | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    759000 | PA      | $596002.47    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Williams Cos., Inc. (The)                      | Williams Cos., Inc. (The)                                             | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1361104.84   | 0.08%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp.                           | Carrier Global Corp.                                                  | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   3515000 | PA      | $2959255.79   | 0.17%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.          | NextEra Energy Capital Holdings, Inc.                                 | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $1980710.18   | 0.11%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3138W9GW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    894120 | PA      | $835613.55    | 0.05%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140X7Y86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1490455 | PA      | $1321570.03   | 0.08%             | 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      | $336978.60    | 0.02%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                         | Northrop Grumman Corp.                                                | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   3388000 | PA      | $3124581.88   | 0.18%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3138X6TP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287292 | PA      | $276825.58    | 0.02%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                             | Crown Castle, Inc.                                                    | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1304377.38   | 0.07%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| Gilead Sciences, Inc.                          | Gilead Sciences, Inc.                                                 | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $1710220.80   | 0.10%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Parkland Corp.                                 | Parkland Corp.                                                        | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |   5948000 | PA      | $4956268.25   | 0.28%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EPR Properties                                 | EPR Properties                                                        | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    340000 | PA      | $290079.82    | 0.02%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                       | Cox Communications, Inc.                                              | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   6985000 | PA      | $6192763.88   | 0.35%             | 2035-02-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp.                              | FirstEnergy Corp., Series C                                           | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    450000 | PA      | $401754.86    | 0.02%             | 2047-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| GNMA                                           | GNMA                                                                  | CUSIP: 36179MX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    472323 | PA      | $445015.63    | 0.03%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                            | Suzano Austria GmbH, Series DM3N                                      | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   5750000 | PA      | $4482723.00   | 0.25%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS                                                                  | CUSIP: 3132DPBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4559254 | PA      | $4689174.55   | 0.27%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer                                | DataBank Issuer, Series 2021-2A, Class A2                             | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4008000 | PA      | $3470911.97   | 0.20%             | 2051-10-25      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA              | Banco de Credito e Inversiones SA                                     | CUSIP: 05890MAA1<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $184095.93    | 0.01%             | 2027-10-12      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                  | Smyrna Ready Mix Concrete LLC                                         | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2424637.00   | 0.14%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                   | Pacific Gas and Electric Co.                                          | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $954665.54    | 0.05%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| University of Michigan                         | University of Michigan                                                | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3285000 | PA      | $2782326.34   | 0.16%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS                                                                  | CUSIP: 3133AGNS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2264788 | PA      | $1860874.60   | 0.11%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XHQF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7520582 | PA      | $6920907.63   | 0.39%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                               | CCO Holdings LLC                                                      | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $47432.83     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XBS43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2181823 | PA      | $1852542.63   | 0.11%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.              | Taylor Morrison Communities, Inc.                                     | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    180000 | PA      | $155922.18    | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XCCQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1503548 | PA      | $1276446.21   | 0.07%             | 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      | $529743.83    | 0.03%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XTAN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4091327 | PA      | $3661981.44   | 0.21%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                 | Ford Motor Co.                                                        | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    360000 | PA      | $274325.30    | 0.02%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                         | Truist Financial Corp., Series N                                      | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $1967051.60   | 0.11%             | 2024-09-01      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC                                                                 | CUSIP: 3132MANN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    324602 | PA      | $303178.69    | 0.02%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The)                                       | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5415000 | PA      | $4318412.84   | 0.25%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                | Live Nation Entertainment, Inc.                                       | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    785000 | PA      | $768161.91    | 0.04%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                   | Rexford Industrial Realty LP                                          | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $2639768.28   | 0.15%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                            | Iron Mountain, Inc.                                                   | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95942.00     | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co.        | Massachusetts Mutual Life Insurance Co.                               | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $3440611.55   | 0.20%             | 2070-10-15      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                | Live Nation Entertainment, Inc.                                       | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    385000 | PA      | $342775.13    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| 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      | $4283701.79   | 0.24%             | 2051-11-10      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                      | Williams Cos., Inc. (The)                                             | CUSIP: 96950FAL8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1940577.52   | 0.11%             | 2023-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                     | Verus Securitization Trust, Series 2019-4, Class A1                   | CUSIP: 92537KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351038 | PA      | $332978.90    | 0.02%             | 2059-11-25      | Variable      | 2.64%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                               | Altice France SA                                                      | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    355000 | PA      | $323362.40    | 0.02%             | 2027-02-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                 | Braskem Netherlands Finance BV                                        | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   5709000 | PA      | $4422570.48   | 0.25%             | 2050-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Jackson National Life Global Funding           | Jackson National Life Global Funding                                  | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   5963000 | PA      | $5534176.46   | 0.31%             | 2025-01-12      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The), Series U                             | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $855950.00    | 0.05%             | 2026-08-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: —       |
| Dell International LLC                         | Dell International LLC                                                | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    602000 | PA      | $685835.81    | 0.04%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XHAE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7999067 | PA      | $7559874.83   | 0.43%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co., Series HH                                       | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    775000 | PA      | $682968.75    | 0.04%             | 2025-02-01      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Ukraine                                        | Ukraine Government Bond                                               | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    228000 | PA      | $63560.02     | 0.00%             | 2041-08-01      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Viatris, Inc.                                  | Viatris, Inc.                                                         | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   4135000 | PA      | $2547730.01   | 0.14%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                             | General Motors Co.                                                    | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3845000 | PA      | $3991043.67   | 0.23%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust, Series 2019-NQM5, Class A1       | CUSIP: 64830PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1209839 | PA      | $1087040.98   | 0.06%             | 2059-11-25      | Variable      | 2.71%                 | Yes           |                  2 | On Loan: No      |
| United States of America                       | U.S. Treasury Notes                                                   | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    993000 | PA      | $940828.71    | 0.05%             | 2024-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.   | Fidelity National Information Services, Inc.                          | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $3960065.83   | 0.22%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                          | J M Smucker Co. (The)                                                 | CUSIP: 832696AV0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   4817000 | PA      | $3204152.55   | 0.18%             | 2041-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140QPH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5137356 | PA      | $4876906.83   | 0.28%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                            | Republic of Senegal                                                   | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    400000 | PA      | $281131.20    | 0.02%             | 2048-03-13      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.              | Philip Morris International, Inc.                                     | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5645000 | PA      | $4565164.85   | 0.26%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| DB Master Finance LLC                          | DB Master Finance LLC, Series 2021-1A, Class A2I                      | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   4144140 | PA      | $3537313.58   | 0.20%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| United States of America                       | U.S. Treasury Notes                                                   | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1399600 | PA      | $1428248.06   | 0.08%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Ventas Realty LP                               | Ventas Realty LP                                                      | CUSIP: 92277GAP2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   6105000 | PA      | $5938121.60   | 0.34%             | 2024-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                     | Allianz SE                                                            | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   8200000 | PA      | $6094733.97   | 0.35%             | 2027-10-30      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                        | Kingdom of Saudi Arabia                                               | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   3676000 | PA      | $3883686.65   | 0.22%             | 2032-10-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                            | U.S. Treasury 2 Year Note                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -38 | NC      | $-8652.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp.                                    | Sysco Corp.                                                           | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1646841.73   | 0.09%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                              | BAT Capital Corp.                                                     | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $3547919.29   | 0.20%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: —       |
| ING Groep NV                                   | ING Groep NV                                                          | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1385000 | PA      | $1229028.20   | 0.07%             | 2026-11-16      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust            | Citigroup Commercial Mortgage Trust, Series 2013-GC11, Class B        | CUSIP: 17320DAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4100000 | PA      | $4069591.53   | 0.23%             | 2046-04-10      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                   | Exelon Corp.                                                          | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   6194000 | PA      | $5750495.04   | 0.33%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                              | NatWest Group plc                                                     | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1890000 | PA      | $1353104.00   | 0.08%             | 2031-06-28      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                 | EPR Properties                                                        | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    140000 | PA      | $109613.22    | 0.01%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Sasol Financing USA LLC                        | Sasol Financing USA LLC                                               | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176813.43    | 0.01%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                              | Transcanada Trust, Series 16-A                                        | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   1515000 | PA      | $1440141.26   | 0.08%             | 2076-08-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140LPPZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2395572 | PA      | $2034008.96   | 0.12%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                    | TELUS Corp.                                                           | CUSIP: 87971MBW2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |   9000000 | PA      | $7684206.57   | 0.44%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XAA77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10315942 | PA      | $9201920.08   | 0.52%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                               | CCO Holdings LLC                                                      | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96810.05     | 0.01%             | 2026-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                               | NRG Energy, Inc.                                                      | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    385000 | PA      | $289154.25    | 0.02%             | 2032-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp.          | International Business Machines Corp.                                 | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2507121.95   | 0.14%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  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        |   6125316 | PA      | $5131295.29   | 0.29%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                   | Oracle Corp.                                                          | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1072221.07   | 0.06%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140QLEL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1381550 | PA      | $1173173.71   | 0.07%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                  | Voya CLO Ltd., Series 2019-2A, Class A                                | CUSIP: 92917RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14600000 | PA      | $14343054.60  | 0.81%             | 2032-07-20      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| CANTOR FITZGERAL & CO                          | Government Agency Repurchase Agreement                                | CUSIP: N/A<br>LEI: 5493004J7H4GCPG6OB62       | Long             | RA               | CORP              | US        |    906946 | PA      | $906946.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Enel Finance America LLC                       | Enel Finance America LLC                                              | CUSIP: 29280HAA0<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1336004.59   | 0.08%             | 2027-10-14      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                 | Community Health Systems, Inc.                                        | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107182.50    | 0.01%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                        | Duke Energy Indiana LLC, Series YYY                                   | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1734600.78   | 0.10%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                         | Credit Suisse Group AG                                                | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1359000 | PA      | $1192377.52   | 0.07%             | 2033-08-12      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: —       |
| Community Health Systems, Inc.                 | Community Health Systems, Inc.                                        | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    430000 | PA      | $391478.45    | 0.02%             | 2026-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                         | Freeport-McMoRan, Inc.                                                | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    825000 | PA      | $744183.00    | 0.04%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Calpine Corp.                                  | Calpine Corp.                                                         | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    590000 | PA      | $526452.75    | 0.03%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| United States of America                       | U.S. Treasury Notes                                                   | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18500000 | PA      | $15672246.14  | 0.89%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  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        |    795000 | PA      | $786224.31    | 0.04%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corp.                                  | Stryker Corp.                                                         | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2257034.80   | 0.13%             | 2023-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                               | CSC Holdings LLC                                                      | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    445000 | PA      | $245922.16    | 0.01%             | 2030-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XJK44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14745381 | PA      | $14740496.33  | 0.84%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                         | Truist Financial Corp., Series Q                                      | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    650000 | PA      | $601250.00    | 0.03%             | 2030-03-01      | Variable      | 5.10%                 | No            |                  2 | On Loan: —       |
| Republic of Angola                             | Republic of Angola                                                    | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |   1000000 | PA      | $790000.00    | 0.04%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3138WGFE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    451198 | PA      | $419181.14    | 0.02%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                      | Republic of Cote d'Ivoire                                             | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |         0 | PA      | $0.09         | 0.00%             | 2032-12-31      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| 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        |   3310520 | PA      | $2882883.34   | 0.16%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS                                                                  | CUSIP: 3132DN2T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9309815 | PA      | $9499174.87   | 0.54%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                             | Energy Transfer LP                                                    | CUSIP: 75886AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3970745.76   | 0.23%             | 2023-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4564002 | PA      | $4221521.44   | 0.24%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                   | AES Andes SA                                                          | CUSIP: 00105DAG0<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |   5000000 | PA      | $4599393.60   | 0.26%             | 2079-10-07      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                 | Community Health Systems, Inc.                                        | CUSIP: 12543DBD1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    479000 | PA      | $433537.11    | 0.02%             | 2027-12-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: —       |
| United States of America                       | U.S. Treasury Bonds                                                   | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7737800 | PA      | $4164205.86   | 0.24%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA                                                                  | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    516075 | PA      | $481156.76    | 0.03%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC                                                                 | CUSIP: 3128MBT56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        36 | PA      | $36.35        | 0.00%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140L2QD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1634021 | PA      | $1341107.70   | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings, Inc.                          | NBM US Holdings, Inc.                                                 | CUSIP: 62877VAA9<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |   4285000 | PA      | $4255047.85   | 0.24%             | 2026-05-14      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                                                 | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $2891854.53   | 0.16%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                  | Pioneer Natural Resources Co.                                         | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   4695000 | PA      | $3710936.92   | 0.21%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                     | LABL, Inc.                                                            | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1034197.49   | 0.06%             | 2028-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Petroleos de Venezuela SA                      | Petroleos de Venezuela SA                                             | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |    322820 | PA      | $15333.95     | 0.00%             | 2024-05-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9501892 | PA      | $8635237.21   | 0.49%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XHBZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8852370 | PA      | $8332497.37   | 0.47%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  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        |   5988326 | PA      | $5070697.60   | 0.29%             | 2070-04-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140X84A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1614271 | PA      | $1319147.84   | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp., Series FF                                      | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $880660.00    | 0.05%             | 2028-03-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: —       |
| GNMA                                           | GNMA                                                                  | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    159916 | PA      | $149139.50    | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust, Series 2017-C39, Class A5      | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3895000 | PA      | $3584131.48   | 0.20%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A/S              | Turkiye Ihracat Kredi Bankasi A/S                                     | CUSIP: 90015LAB3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $198452.00    | 0.01%             | 2023-10-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Altice France Holding SA                       | Altice France Holding SA                                              | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   1010000 | PA      | $596194.64    | 0.03%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Petroleos de Venezuela SA                      | Petroleos de Venezuela SA                                             | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | CORP              | VE        |    789800 | PA      | $35541.00     | 0.00%             | 2027-04-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                       | U.S. Treasury Bonds                                                   | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42514400 | PA      | $30500760.78  | 1.73%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                            | Omnicom Group, Inc.                                                   | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7194548.40   | 0.41%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                | TransDigm, Inc.                                                       | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    705000 | PA      | $695263.95    | 0.04%             | 2026-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Sysco Corp.                                    | Sysco Corp.                                                           | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $1646647.12   | 0.09%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS                                                                  | CUSIP: 3132CWRM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9997008 | PA      | $8920946.46   | 0.51%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                   | UBS Group AG                                                          | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1040000 | PA      | $790148.99    | 0.04%             | 2031-02-10      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia                          | Republic of Indonesia                                                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    940000 | PA      | $1186750.00   | 0.07%             | 2035-10-12      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Community Health Systems, Inc.                 | Community Health Systems, Inc.                                        | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    885000 | PA      | $438232.65    | 0.02%             | 2030-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| Kinder Morgan, Inc.                            | Kinder Morgan, Inc.                                                   | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1933040.13   | 0.11%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC                                                                 | CUSIP: 3132L7NM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125060 | PA      | $122993.56    | 0.01%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140KHUF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1369215 | PA      | $1173792.76   | 0.07%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS                                                                  | CUSIP: 3133KPME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18129469 | PA      | $17455069.92  | 0.99%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                 | Community Health Systems, Inc.                                        | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    850000 | PA      | $436868.54    | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS                                                                  | CUSIP: 3133KMR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7962326 | PA      | $7244200.10   | 0.41%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC           | Frontier Communications Holdings LLC                                  | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $440995.23    | 0.03%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XHGS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13386209 | PA      | $11846361.30  | 0.67%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust          | Wells Fargo Commercial Mortgage Trust, Series 2015-C28, Class A4      | CUSIP: 94989JAZ9<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |   3795000 | PA      | $3613496.91   | 0.21%             | 2048-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC           | Charter Communications Operating LLC                                  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2565000 | PA      | $1559693.75   | 0.09%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC           | Prime Security Services Borrower LLC                                  | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $567875.00    | 0.03%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                            | Intesa Sanpaolo SpA                                                   | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1975000 | PA      | $1451048.16   | 0.08%             | 2032-06-01      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust                         | Marlette Funding Trust, Series 2022-3A, Class A                       | CUSIP: 57109NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1039542 | PA      | $1031277.90   | 0.06%             | 2032-11-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                          | Global Payments, Inc.                                                 | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2653000 | PA      | $2526585.88   | 0.14%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA                                                                  | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    607339 | PA      | $565415.10    | 0.03%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                  | Enel Finance International NV                                         | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1371000 | PA      | $1448828.50   | 0.08%             | 2032-10-14      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                               | Boeing Co. (The)                                                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1758122.34   | 0.10%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                          | United Airlines, Inc.                                                 | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   4641000 | PA      | $4040898.74   | 0.23%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XHJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5903265 | PA      | $5228880.12   | 0.30%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREED ABS Trust                                | FREED ABS Trust, Series 2021-3FP, Class B                             | CUSIP: 30322MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1492326 | PA      | $1474667.80   | 0.08%             | 2028-11-20      | Fixed         | 1.01%                 | Yes           |                  2 | On Loan: No      |
| United States of America                       | U.S. Treasury Bonds                                                   | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2978300 | PA      | $2071081.88   | 0.12%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                          | Saudi Arabian Oil Co.                                                 | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | NUSS              | SA        |    950000 | PA      | $848068.80    | 0.05%             | 2039-04-16      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS                                                                  | CUSIP: 3132DMVD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11683168 | PA      | $10091103.87  | 0.57%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AerCap Global Aviation Trust                   | AerCap Global Aviation Trust                                          | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |    229000 | PA      | $215860.17    | 0.01%             | 2045-06-15      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: —       |
| FHLMC Pool                                     | UMBS                                                                  | CUSIP: 3133A2D64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1260265 | PA      | $1117419.06   | 0.06%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                      | EQT Corp.                                                             | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1190186.82   | 0.07%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                   | Verizon Communications, Inc.                                          | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6085000 | PA      | $4730686.56   | 0.27%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| GCAT Trust                                     | GCAT Trust, Series 2019-NQM3, Class A1                                | CUSIP: 36167VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870702 | PA      | $806145.56    | 0.05%             | 2059-11-25      | Variable      | 2.69%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC                                                                 | CUSIP: 3132L5R62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108269 | PA      | $103866.09    | 0.01%             | 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      | $3493457.83   | 0.20%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK BRANCH                  | Treasury Repurchase Agreement                                         | CUSIP: N/A<br>LEI: ANGGYXNX0JLX3X63JN86       | Long             | RA               | CORP              | US        |  22000000 | PA      | $22000000.00  | 1.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                            | Petroleos Mexicanos                                                   | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    131000 | PA      | $82795.09     | 0.00%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust            | Starwood Mortgage Residential Trust, Series 2021-3, Class A1          | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2473648 | PA      | $1958883.48   | 0.11%             | 2056-06-25      | Variable      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC           | Charter Communications Operating LLC                                  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1248632.38   | 0.07%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ukraine                                        | Ukraine Government Bond                                               | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    120000 | PA      | $24885.00     | 0.00%             | 2027-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Sprint Capital Corp.                           | Sprint Capital Corp.                                                  | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202398.30    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS                                                                  | CUSIP: 3133BDNG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9304934 | PA      | $8729356.21   | 0.50%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Vakiflar Bankasi TAO                   | Turkiye Vakiflar Bankasi TAO                                          | CUSIP: 90015WAK9<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $188424.00    | 0.01%             | 2026-01-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                     | Air Canada                                                            | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $225861.84    | 0.01%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC                         | Dell International LLC                                                | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6699000 | PA      | $4099811.85   | 0.23%             | 2051-12-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XDEG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15380568 | PA      | $13891395.05  | 0.79%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond             | Sultanate of Oman Government Bond                                     | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    549000 | PA      | $513619.15    | 0.03%             | 2048-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                            | Iron Mountain, Inc.                                                   | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    785000 | PA      | $722097.95    | 0.04%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| OneMain Finance Corp.                          | OneMain Finance Corp.                                                 | CUSIP: 85172FAP4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338544.50    | 0.02%             | 2024-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                            | Republic of Ecuador                                                   | CUSIP: 27927IAF0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    750130 | PA      | $344863.30    | 0.02%             | 2035-07-31      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                            | Iron Mountain, Inc.                                                   | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   3905000 | PA      | $3591038.00   | 0.20%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co., Series FF                                       | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1267179.02   | 0.07%             | 2024-08-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                      | Nelnet Student Loan Trust, Series 2019-7A, Class A1                   | CUSIP: 64034WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    922416 | PA      | $921376.40    | 0.05%             | 2068-01-25      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                | Citigroup, Inc.                                                       | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5475000 | PA      | $5308988.36   | 0.30%             | 2025-04-24      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                            | Post Holdings, Inc.                                                   | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    345000 | PA      | $290027.89    | 0.02%             | 2031-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Citigroup, Inc.                                | Citigroup, Inc., Series U                                             | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1102725.21   | 0.06%             | 2024-09-12      | Variable      | 5.00%                 | No            |                  2 | On Loan: —       |
| BNP Paribas SA                                 | BNP Paribas SA                                                        | CUSIP: 09659W2E3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7020000 | PA      | $7002733.19   | 0.40%             | 2023-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                  | MetLife, Inc.                                                         | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   7586000 | PA      | $7336420.60   | 0.42%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                        | Sasol Financing USA LLC                                               | CUSIP: 80386WAA3<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391035.88    | 0.02%             | 2024-03-27      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ukraine                                        | Ukraine Government Bond                                               | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |   1500000 | PA      | $322312.50    | 0.02%             | 2030-11-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Argentine Republic (The)                       | Argentine Republic                                                    | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1780588 | PA      | $563258.78    | 0.03%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140QPCL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9620159 | PA      | $8742773.54   | 0.50%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                   | AbbVie, Inc.                                                          | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  12930000 | PA      | $12024695.06  | 0.68%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                     | Constellation Brands, Inc.                                            | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2085285.93   | 0.12%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Tenet Healthcare Corp.                         | Tenet Healthcare Corp.                                                | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1755112.93   | 0.10%             | 2026-01-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Endeavor Energy Resources LP                   | Endeavor Energy Resources LP                                          | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4555000 | PA      | $4361503.60   | 0.25%             | 2028-01-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                           | GNMA                                                                  | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12020120 | PA      | $10753738.92  | 0.61%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                              | Wells Fargo & Co., Series BB                                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1168478.78   | 0.07%             | 2026-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                  | Calpine Corp.                                                         | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    735000 | PA      | $655603.98    | 0.04%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MF1 Ltd.                                       | MF1 Ltd., Series 2022-FL8, Class A                                    | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4332500 | PA      | $4151859.01   | 0.24%             | 2037-02-19      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Carrier Global Corp.                           | Carrier Global Corp.                                                  | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $942877.77    | 0.05%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                     | Sprint LLC                                                            | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    355000 | PA      | $361936.70    | 0.02%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                         | Dell International LLC                                                | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1302823.72   | 0.07%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                            | Societe Generale SA                                                   | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   6395000 | PA      | $5558299.11   | 0.32%             | 2026-12-14      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co., Series KK                                       | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $385312.50    | 0.02%             | 2026-06-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: —       |
| FNMA                                           | UMBS                                                                  | CUSIP: 3138AG3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9826 | PA      | $9712.18      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT International Finance plc                  | BAT International Finance plc                                         | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   3036000 | PA      | $2690061.34   | 0.15%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: —       |
| Western Digital Corp.                          | Western Digital Corp.                                                 | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1000355.31   | 0.06%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The)                                       | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4720000 | PA      | $3595774.16   | 0.20%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                   | Verizon Communications, Inc.                                          | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5420000 | PA      | $3780397.70   | 0.21%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                   | Drive Auto Receivables Trust, Series 2021-2, Class B                  | CUSIP: 262104AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5377054 | PA      | $5309349.12   | 0.30%             | 2025-12-15      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement        | Banque Ouest Africaine de Developpement                               | CUSIP: N/A<br>LEI: 529900LIZJABE4JJS826       | Long             | DBT              | NUSS              | US        |    200000 | PA      | $187564.00    | 0.01%             | 2027-07-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| State of Qatar                                 | State of Qatar                                                        | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |   1000000 | PA      | $972500.00    | 0.06%             | 2049-03-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bancorp                            | Fifth Third Bancorp, Series L                                         | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    655000 | PA      | $608506.40    | 0.03%             | 2025-09-30      | Variable      | 4.50%                 | No            |                  2 | On Loan: —       |
| Turkiye Ihracat Kredi Bankasi A/S              | Turkiye Ihracat Kredi Bankasi A/S                                     | CUSIP: 90015LAF4<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $202138.00    | 0.01%             | 2024-01-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                | TransDigm, Inc.                                                       | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420498.08    | 0.02%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Arab Republic of Egypt                         | Arab Republic of Egypt                                                | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    400000 | PA      | $265870.40    | 0.02%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                 | Southern Co. Gas Capital Corp., Series 20-A                           | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $2390869.73   | 0.14%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                            | Synchrony Financial                                                   | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5103000 | PA      | $3810535.23   | 0.22%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.              | Taylor Morrison Communities, Inc.                                     | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    260000 | PA      | $249631.53    | 0.01%             | 2027-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                | NGPL PipeCo LLC                                                       | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   3413000 | PA      | $3551283.80   | 0.20%             | 2037-12-15      | Fixed         | 7.77%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS                                                                  | CUSIP: 3133A3GU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    964404 | PA      | $863492.87    | 0.05%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                    | Capital One Financial Corp., Series M                                 | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $785380.66    | 0.04%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: —       |
| Sasol Financing USA LLC                        | Sasol Financing USA LLC                                               | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $362397.41    | 0.02%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                        | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3772060.20   | 0.21%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                           | Meta Platforms, Inc.                                                  | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4840000 | PA      | $3846109.53   | 0.22%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                             | Energy Transfer LP                                                    | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2759312.35   | 0.16%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Caesars Entertainment, Inc.                    | Caesars Entertainment, Inc.                                           | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    770000 | PA      | $756563.50    | 0.04%             | 2027-07-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC                                                                 | CUSIP: 3132JA6S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    746206 | PA      | $717763.85    | 0.04%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                 | Community Health Systems, Inc.                                        | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    135000 | PA      | $112924.80    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust, Series 2022-NQM1, Class A1       | CUSIP: 64830JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8610476 | PA      | $7398155.27   | 0.42%             | 2061-04-25      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                        | Ukraine Government Bond                                               | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    410000 | PA      | $87073.75     | 0.00%             | 2029-09-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                | TransDigm, Inc.                                                       | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    610000 | PA      | $572820.50    | 0.03%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                       | U.S. Treasury Notes                                                   | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3131800 | PA      | $2689677.91   | 0.15%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States of America                       | U.S. Treasury Bonds                                                   | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20013000 | PA      | $15044929.05  | 0.85%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                 | GLP Capital LP                                                        | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1085564.56   | 0.06%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| American Airlines, Inc.                        | American Airlines, Inc.                                               | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    805000 | PA      | $774125.43    | 0.04%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                   | Pacific Gas and Electric Co.                                          | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5875000 | PA      | $4775509.14   | 0.27%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                         | Dell International LLC                                                | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1452321.07   | 0.08%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                                                  | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $3815703.03   | 0.22%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 31417GBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    563851 | PA      | $527484.19    | 0.03%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                     | Macy's Retail Holdings LLC                                            | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2503401.05   | 0.14%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                            | Post Holdings, Inc.                                                   | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    705000 | PA      | $608231.70    | 0.03%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Republic of Indonesia                          | Republic of Indonesia                                                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    790000 | PA      | $772728.69    | 0.04%             | 2042-01-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| Ukraine                                        | Ukraine Government Bond                                               | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    290000 | PA      | $52577.00     | 0.00%             | 2034-09-25      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp.                               | Sealed Air Corp.                                                      | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   6640000 | PA      | $5733643.12   | 0.33%             | 2026-10-15      | Fixed         | 1.57%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140QDKB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2119763 | PA      | $1888746.23   | 0.11%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                           | Republic of Colombia                                                  | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    290000 | PA      | $230557.60    | 0.01%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust       | AmeriCredit Automobile Receivables Trust, Series 2022-1, Class A2     | CUSIP: 03066TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1582337 | PA      | $1563611.30   | 0.09%             | 2026-01-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                 | Broadcom, Inc.                                                        | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   9110000 | PA      | $7267343.17   | 0.41%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XHQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3424850 | PA      | $3310593.42   | 0.19%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                               | Paramount Global                                                      | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   4317000 | PA      | $3533332.36   | 0.20%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Tenet Healthcare Corp.                         | Tenet Healthcare Corp.                                                | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1226588.40   | 0.07%             | 2028-10-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| Archer-Daniels-Midland Co.                     | Archer-Daniels-Midland Co.                                            | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   4222000 | PA      | $3627297.78   | 0.21%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                  | Comcast Corp.                                                         | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   7820000 | PA      | $7105230.10   | 0.40%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                        | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7235000 | PA      | $5978618.23   | 0.34%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.              | American Electric Power Co., Inc.                                     | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   3156000 | PA      | $3042968.08   | 0.17%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Jackson Financial, Inc.                        | Jackson Financial, Inc.                                               | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |  10714000 | PA      | $8212074.86   | 0.47%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC                                                                 | CUSIP: 3128MAFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    262858 | PA      | $245345.71    | 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        |  13618630 | PA      | $13461201.75  | 0.76%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NBK Tier 1 Financing 2 Ltd.                    | NBK Tier 1 Financing 2 Ltd.                                           | CUSIP: 62878WAA6<br>LEI: 549300HMWSJFNREWT164 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $183271.20    | 0.01%             | 2025-08-27      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust         | Santander Drive Auto Receivables Trust, Series 2021-3, Class B        | CUSIP: 80287EAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4647286 | PA      | $4612409.18   | 0.26%             | 2025-12-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| N/A                                            | U.S. Treasury Ultra Bond                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -19 | NC      | $54892.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                         | Freeport-McMoRan, Inc.                                                | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    385000 | PA      | $363587.13    | 0.02%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| ING Groep NV                                   | ING Groep NV                                                          | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $945488.17    | 0.05%             | 2025-04-16      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| Ardagh Metal Packaging Finance USA LLC         | Ardagh Metal Packaging Finance USA LLC                                | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3043000 | PA      | $2411660.57   | 0.14%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Republic of Angola                             | Republic of Angola                                                    | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $155760.00    | 0.01%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                             | T-Mobile USA, Inc.                                                    | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $454480.51    | 0.03%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XJ4X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8754109 | PA      | $7544783.55   | 0.43%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS                                                                  | CUSIP: 3132DNS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6228698 | PA      | $5676785.54   | 0.32%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC                                                                 | CUSIP: 3128MBYW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       646 | PA      | $650.71       | 0.00%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.             | General Motors Financial Co., Inc.                                    | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10208000 | PA      | $7696981.45   | 0.44%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                                    | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1171320.00   | 0.07%             | 2024-02-08      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                      | HCA, Inc.                                                             | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144178.18    | 0.01%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140QNYW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8579393 | PA      | $8036549.56   | 0.46%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust         | Santander Drive Auto Receivables Trust, Series 2022-1, Class B        | CUSIP: 80286EAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4273000 | PA      | $4141201.88   | 0.24%             | 2026-08-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.             | United Rentals North America, Inc.                                    | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    810000 | PA      | $660822.30    | 0.04%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3138WEXD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    523006 | PA      | $486979.21    | 0.03%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.           | Anheuser-Busch InBev Worldwide, Inc.                                  | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   7843000 | PA      | $6859786.54   | 0.39%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3138EPEE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    543540 | PA      | $520630.04    | 0.03%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                         | Freeport-McMoRan, Inc.                                                | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    245000 | PA      | $236376.00    | 0.01%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Warnermedia Holdings, Inc.                     | Warnermedia Holdings, Inc.                                            | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4095000 | PA      | $3894190.86   | 0.22%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Group AG                         | Credit Suisse Group AG                                                | CUSIP: 225401AN8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1705000 | PA      | $986626.89    | 0.06%             | 2030-01-24      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                      | Williams Cos., Inc. (The)                                             | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8092529.80   | 0.46%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                             | T-Mobile USA, Inc.                                                    | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2563613.58   | 0.15%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                   | MPH Acquisition Holdings LLC                                          | CUSIP: 553283AC6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $937667.22    | 0.05%             | 2028-11-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Arab Republic of Egypt                         | Arab Republic of Egypt                                                | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    600000 | PA      | $399248.40    | 0.02%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Republic of Colombia                           | Republic of Colombia                                                  | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1000000 | PA      | $680305.89    | 0.04%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC           | Charter Communications Operating LLC                                  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2207069.47   | 0.13%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Stellantis Finance US, Inc.                    | Stellantis Finance US, Inc.                                           | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1521000 | PA      | $1160526.57   | 0.07%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP                              | Genesis Energy LP                                                     | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $109906.65    | 0.01%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                | SBA Tower Trust                                                       | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3130000 | PA      | $2402534.79   | 0.14%             | 2031-10-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                         | Truist Financial Corp., Series P                                      | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    590000 | PA      | $564099.00    | 0.03%             | 2025-09-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                    | Capital One Financial Corp.                                           | CUSIP: 14040HCL7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  12218000 | PA      | $11984819.10  | 0.68%             | 2024-12-06      | Floating      | 5.00%                 | No            |                  2 | On Loan: —       |
| Citizens Financial Group, Inc.                 | Citizens Financial Group, Inc., Series B                              | CUSIP: 174610AP0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2438326.72   | 0.14%             | 2023-07-06      | Variable      | 6.00%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                              | Wells Fargo & Co.                                                     | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3183000 | PA      | $2947461.12   | 0.17%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                         | Dell International LLC                                                | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1836280.51   | 0.10%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                   | Trivium Packaging Finance BV                                          | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    585000 | PA      | $536752.07    | 0.03%             | 2027-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                     | Alcoa Nederland Holding BV                                            | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   2375000 | PA      | $2288694.28   | 0.13%             | 2027-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XJXV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6061808 | PA      | $5212663.99   | 0.30%             | 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      | $579899.25    | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XJSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8800736 | PA      | $8843036.49   | 0.50%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                     | Outfront Media Capital LLC                                            | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $99278.82     | 0.01%             | 2030-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                      | Ford Motor Credit Co. LLC                                             | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10914000 | PA      | $9963172.32   | 0.57%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                      | Baker Hughes Holdings LLC                                             | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2886000 | PA      | $2586642.35   | 0.15%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: —       |
| Duke Energy Corp.                              | Duke Energy Corp.                                                     | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $1850197.17   | 0.11%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Discover Financial Services                    | Discover Financial Services                                           | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   1606000 | PA      | $1632461.32   | 0.09%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                           | Sprint Capital Corp.                                                  | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    265000 | PA      | $315376.50    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| United States of America                       | U.S. Treasury Bonds                                                   | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8220200 | PA      | $5224322.46   | 0.30%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                       | U.S. Treasury Bonds                                                   | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1645000 | PA      | $1041876.18   | 0.06%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMC Networks, Inc.                             | AMC Networks, Inc.                                                    | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   5799000 | PA      | $3613342.40   | 0.21%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Republic of Colombia                           | Republic of Colombia                                                  | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    132000 | PA      | $123687.15    | 0.01%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Enterprise Products Operating LLC              | Enterprise Products Operating LLC, Series E                           | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2010821.25   | 0.11%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                    | Federal Republic of Nigeria                                           | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $367972.00    | 0.02%             | 2025-11-21      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                    | Cheniere Energy Partners LP                                           | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    795000 | PA      | $714881.04    | 0.04%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                 | DTE Energy Co., Series F                                              | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2395744.01   | 0.14%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                            | Valero Energy Corp.                                                   | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1972000 | PA      | $1481420.75   | 0.08%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| UBS Group AG                                   | UBS Group AG                                                          | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |   1276000 | PA      | $1245064.66   | 0.07%             | 2025-08-07      | Variable      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                            | Petroleos Mexicanos                                                   | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    303000 | PA      | $193313.61    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                        | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3288706.63   | 0.19%             | 2025-07-22      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| United States of America                       | U.S. Treasury Bonds                                                   | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1745000 | PA      | $1604173.06   | 0.09%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.             | General Motors Financial Co., Inc.                                    | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2741000 | PA      | $2272853.65   | 0.13%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| FHLMC                                          | FHLMC                                                                 | CUSIP: 3132GUKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    265495 | PA      | $248804.13    | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                             | Banco Santander SA                                                    | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4400000 | PA      | $3369964.71   | 0.19%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                          | OneMain Finance Corp.                                                 | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $372586.50    | 0.02%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| PERSHING LLC                                   | Government Agency Repurchase Agreement                                | CUSIP: N/A<br>LEI: ZI8Q1A8EI8LQFJNM0D94       | Long             | RA               | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                 | 7-Eleven, Inc.                                                        | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $2390358.71   | 0.14%             | 2031-02-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: —       |
| Constellation Brands, Inc.                     | Constellation Brands, Inc.                                            | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   6555000 | PA      | $5580009.63   | 0.32%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                       | U.S. Treasury Bonds                                                   | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4462600 | PA      | $3575658.25   | 0.20%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Romania                                        | Romania Government Bond                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $132356.00    | 0.01%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Marathon Petroleum Corp.                       | Marathon Petroleum Corp.                                              | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   9845000 | PA      | $9694466.21   | 0.55%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                          | United Airlines, Inc.                                                 | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1158657.50   | 0.07%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ukraine                                        | Ukraine Government Bond                                               | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | UA        |    300000 | PA      | $56775.00     | 0.00%             | 2031-05-21      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                | Citigroup, Inc., Series W                                             | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    840000 | PA      | $731740.80    | 0.04%             | 2025-12-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: —       |
| Petroleos Mexicanos                            | Petroleos Mexicanos                                                   | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    435000 | PA      | $329228.88    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| 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      | $6141239.78   | 0.35%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC           | Prime Security Services Borrower LLC                                  | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1137700.00   | 0.06%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS                                                                  | CUSIP: 3133A1QB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121494 | PA      | $107840.58    | 0.01%             | 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        |   3271667 | PA      | $2781126.47   | 0.16%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                          | Kraft Heinz Foods Co.                                                 | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   5265000 | PA      | $4570246.18   | 0.26%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                     | AT&T, Inc.                                                            | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1058942.49   | 0.06%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                    | Targa Resources Partners LP                                           | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6234000 | PA      | $5865695.28   | 0.33%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA                                                                  | CUSIP: 36179M2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    578601 | PA      | $545131.49    | 0.03%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                              | Wells Fargo & Co.                                                     | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5055000 | PA      | $3605683.58   | 0.20%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                                                 | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5870000 | PA      | $4698254.61   | 0.27%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                          | Republic of Indonesia                                                 | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |    185000 | PA      | $221537.50    | 0.01%             | 2038-01-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                       | U.S. Treasury Notes                                                   | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3059100 | PA      | $2640505.18   | 0.15%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                            | PFS Financing Corp., Series 2021-B, Class A                           | CUSIP: 69335PED3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8280000 | PA      | $7634588.90   | 0.43%             | 2026-08-15      | Fixed         | 0.77%                 | Yes           |                  2 | On Loan: No      |
| EDP Finance BV                                 | EDP Finance BV                                                        | CUSIP: 26835PAJ9<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |    653000 | PA      | $670667.99    | 0.04%             | 2027-10-11      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: —       |
| Petroleos Mexicanos                            | Petroleos Mexicanos                                                   | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     97000 | PA      | $94953.25     | 0.01%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                      | Prosus NV                                                             | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   2250000 | PA      | $2011402.87   | 0.11%             | 2027-01-19      | Fixed         | 3.26%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3138EKFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5426274 | PA      | $5065965.01   | 0.29%             | 2042-11-01      | Fixed         | 3.50%                 | 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      | $5461909.60   | 0.31%             | 2034-04-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XJR88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6066624 | PA      | $5989755.75   | 0.34%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                            | Republic of Ecuador                                                   | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    310000 | PA      | $199196.23    | 0.01%             | 2030-07-31      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                              | Wells Fargo & Co.                                                     | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1563505.19   | 0.09%             | 2026-04-30      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp., Series X                                       | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1190847.48   | 0.07%             | 2024-09-05      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC        | Volkswagen Group of America Finance LLC                               | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3328206.54   | 0.19%             | 2025-05-13      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                           | GNMA                                                                  | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    357136 | PA      | $333698.51    | 0.02%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                             | Republic of Angola                                                    | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    240000 | PA      | $210134.40    | 0.01%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC                                                                 | CUSIP: 31292LGC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    430967 | PA      | $403870.37    | 0.02%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                       | Argentine Republic                                                    | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1280000 | PA      | $345202.74    | 0.02%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC           | Charter Communications Operating LLC                                  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2009000 | PA      | $1644748.49   | 0.09%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                               | NRG Energy, Inc.                                                      | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    490000 | PA      | $372496.79    | 0.02%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Intercontinental Exchange, Inc.                                       | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   3471000 | PA      | $3356221.67   | 0.19%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                            | Petroleos Mexicanos                                                   | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    116000 | PA      | $80260.25     | 0.00%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                           | Republic of Colombia                                                  | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1130000 | PA      | $1132822.16   | 0.06%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Korea National Oil Corp.                       | Korea National Oil Corp.                                              | CUSIP: 50066PAR1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |   2812000 | PA      | $2594811.86   | 0.15%             | 2025-04-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                           | UMBS                                                                  | CUSIP: 3138ABQZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283751 | PA      | $279118.36    | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                    | Federal Republic of Nigeria                                           | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    300000 | PA      | $225519.00    | 0.01%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                   | Canadian Pacific Railway Co.                                          | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   2941000 | PA      | $2217213.93   | 0.13%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140L6UV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3164294 | PA      | $2687426.25   | 0.15%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140QPPX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8996108 | PA      | $8871697.92   | 0.50%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                             | T-Mobile USA, Inc.                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5240000 | PA      | $4746469.29   | 0.27%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa SAPI                             | Braskem Idesa SAPI                                                    | CUSIP: 10554NAA6<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   1447000 | PA      | $1142349.92   | 0.06%             | 2029-11-15      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: —       |
| Boeing Co. (The)                               | Boeing Co. (The)                                                      | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4607000 | PA      | $4185748.04   | 0.24%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                 | Illumina, Inc.                                                        | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1584492.65   | 0.09%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd.                            | Leviathan Bond Ltd.                                                   | CUSIP: N/A<br>LEI: 254900D9T8VKYVQNZ220       | Long             | DBT              | CORP              | IL        |    105286 | PA      | $99096.45     | 0.01%             | 2030-06-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The), Series T                             | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    605000 | PA      | $492894.53    | 0.03%             | 2026-05-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA                                                                  | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11031387 | PA      | $9308741.40   | 0.53%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XA7B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2910620 | PA      | $2472216.74   | 0.14%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                      | Petroleos de Venezuela SA                                             | CUSIP: N/A<br>LEI: 549300YWR8TN1OFD4P06       | Long             | DBT              | NUSS              | VE        |    830693 | PA      | $37381.19     | 0.00%             | 2026-11-15      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                         | Arab Republic of Egypt                                                | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    430000 | PA      | $270951.60    | 0.02%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                              | Wells Fargo & Co., Series U                                           | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    645000 | PA      | $622425.00    | 0.04%             | 2025-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Edison International                           | Edison International, Series B                                        | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2457000 | PA      | $2053928.17   | 0.12%             | 2026-12-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: —       |
| Liberty Mutual Group, Inc.                     | Liberty Mutual Group, Inc.                                            | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   5514000 | PA      | $4491704.57   | 0.26%             | 2051-12-15      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                           | UMBS                                                                  | CUSIP: 3138A5PY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195284 | PA      | $193590.20    | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC           | Frontier Communications Holdings LLC                                  | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625000 | PA      | $580356.25    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                            | Republic of Ecuador                                                   | CUSIP: N/A<br>LEI: 5299003Y2U5XK0A35H71       | Long             | DBT              | NUSS              | EC        |    476700 | PA      | $194532.38    | 0.01%             | 2040-07-31      | Variable      | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 47 Ltd.     | Neuberger Berman Loan Advisers CLO 47 Ltd., Series 2022-47A, Class A  | CUSIP: 64135DAA3<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |  12721428 | PA      | $12373789.54  | 0.70%             | 2035-04-14      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| N/A                                            | U.S. Treasury Long Bond                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       258 | NC      | $-270468.88   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                            | Post Holdings, Inc.                                                   | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    780000 | PA      | $734249.15    | 0.04%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| IHS Netherlands Holdco BV                      | IHS Netherlands Holdco BV                                             | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $175336.00    | 0.01%             | 2027-09-18      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Cigna Corp.                                    | Cigna Corp.                                                           | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   5207000 | PA      | $5172637.65   | 0.29%             | 2023-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The)                                       | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2119982.30   | 0.12%             | 2025-09-29      | Variable      | 3.27%                 | No            |                  2 | On Loan: —       |
| Altria Group, Inc.                             | Altria Group, Inc.                                                    | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1829000 | PA      | $1213078.43   | 0.07%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                               | CSC Holdings LLC                                                      | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    505000 | PA      | $343400.00    | 0.02%             | 2028-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| GNMA                                           | GNMA                                                                  | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    396080 | PA      | $369879.13    | 0.02%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                  | Moody's Corp.                                                         | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $1876944.69   | 0.11%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Magellan Midstream Partners LP                 | Magellan Midstream Partners LP                                        | CUSIP: 559080AQ9<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $1980201.61   | 0.11%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Comcast Corp.                                  | Comcast Corp.                                                         | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2582047.85   | 0.15%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond             | Sultanate of Oman Government Bond                                     | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $193000.00    | 0.01%             | 2051-01-25      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                               | Boeing Co. (The)                                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1487557.45   | 0.08%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                            | U.S. Treasury 10 Year Ultra Note                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -346 | NC      | $423653.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN LIFE INSURANCE COMPANY            | Treasury Repurchase Agreement                                         | CUSIP: N/A<br>LEI: 549300H7EXFMRS487544       | Long             | RA               | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                       | U.S. Treasury Notes                                                   | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6968600 | PA      | $6170205.34   | 0.35%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                       | U.S. Treasury Bonds                                                   | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26177900 | PA      | $22119302.99  | 1.26%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                | Southwestern Public Service Co., Series 8                             | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $1948365.01   | 0.11%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Virgin Media Vendor Financing Notes IV DAC     | Virgin Media Vendor Financing Notes IV DAC                            | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |    440000 | PA      | $384607.20    | 0.02%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Flexential Issuer                              | Flexential Issuer, Series 2021-1A, Class A2                           | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4941000 | PA      | $4307434.35   | 0.24%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                 | Broadcom, Inc.                                                        | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4411000 | PA      | $3536332.80   | 0.20%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| United States of America                       | U.S. Treasury Notes                                                   | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12341600 | PA      | $11238569.50  | 0.64%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                              | Duke Energy Corp.                                                     | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   7175000 | PA      | $6366852.27   | 0.36%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                            | State of California                                                   | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3754896.00   | 0.21%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS                                                                  | CUSIP: 3133KPMD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13844751 | PA      | $13343472.65  | 0.76%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XBGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15664141 | PA      | $13498994.94  | 0.77%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXIX Ltd.                          | Apidos CLO XXXIX Ltd., Series 2022-39A, Class A1                      | CUSIP: 03766HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8660000 | PA      | $8528004.28   | 0.48%             | 2035-04-21      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC               | Abu Dhabi Crude Oil Pipeline LLC                                      | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $183500.00    | 0.01%             | 2047-11-02      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement        | Banque Ouest Africaine de Developpement                               | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | US        |    200000 | PA      | $169920.00    | 0.01%             | 2031-10-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3138WAWV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    542284 | PA      | $519417.42    | 0.03%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                    | Apple, Inc.                                                           | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $1667879.12   | 0.09%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140QHPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19953869 | PA      | $18308316.96  | 1.04%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                          | Saudi Arabian Oil Co.                                                 | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $178540.80    | 0.01%             | 2039-04-16      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                           | American Express Co.                                                  | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1334937.50   | 0.08%             | 2026-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3138XRXG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95609 | PA      | $93289.34     | 0.01%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | BNP Paribas SA                                                        | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1290000 | PA      | $996654.61    | 0.06%             | 2031-02-25      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC                                                                 | CUSIP: 3128PLLY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       440 | PA      | $443.01       | 0.00%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                            | U.S. Treasury 5 Year Note                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       425 | NC      | $-278628.21   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                                 | Westlake Corp.                                                        | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $1491986.51   | 0.08%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                    | Amgen, Inc.                                                           | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5190000 | PA      | $3595686.96   | 0.20%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bolivarian Republic of Venezuela               | Bolivarian Republic of Venezuela                                      | CUSIP: N/A<br>LEI: 529900XM8PJTJK5OJI77       | Long             | DBT              | NUSS              | VE        |    542900 | PA      | $43432.00     | 0.00%             | 2024-10-13      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS                                                                  | CUSIP: 3132DNYC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12037587 | PA      | $10384013.22  | 0.59%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                               | ArcelorMittal SA                                                      | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    285000 | PA      | $289229.40    | 0.02%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                     | Outfront Media Capital LLC                                            | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    531000 | PA      | $478030.85    | 0.03%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Republic of Angola                             | Republic of Angola                                                    | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $181760.00    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Finance plc                       | Virgin Media Finance plc                                              | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $469205.10    | 0.03%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                               | CVS Health Corp.                                                      | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $2844184.99   | 0.16%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corp.                         | Truist Financial Corp., Series L                                      | CUSIP: 89832QAB5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    760000 | PA      | $752020.00    | 0.04%             | 2024-12-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: —       |
| Graham Packaging Co., Inc.                     | Graham Packaging Co., Inc.                                            | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    295000 | PA      | $246132.52    | 0.01%             | 2028-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| Oman Government International Bond             | Sultanate of Oman Government Bond                                     | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $181870.40    | 0.01%             | 2047-03-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Caesars Entertainment, Inc.                    | Caesars Entertainment, Inc.                                           | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340086.43    | 0.02%             | 2025-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust         | Santander Drive Auto Receivables Trust, Series 2022-5, Class A3       | CUSIP: 80287HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1751000 | PA      | $1718563.25   | 0.10%             | 2026-08-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                              | Wells Fargo & Co.                                                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8980000 | PA      | $7627653.85   | 0.43%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                              | HSBC Holdings plc                                                     | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5582000 | PA      | $4342703.51   | 0.25%             | 2030-12-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                   | Ford Credit Auto Owner Trust, Series 2022-C, Class A4                 | CUSIP: 34535AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4071000 | PA      | $4028355.46   | 0.23%             | 2027-12-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                             | T-Mobile USA, Inc.                                                    | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2561000 | PA      | $2161297.84   | 0.12%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                     | UMBS                                                                  | CUSIP: 3132DN3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10620809 | PA      | $10630569.38  | 0.60%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The), Series R                             | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1041022.63   | 0.06%             | 2025-02-10      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                            | Newell Brands, Inc.                                                   | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1328355.84   | 0.08%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Sprint LLC                                     | Sprint LLC                                                            | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    315000 | PA      | $331476.39    | 0.02%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Purewest Funding LLC                           | Purewest Funding LLC, Series 2021-1, Class A1                         | CUSIP: 746245AA7<br>LEI: 549300CU0IQI7FATI376 | Long             | ABS-O            | CORP              | US        |   2068517 | PA      | $1961164.12   | 0.11%             | 2036-12-22      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust             | United Airlines Pass-Through Trust, Series 2020-1, Class B            | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41910 | PA      | $39872.56     | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XHYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13446286 | PA      | $12686371.16  | 0.72%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                                                 | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5145000 | PA      | $3962199.59   | 0.23%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.              | Taylor Morrison Communities, Inc.                                     | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    465000 | PA      | $435403.99    | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| FHLMC Pool                                     | UMBS                                                                  | CUSIP: 3133ABJ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1785654 | PA      | $1519351.92   | 0.09%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Romania                                        | Romania Government Bond                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    918000 | PA      | $721309.32    | 0.04%             | 2031-02-14      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                              | Wells Fargo & Co., Series S                                           | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1155336.90   | 0.07%             | 2024-06-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140L2PP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2159512 | PA      | $1772411.83   | 0.10%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                               | CVS Health Corp.                                                      | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3332410.59   | 0.19%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Argentine Republic (The)                       | Argentine Republic                                                    | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1840000 | PA      | $519043.98    | 0.03%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust       | AmeriCredit Automobile Receivables Trust, Series 2022-2, Class B      | CUSIP: 03065WAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1814000 | PA      | $1780872.73   | 0.10%             | 2028-04-18      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                 | Broadcom, Inc.                                                        | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    694000 | PA      | $510274.81    | 0.03%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Romania                                        | Romania Government Bond                                               | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    290000 | PA      | $229825.00    | 0.01%             | 2048-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                                                 | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4605000 | PA      | $3750477.41   | 0.21%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp.                                                 | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4155000 | PA      | $4071343.98   | 0.23%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                               | Amazon.com, Inc.                                                      | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $2681458.45   | 0.15%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                 | Broadcom, Inc.                                                        | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   9155000 | PA      | $6575925.08   | 0.37%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Tunisian Republic                              | Banque Centrale de Tunisie                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TN        |    200000 | PA      | $137700.00    | 0.01%             | 2025-01-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Kentucky Utilities Co.                         | Kentucky Utilities Co.                                                | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $1647080.28   | 0.09%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                        | Commonwealth Edison Co.                                               | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $2612483.43   | 0.15%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                   | DaVita, Inc.                                                          | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    940000 | PA      | $756161.09    | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Braskem Idesa SAPI                             | Braskem Idesa SAPI                                                    | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   3628000 | PA      | $2589733.30   | 0.15%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                 | Pagaya AI Debt Selection Trust, Series 2021-3, Class A                | CUSIP: 69546RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    791066 | PA      | $770734.51    | 0.04%             | 2029-05-15      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                         | Kyndryl Holdings, Inc.                                                | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $859950.33    | 0.05%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                                                  | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $1559261.34   | 0.09%             | 2041-11-19      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC           | Frontier Communications Holdings LLC                                  | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $272995.80    | 0.02%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                           | UMBS                                                                  | CUSIP: 3138W9GU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    530968 | PA      | $496500.39    | 0.03%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                | Citigroup, Inc., Series V                                             | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $623400.70    | 0.04%             | 2025-01-30      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                    | Phillips 66                                                           | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2167981.47   | 0.12%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XGRA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8357162 | PA      | $7655895.32   | 0.43%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XDTV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15570310 | PA      | $13760413.56  | 0.78%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                               | Altice France SA                                                      | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    540000 | PA      | $422884.80    | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                               | CVS Health Corp.                                                      | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4080000 | PA      | $3215411.65   | 0.18%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co.                          | Kraft Heinz Foods Co.                                                 | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32291.40     | 0.00%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC              | Enterprise Products Operating LLC                                     | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   5310000 | PA      | $4260815.05   | 0.24%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                 | Community Health Systems, Inc.                                        | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    220000 | PA      | $159724.40    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Apple, Inc.                                    | Apple, Inc.                                                           | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2433324.43   | 0.14%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                     | AT&T, Inc.                                                            | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4105000 | PA      | $3217587.63   | 0.18%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                           | GNMA                                                                  | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    340104 | PA      | $317532.41    | 0.02%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8676039 | PA      | $7983491.90   | 0.45%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                   | Oracle Corp.                                                          | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $1829133.16   | 0.10%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC           | Howard Midstream Energy Partners LLC                                  | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $929789.71    | 0.05%             | 2027-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                           | GNMA                                                                  | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    350435 | PA      | $326891.85    | 0.02%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp.                             | Marathon Oil Corp.                                                    | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1633002.46   | 0.09%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| State of Qatar                                 | State of Qatar                                                        | CUSIP: N/A<br>LEI: 52990074F6OJOAXK4P65       | Long             | DBT              | NUSS              | QA        |    230000 | PA      | $222525.00    | 0.01%             | 2030-04-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: —       |
| Volkswagen Group of America Finance LLC        | Volkswagen Group of America Finance LLC                               | CUSIP: 928668BF8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4385000 | PA      | $3853368.65   | 0.22%             | 2030-05-13      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Orbia Advance Corp. SAB de CV                  | Orbia Advance Corp. SAB de CV                                         | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   4106000 | PA      | $3207812.50   | 0.18%             | 2031-05-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: —       |
| Republic of Colombia                           | Republic of Colombia                                                  | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    330000 | PA      | $224758.33    | 0.01%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                               | ArcelorMittal SA                                                      | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     95000 | PA      | $91608.47     | 0.01%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd.            | Triton Container International Ltd.                                   | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   1418000 | PA      | $1103857.17   | 0.06%             | 2031-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| VMware, Inc.                                   | VMware, Inc.                                                          | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $1927514.31   | 0.11%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                             | T-Mobile USA, Inc.                                                    | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2538863.78   | 0.14%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Vistra Operations Co. LLC                      | Vistra Operations Co. LLC                                             | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    270000 | PA      | $232636.56    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Tronox, Inc.                                   | Tronox, Inc.                                                          | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    290000 | PA      | $241062.50    | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Upstart Securitization Trust                   | Upstart Securitization Trust, Series 2021-5, Class A                  | CUSIP: 91679JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1365790 | PA      | $1307408.53   | 0.07%             | 2031-11-20      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                           | GNMA                                                                  | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29152 | PA      | $27186.99     | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                           | NOVA Chemicals Corp.                                                  | CUSIP: 66977WAR0<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    348000 | PA      | $312581.60    | 0.02%             | 2027-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream, Inc.                             | DT Midstream, Inc.                                                    | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3995000 | PA      | $3509787.28   | 0.20%             | 2032-04-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140L3AR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2391029 | PA      | $1957968.73   | 0.11%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                             | T-Mobile USA, Inc.                                                    | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    215000 | PA      | $182004.12    | 0.01%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XHSM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6516485 | PA      | $6139325.13   | 0.35%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                             | Altria Group, Inc.                                                    | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2457000 | PA      | $1820857.32   | 0.10%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                   | Oracle Corp.                                                          | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3585000 | PA      | $2413661.01   | 0.14%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EIG Pearl Holdings Sarl                        | EIG Pearl Holdings Sarl                                               | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   9720000 | PA      | $7460624.88   | 0.42%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                     | AT&T, Inc.                                                            | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  12145000 | PA      | $8197099.91   | 0.47%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                | Goldman Sachs Group, Inc. (The), Series Q                             | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    968000 | PA      | $938451.15    | 0.05%             | 2024-08-10      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                          | Bank of America Corp., Series JJ                                      | CUSIP: 060505FP4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1730814.67   | 0.10%             | 2024-06-20      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                             | Crown Castle, Inc.                                                    | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1429926.29   | 0.08%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: —       |
| CSC Holdings LLC                               | CSC Holdings LLC                                                      | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $1367675.75   | 0.08%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV | Teva Pharmaceutical Finance Netherlands III BV                        | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    841000 | PA      | $748950.14    | 0.04%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Ally Financial, Inc.                           | Ally Financial, Inc., Series C                                        | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    695000 | PA      | $435243.75    | 0.02%             | 2028-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                          | OneMain Finance Corp.                                                 | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    335000 | PA      | $318544.80    | 0.02%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                          | FHLMC                                                                 | CUSIP: 3128MBVP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        33 | PA      | $33.22        | 0.00%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                       | U.S. Treasury Bonds                                                   | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41100700 | PA      | $28126686.17  | 1.60%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140XA5M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    914562 | PA      | $746276.02    | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                     | AerCap Ireland Capital DAC                                            | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5542000 | PA      | $4332518.13   | 0.25%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MF1 Ltd.                                       | MF1 Ltd., Series 2021-FL7, Class AS                                   | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6378500 | PA      | $6013161.84   | 0.34%             | 2036-10-16      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                           | GNMA                                                                  | CUSIP: 3617MVTY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3728405 | PA      | $3340468.70   | 0.19%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9218967 | PA      | $8651582.57   | 0.49%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                             | T-Mobile USA, Inc.                                                    | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2442591.01   | 0.14%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                   | ING Groep NV                                                          | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   7254000 | PA      | $6980275.24   | 0.40%             | 2026-03-28      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                  | Calpine Corp.                                                         | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    792000 | PA      | $679578.69    | 0.04%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Republic of Kenya                              | Republic of Kenya                                                     | CUSIP: N/A<br>LEI: 549300VVURQQYU45PR87       | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $153600.00    | 0.01%             | 2034-01-23      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                        | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2587006.24   | 0.15%             | 2029-01-24      | Variable      | 3.77%                 | 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        |    587429 | PA      | $563549.79    | 0.03%             | 2037-01-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Discover Financial Services                    | Discover Financial Services, Series C                                 | CUSIP: 254709AN8<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2427856.61   | 0.14%             | 2027-10-30      | Variable      | 5.50%                 | No            |                  2 | On Loan: —       |
| Boeing Co. (The)                               | Boeing Co. (The)                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $3625257.57   | 0.21%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140LNPB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1381566 | PA      | $1173214.30   | 0.07%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                        | Level 3 Financing, Inc.                                               | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    520000 | PA      | $432900.00    | 0.02%             | 2027-09-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Ford Motor Co.                                 | Ford Motor Co.                                                        | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    360000 | PA      | $258405.44    | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alpek SAB de CV                                | Alpek SAB de CV                                                       | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |   4982000 | PA      | $4151258.28   | 0.24%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC       | Avis Budget Rental Car Funding AESOP LLC, Series 2020-1A, Class A     | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2475000 | PA      | $2290242.24   | 0.13%             | 2026-08-20      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| MCF CLO IX Ltd.                                | MCF CLO IX Ltd., Series 2019-1A, Class A1R                            | CUSIP: 55281XAM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6213000 | PA      | $6066646.57   | 0.34%             | 2031-07-17      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                        | American Airlines, Inc.                                               | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $456977.92    | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC           | Frontier Communications Holdings LLC                                  | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $191844.40    | 0.01%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Volkswagen Group of America Finance LLC        | Volkswagen Group of America Finance LLC                               | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1731059.28   | 0.10%             | 2023-05-12      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corp.                                  | Calpine Corp.                                                         | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1025979.47   | 0.06%             | 2031-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                       | U.S. Treasury Notes                                                   | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10186500 | PA      | $8771133.60   | 0.50%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                            | Newell Brands, Inc.                                                   | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1503637.50   | 0.09%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| HCA, Inc.                                      | HCA, Inc.                                                             | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $999187.07    | 0.06%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: —       |
| Exeter Automobile Receivables Trust            | Exeter Automobile Receivables Trust, Series 2022-3A, Class B          | CUSIP: 30166YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2644000 | PA      | $2602328.71   | 0.15%             | 2026-12-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                  | Netflix, Inc.                                                         | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1862000 | PA      | $1887192.86   | 0.11%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| FNMA                                           | UMBS                                                                  | CUSIP: 3138X3EQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307661 | PA      | $287785.46    | 0.02%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                           | UMBS                                                                  | CUSIP: 3140K45H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691734 | PA      | $613008.18    | 0.03%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                     | Sherwin-Williams Co. (The)                                            | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   5312000 | PA      | $3307192.87   | 0.19%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                  | Organon & Co.                                                         | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $688374.80    | 0.04%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| GNMA                                           | GNMA                                                                  | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13576 | PA      | $12661.04     | 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        |    717703 | PA      | $665790.97    | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                            | Entergy Texas, Inc.                                                   | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |  10050000 | PA      | $7835902.59   | 0.45%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                      | HCA, Inc.                                                             | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    690000 | PA      | $682325.14    | 0.04%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co.                                                  | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9650000 | PA      | $9379186.16   | 0.53%             | 2025-03-01      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| United States of America                       | U.S. Treasury Notes                                                   | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $112607.81    | 0.01%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                        | Micron Technology, Inc.                                               | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $840443.88    | 0.05%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                              | FirstEnergy Corp., Series C                                           | CUSIP: 337932AC1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $50681.25     | 0.00%             | 2031-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                | Starbucks Corp.                                                       | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   5610000 | PA      | $4716757.34   | 0.27%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                               | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $6187438.71   | 0.35%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States of America                       | U.S. Treasury Notes                                                   | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    590800 | PA      | $586830.56    | 0.03%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC               | Abu Dhabi Crude Oil Pipeline LLC                                      | CUSIP: N/A<br>LEI: 549300DONDFW2383FV66       | Long             | DBT              | CORP              | AE        |    550000 | PA      | $504625.00    | 0.03%             | 2047-11-02      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial, Inc.                           | Ally Financial, Inc., Series B                                        | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1217125.00   | 0.07%             | 2026-05-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                           | JPMorgan Chase & Co., Series CC                                       | CUSIP: 48128BAD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1410838.00   | 0.08%             | 2023-05-01      | Floating      | 7.02%                 | No            |                  2 | On Loan: —       |
| Cheniere Energy Partners LP                    | Cheniere Energy Partners LP                                           | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    630000 | PA      | $500665.25    | 0.03%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| FNMA                                           | UMBS                                                                  | CUSIP: 31417G6A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203937 | PA      | $190741.20    | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                            | Post Holdings, Inc.                                                   | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34814.88     | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                      | Ford Motor Credit Co. LLC                                             | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7453000 | PA      | $6670435.00   | 0.38%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| FNMA                                           | UMBS                                                                  | CUSIP: 3138X32U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91721 | PA      | $87932.13     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Bank                                 | Synchrony Bank                                                        | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   2951000 | PA      | $2896262.17   | 0.16%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust, Series 2019-6, Class A1                     | CUSIP: 03464VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    611268 | PA      | $581345.79    | 0.03%             | 2059-11-25      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                       | U.S. Treasury Bonds                                                   | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    821200 | PA      | $580421.60    | 0.03%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

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

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer