# EDGAR Filing Document

**Accession Number:** 0000826644
**File Stem:** 0000826644-26-000237
**Filing Date:** 2026-6
**Character Count:** 911471
**Document Hash:** 696f05bd55891fb26ae929960300bf42
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000826644-26-000237.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000826644-26-000237

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05426
- **FILM NUMBER:** 261130381

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3501481406.46

**Total Liabilities:** $674208449.06

**Net Assets:** $2827272957.40

**Delayed Delivery Securities:** $641421898.53

**Cash Not Reported:** $16386471.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7552.07157486 | **1-Year:** -174051.57009645 | **5-Year:** -443742.52912302 | **10-Year:** -457294.85802843 | **30-Year:** -150489.28633915

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

- **3-Month:** -74.10302502 | **1-Year:** -2892.97238004 | **5-Year:** -9071.51928922 | **10-Year:** -1731.17454843 | **30-Year:** -57.63848708

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000209592 | 1.54%                | -1.94%               | 0.14%                |
| Class ID C000209589 | 1.59%                | -1.90%               | 0.37%                |
| Class ID C000209593 | 1.50%                | -1.98%               | 0.10%                |
| Class ID C000209591 | 1.59%                | -1.91%               | 0.18%                |
| Class ID C000209594 | 1.56%                | -1.92%               | 0.16%                |
| Class ID C000209590 | 1.59%                | -1.89%               | 0.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $8200694.68              | $24106375.63                               |
| Month 2  | $419021.53               | $-55740249.02                              |
| Month 3  | $-12059471.05            | $9240148.20                                |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                                | Title                                                                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc.                                                    | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18342.89     | 0.00%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                        | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3046.13      | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91986.28     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2024-NQM3, Class A1                      | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |   1295446 | PA      | $1307050.33   | 0.05%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                      | Blackstone Private Credit Fund                                                       | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71251.70     | 0.00%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90553.76     | 0.00%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31395NJD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      6652 | PA      | $481.19       | 0.00%             | 2036-06-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                           | Bank of Nova Scotia (The)                                                            | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1784000 | PA      | $1873921.91   | 0.07%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                         | Truist Bank                                                                          | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228214.45    | 0.01%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc.                                                                      | AEP Texas Inc.                                                                       | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72301.36     | 0.00%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $1106113.73   | 0.04%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19221.19     | 0.00%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2025-NQM4, Class A1                      | CUSIP: 36272UAA6<br>LEI: 25490076N7JFR2Y3CU63 | Long             | ABS-MBS          | CORP              | US        |   3778184 | PA      | $3766533.98   | 0.13%             | 2065-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                        | Leidos, Inc.                                                                         | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1548000 | PA      | $1529446.76   | 0.05%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |       658 | PA      | $62.06        | 0.00%             | 2032-03-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Gulfstream Natural Gas System, L.L.C.                                               | Gulfstream Natural Gas System, L.L.C.                                                | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $132773.48    | 0.00%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                             | GA Global Funding Trust                                                              | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    543000 | PA      | $540212.50    | 0.02%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                                | Israel Government International Bond                                                 | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2426000 | PA      | $2359608.00   | 0.08%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GF25<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3431000 | PA      | $3423906.00   | 0.12%             | 2034-04-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F022451<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $282411.26    | 0.01%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    369000 | PA      | $377835.34    | 0.01%             | N/A             | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6183.32      | 0.00%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                                             | Mello Mortgage Capital Acceptance Trust, Series 2021-INV2, Class A4                  | CUSIP: 58549XAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1781718 | PA      | $1599346.13   | 0.06%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    186000 | PA      | $182063.40    | 0.01%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190248.12    | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TDCL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      5600 | PA      | $5648.45      | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The)                                                           | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    588000 | PA      | $574016.23    | 0.02%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14176.17     | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc.                                                              | Accenture Capital Inc.                                                               | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240956.36    | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp.                                                                        | Wabtec Corp.                                                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273445.80    | 0.01%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                   | Johnson & Johnson                                                                    | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    240000 | PA      | $168182.60    | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                               | Amrize Finance US LLC                                                                | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     93000 | PA      | $94074.16     | 0.00%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $226242.88    | 0.01%             | 2035-03-04      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                            | Korea National Oil Corp.                                                             | CUSIP: 50065LAT7<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |   5049000 | PA      | $5070799.31   | 0.18%             | 2029-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7920.97      | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283HBX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4353 | PA      | $4519.20      | 0.00%             | 2028-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    531000 | PA      | $561239.34    | 0.02%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27670.08     | 0.00%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                                      | Wisconsin Public Service Corp.                                                       | CUSIP: 976843BR2<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1130751.27   | 0.04%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                     | EMD Finance LLC                                                                      | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    270000 | PA      | $267081.63    | 0.01%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc.                                                          | Huntington Bancshares Inc.                                                           | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    591000 | PA      | $577730.31    | 0.02%             | 2041-01-28      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3U5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    279000 | PA      | $282428.71    | 0.01%             | 2029-04-23      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury Long Bond Future                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       770 | NC      | $-3183072.93  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    342000 | PA      | $335551.40    | 0.01%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2022-NQM2, Class A1                      | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1855549 | PA      | $1755097.50   | 0.06%             | 2062-03-27      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc.                                                                            | CUSIP: 00206RNP3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3816000 | PA      | $3782733.83   | 0.13%             | 2056-10-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                         | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1236436.01   | 0.04%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F050452<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21700000 | PA      | $21860593.45  | 0.77%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                                             | Mello Mortgage Capital Acceptance Trust, Series 2021-INV3, Class A4                  | CUSIP: 585491AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1793625 | PA      | $1599562.09   | 0.06%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                  | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1466923.83   | 0.05%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2020-1, Class A1                         | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73781 | PA      | $71303.94     | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                   | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117102.83    | 0.00%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2022-1, Class A1                          | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1898696 | PA      | $1686185.45   | 0.06%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | Mercedes-Benz Finance North America LLC                                              | CUSIP: 58769JAR8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    537000 | PA      | $541696.25    | 0.02%             | 2029-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4748.84      | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Deutsche Bank AG                                                                     | CUSIP: 25160PAS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1743000 | PA      | $1741432.57   | 0.06%             | 2032-04-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                         | Truist Bank                                                                          | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1245497.53   | 0.04%             | 2028-07-24      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                 | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $605046.58    | 0.02%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                                    | Caterpillar Inc.                                                                     | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474208.16    | 0.02%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                                        | New York Life Global Funding                                                         | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3950.91      | 0.00%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cedar Funding XI Clo Ltd.                                                           | Cedar Funding XI Clo Ltd., Series 2019-11A, Class A1R2                               | CUSIP: 15033LAW2<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |   2732122 | PA      | $2736427.58   | 0.10%             | 2032-05-29      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                         | Pfizer Inc.                                                                          | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35351.75     | 0.00%             | 2055-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                         | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $409333.34    | 0.01%             | 2030-05-26      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                     | Virginia Electric and Power Co., Series D                                            | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18047.39     | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc., Series C                                          | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1456765.35   | 0.05%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-2, Class A2                              | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113293 | PA      | $113400.42    | 0.00%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $179572.45    | 0.01%             | 2033-01-19      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                         | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1005.99      | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe, LLC                                                   | Burlington Northern Santa Fe, LLC                                                    | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10649.31     | 0.00%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    424000 | PA      | $412809.92    | 0.01%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    323314 | PA      | $43022.98     | 0.00%             | 2032-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                       | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29051.22     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    881000 | PA      | $888895.52    | 0.03%             | N/A             | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                     | WFRBS Commercial Mortgage Trust, Series 2013-C14, Class AS                           | CUSIP: 92890PAG9<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |    192238 | PA      | $188971.82    | 0.01%             | 2046-06-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                           | PPL Capital Funding, Inc.                                                            | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7071.48      | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                 | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2144.54      | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                   | Alabama Power Co., Series C                                                          | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    560000 | PA      | $554205.47    | 0.02%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    751000 | PA      | $759512.32    | 0.03%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    181000 | PA      | $181159.89    | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                             | AS Mileage Plan IP Ltd.                                                              | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     64000 | PA      | $63361.71     | 0.00%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc.                                                              | Gildan Activewear Inc.                                                               | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $73463.52     | 0.00%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QTS Fayetteville I Dc1-2 LLC / QTS TRS Fayetteville I DC1-2 LLC                     | QTS Fayetteville I Dc1-2 LLC / QTS TRS Fayetteville I DC1-2 LLC                      | CUSIP: 74751AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21871000 | PA      | $21280133.94  | 0.75%             | 2036-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                            | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15550.59     | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                               | Amrize Finance US LLC                                                                | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    191000 | PA      | $191803.24    | 0.01%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Qdoba Funding LLC                                                                   | Qdoba Funding LLC, Series 2023-1A, Class A2                                          | CUSIP: 746954AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5742608 | PA      | $5946705.51   | 0.21%             | 2053-09-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp. (An Electric Membership Corp.)                               | Oglethorpe Power Corp. (An Electric Membership Corp.)                                | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10714.83     | 0.00%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3137B26D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    143464 | PA      | $2423.74      | 0.00%             | 2028-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2551000 | PA      | $2483964.24   | 0.09%             | 2041-02-02      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                   | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    182000 | PA      | $171903.91    | 0.01%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Grand River Funding Trust II                                                        | Grand River Funding Trust II                                                         | CUSIP: 38644CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3109000 | PA      | $3245630.66   | 0.11%             | 2056-02-15      | Fixed         | 7.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31394YF74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |        50 | PA      | $0.08         | 0.00%             | 2026-07-15      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding, Inc.                                                             | BlackRock Funding, Inc.                                                              | CUSIP: 09290DAJ0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11087.12     | 0.00%             | 2035-01-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    220000 | PA      | $204437.95    | 0.01%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                       | Cencora, Inc.                                                                        | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    240000 | PA      | $219452.82    | 0.01%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                  | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4000.55      | 0.00%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                       | Alimentation Couche-Tard Inc.                                                        | CUSIP: 01626PAX4<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    216000 | PA      | $213838.03    | 0.01%             | 2035-09-29      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                  | Smith & Nephew PLC                                                                   | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     91000 | PA      | $91540.57     | 0.00%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                 | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    221000 | PA      | $216646.01    | 0.01%             | 2040-11-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                                     | Fedex Freight Holding Co., Inc.                                                      | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1128423.90   | 0.04%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                         | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    162000 | PA      | $162618.62    | 0.01%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110387.44    | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    109000 | PA      | $109280.09    | 0.00%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VBL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10877.17     | 0.00%             | 2056-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                       | Veralto Corp.                                                                        | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16323.72     | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                  | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1984.93      | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Utilities PLC                                                                | United Utilities PLC                                                                 | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $115520.46    | 0.00%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                          | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15408.37     | 0.00%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                        | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73678.89     | 0.00%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                                                       | Cargill, Inc.                                                                        | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    669000 | PA      | $658943.20    | 0.02%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding, LLC, Series 2025-1A, Class A2II                                   | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1940000 | PA      | $1903114.00   | 0.07%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co.                                                          | Arizona Public Service Co.                                                           | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10822.47     | 0.00%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                   | Sonic Capital LLC, Series 2020-1A, Class A2I                                         | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2971500 | PA      | $2946668.08   | 0.10%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                                 | Vertiv Holdings Co.                                                                  | CUSIP: 92537NAD0<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |   2539000 | PA      | $2458610.46   | 0.09%             | 2066-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                                  | Metronet Infrastructure Issuer LLC, Series 2025-1A, Class A2                         | CUSIP: 59170JAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3816354.75   | 0.13%             | 2055-07-20      | Fixed         | 6.01%                 | No            |                  3 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                               | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1631135.92   | 0.06%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                              | Citadel Securities Global Holdings LLC                                               | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    743000 | PA      | $756291.13    | 0.03%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                        | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3866000 | PA      | $3808265.70   | 0.13%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                              | PACCAR Financial Corp., Series R                                                     | CUSIP: 69371RU20<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1320589.71   | 0.05%             | 2028-11-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCQE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     68647 | PA      | $8879.26      | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                      | Hewlett Packard Enterprise Co.                                                       | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     57000 | PA      | $55720.24     | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                        | Cummins Inc.                                                                         | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    535000 | PA      | $540933.80    | 0.02%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                      | AutoZone, Inc.                                                                       | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8013.25      | 0.00%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                        | Ovintiv Inc.                                                                         | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4360.63      | 0.00%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                          | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      1000 | PA      | $959.17       | 0.00%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                       | Thermo Fisher Scientific Inc.                                                        | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223853.45    | 0.01%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                     | Virginia Electric and Power Co., Series C                                            | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    177000 | PA      | $173232.39    | 0.01%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co.                                                                     | Idaho Power Co.                                                                      | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15266.51     | 0.00%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                          | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28398.78     | 0.00%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31393VKX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     57864 | PA      | $56902.10     | 0.00%             | 2032-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                                       | Banc of America Funding Trust, Series 2007-1, Class 1A3                              | CUSIP: 05951FBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139458 | PA      | $122071.50    | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283HB20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7157 | PA      | $7429.90      | 0.00%             | 2028-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance B.V.                                         | Deutsche Telekom International Finance B.V.                                          | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $122475.11    | 0.00%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana, LLC                                                            | Duke Energy Indiana, LLC                                                             | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      1000 | PA      | $930.53       | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                         | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235306.45    | 0.01%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     64000 | PA      | $62936.70     | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                             | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24456.60     | 0.00%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                  | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6089.77      | 0.00%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                                                       | FirstEnergy Transmission, LLC                                                        | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18755.47     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                               | Delta Air Lines, Inc.                                                                | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    302000 | PA      | $304412.80    | 0.01%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West, Inc.                                                          | Evergy Missouri West, Inc.                                                           | CUSIP: 30037EAC7<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    172000 | PA      | $170069.25    | 0.01%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94811.69     | 0.00%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                           | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     63000 | PA      | $61216.51     | 0.00%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, IO                                         | CUSIP: 38380HQY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |   1621742 | PA      | $184686.06    | 0.01%             | 2047-10-16      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III L.P.                                                    | Hertz Vehicle Financing III L.P., Series 2021-2A, Class B                            | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    705000 | PA      | $697045.56    | 0.02%             | 2027-12-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                   | Golub Capital Private Credit Fund                                                    | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198293.11    | 0.01%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp.                                                                        | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298117.31    | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                           | UDR, Inc.                                                                            | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12954.36     | 0.00%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204765.47    | 0.01%             | 2030-03-04      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                                                     | National Health Investors, Inc.                                                      | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149144.97    | 0.01%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                 | BMW US Capital, LLC                                                                  | CUSIP: 05565EDJ1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $2024555.41   | 0.07%             | 2033-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                         | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234283.23    | 0.01%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    350000 | PA      | $326628.14    | 0.01%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99107.24     | 0.00%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    191000 | PA      | $191728.49    | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    853000 | PA      | $866527.84    | 0.03%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                                  | RGA Global Funding                                                                   | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1078547.44   | 0.04%             | 2028-08-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                                | FREMF Mortgage Trust, Series 2017-K62, Class B                                       | CUSIP: 302949AQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $1032975.32   | 0.04%             | 2050-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Boston Properties L.P.                                                              | Boston Properties L.P.                                                               | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138790.20    | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64555.93     | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K093, Class X1, IO     | CUSIP: 3137FMCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  25253286 | PA      | $603404.54    | 0.02%             | 2029-05-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                          | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33815.21     | 0.00%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                  | Berry Global, Inc.                                                                   | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102547.53    | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                 | CUSIP: 05971KAV1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2800000 | PA      | $2787851.64   | 0.10%             | 2031-04-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2021-NQM4, Class A1                                                | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2836193 | PA      | $2436289.36   | 0.09%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Cousins Properties L.P.                                                             | Cousins Properties L.P.                                                              | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1469450.93   | 0.05%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    983000 | PA      | $1034895.03   | 0.04%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    198000 | PA      | $198488.08    | 0.01%             | 2029-01-24      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| American Airlines 2025-1 Class A Pass Through Trust                                 | American Airlines 2025-1 Class A Pass Through Trust                                  | CUSIP: 02377NAA8<br>LEI: 5493004XNBKB5SFUJI60 | Long             | DBT              | CORP              | US        |    626000 | PA      | $612601.41    | 0.02%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68399.09     | 0.00%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    440000 | PA      | $405509.37    | 0.01%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2021-5, Class A1                                    | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    838360 | PA      | $760939.95    | 0.03%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13177.34     | 0.00%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-1, Class A1                                  | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1811600 | PA      | $1713630.57   | 0.06%             | 2067-01-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31359UT21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     18039 | PA      | $18302.45     | 0.00%             | 2028-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding PLC                                                       | Rentokil Terminix Funding PLC                                                        | CUSIP: 760129AA4<br>LEI: 25490006YYBUKL2Q8A81 | Long             | DBT              | CORP              | GB        |   1574000 | PA      | $1558090.59   | 0.06%             | 2031-04-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP, LLC                                                                | Kimco Realty OP, LLC                                                                 | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    111000 | PA      | $112581.94    | 0.00%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    142000 | PA      | $143172.17    | 0.01%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                    | Ascension Health, Series 2025                                                        | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $176883.85    | 0.01%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                 | BMW US Capital, LLC                                                                  | CUSIP: 05565EDH5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   3687000 | PA      | $3667105.32   | 0.13%             | 2031-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                               | McCormick & Co., Inc.                                                                | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48146.31     | 0.00%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1010.39      | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                        | Santander Holdings USA, Inc.                                                         | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110136.56    | 0.00%             | 2027-05-31      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816EE5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    573000 | PA      | $579439.95    | 0.02%             | 2029-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                        | Phillips Edison Grocery Center Operating Partnership I, L.P.                         | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289552.86    | 0.01%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    374000 | PA      | $394342.62    | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                  | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56083.31     | 0.00%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 85325C2M3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   6373000 | PA      | $6377208.92   | 0.23%             | 2030-01-13      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                               | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70171.84     | 0.00%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37323.31     | 0.00%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Seven, LLC                                                       | Goodman US Finance Seven, LLC                                                        | CUSIP: 38239BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    904000 | PA      | $890614.48    | 0.03%             | 2036-04-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                                                | TierPoint Issuer LLC, Series 2025-1A, Class A2                                       | CUSIP: 88651CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6566000 | PA      | $6585142.52   | 0.23%             | 2055-04-26      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    279000 | PA      | $283442.15    | 0.01%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                            | A.P. Moller - Maersk A/S                                                             | CUSIP: 00203QAF4<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |      5000 | PA      | $5224.48      | 0.00%             | 2033-09-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                 | EOG Resources, Inc.                                                                  | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195603.54    | 0.01%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc.                                                           | Ferguson Enterprises Inc.                                                            | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22873.00     | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A4                   | CUSIP: 07336GAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3004017 | PA      | $2490833.69   | 0.09%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                 | CUSIP: 05971KAX7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5600000 | PA      | $5588250.98   | 0.20%             | 2029-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 3140Y7S82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    688838 | PA      | $697259.01    | 0.02%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                           | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    240000 | PA      | $248172.48    | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    642000 | PA      | $653881.10    | 0.02%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                          | Sherwin-Williams Co. (The)                                                           | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    543000 | PA      | $542060.89    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    995000 | PA      | $980072.21    | 0.03%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                 | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1015000 | PA      | $1019735.78   | 0.04%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                 | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    476000 | PA      | $472214.79    | 0.02%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                                                           | DLLST LLC, Series 2024-1A, Class A3                                                  | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1354327 | PA      | $1358376.62   | 0.05%             | 2027-08-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                                           | Willis North America Inc.                                                            | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    908000 | PA      | $897143.18    | 0.03%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                           | Florida Power & Light Co.                                                            | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    181000 | PA      | $176171.25    | 0.01%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                    | CMS Energy Corp.                                                                     | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108079.03    | 0.00%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TJPC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      5553 | PA      | $195.29       | 0.00%             | 2029-03-15      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                                    | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class AR                          | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3020974 | PA      | $3024846.83   | 0.11%             | 2032-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11990.18     | 0.00%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, IO                                         | CUSIP: 38377VGZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    672481 | PA      | $39054.34     | 0.00%             | 2041-04-16      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| MHPA Commercial Mortgage Trust                                                      | MHPA Commercial Mortgage Trust, Series 2021-STOR, Class A                            | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1945000 | PA      | $1944291.83   | 0.07%             | 2038-07-15      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class A                                                  | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3670000 | PA      | $3671203.76   | 0.13%             | 2039-01-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Ltd.                                                          | TransCanada Pipelines Ltd.                                                           | CUSIP: 89352HBK4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1185000 | PA      | $1190530.40   | 0.04%             | 2056-10-17      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    355000 | PA      | $330382.36    | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4047.36      | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                            | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28084.97     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    112000 | PA      | $112434.99    | 0.00%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31325UP42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     42150 | PA      | $695.12       | 0.00%             | 2027-12-15      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                                                     | BlackRock, Inc.                                                                      | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7058.61      | 0.00%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                        | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    111000 | PA      | $106249.37    | 0.00%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31403DCQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60054 | PA      | $63382.77     | 0.00%             | 2034-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2026-OPTM, Class A                                                  | CUSIP: 05594XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3355000 | PA      | $3351137.39   | 0.12%             | 2039-03-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                             | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    724000 | PA      | $730164.48    | 0.03%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     92000 | PA      | $77129.18     | 0.00%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    108000 | PA      | $109588.21    | 0.00%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                        | American Water Capital Corp.                                                         | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6850.97      | 0.00%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                 | Georgia-Pacific LLC                                                                  | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    212000 | PA      | $212239.55    | 0.01%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1272943.42   | 0.05%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $586616.45    | 0.02%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37528.48     | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                  | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1502666.01   | 0.05%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                              | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2005-AR16, Class 1A1                  | CUSIP: 92922F6W3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171814 | PA      | $161847.28    | 0.01%             | 2035-12-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2022-DNA6, Class M1                                              | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |    122365 | PA      | $122641.91    | 0.00%             | 2042-09-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151164.05    | 0.01%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding, LLC                                                         | Synchrony Card Funding, LLC, Series 2024-A2, Class A                                 | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3395000 | PA      | $3428876.33   | 0.12%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Depository Trust Co. (The)                                                          | Depository Trust Co. (The)                                                           | CUSIP: 249672AA4<br>LEI: 549300HBJLRO8YFMI370 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1062801.86   | 0.04%             | 2031-03-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392GNQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    130169 | PA      | $11595.35     | 0.00%             | 2033-01-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32627800 | PA      | $32416228.95  | 1.15%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                  | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2091.89      | 0.00%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                  | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1508496.09   | 0.05%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                    | Kroger Co. (The)                                                                     | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46444.04     | 0.00%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                  | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14600000 | PA      | $14431452.49  | 0.51%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes Trust                                                         | Tricon American Homes Trust, Series 2020-SFR2, Class A                               | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3544637 | PA      | $3383396.97   | 0.12%             | 2039-11-17      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61748UAW2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3582000 | PA      | $3574013.68   | 0.13%             | 2032-04-16      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2023-DNA1, Class M1                                              | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |    527159 | PA      | $533412.55    | 0.02%             | 2043-03-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   4479000 | PA      | $4458124.41   | 0.16%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109462.55    | 0.00%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2021-NQM1, Class A1                     | CUSIP: 126407AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358209 | PA      | $319329.42    | 0.01%             | 2065-05-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1005479.81   | 0.04%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                       | Entergy Corp.                                                                        | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1190927.01   | 0.04%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                              | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2005-AR14, Class 1A4                  | CUSIP: 92922F4D7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203270 | PA      | $193322.57    | 0.01%             | 2035-12-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                          | Alibaba Group Holding Ltd.                                                           | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $330794.88    | 0.01%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                                  | RGA Global Funding                                                                   | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1205056.50   | 0.04%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc.                                                                        | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $105793.10    | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                  | ConocoPhillips Co.                                                                   | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    401000 | PA      | $387415.76    | 0.01%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                                       | Banc of America Funding Trust, Series 2007-C, Class 1A4                              | CUSIP: 059522AW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40746 | PA      | $35832.71     | 0.00%             | 2036-05-20      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10182.15     | 0.00%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2673000 | PA      | $2644835.43   | 0.09%             | 2029-01-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                                | Global Payments Inc.                                                                 | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88024.24     | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, PO                                                               | CUSIP: 31282XVL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |         7 | PA      | $6.69         | 0.00%             | 2026-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4118.05      | 0.00%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                 | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10700.02     | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                             | Republic Services, Inc.                                                              | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27403.83     | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                         | Intel Corp.                                                                          | CUSIP: 458140CS7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2227000 | PA      | $2218505.51   | 0.08%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                                  | United Airlines Pass-Through Trust, Series AA                                        | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2194 | PA      | $2017.78      | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                   | Alabama Power Co.                                                                    | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4223.53      | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392GEE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     64668 | PA      | $5498.31      | 0.00%             | 2032-08-25      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EVF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     60370 | PA      | $981.88       | 0.00%             | 2032-04-25      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                               | FirstEnergy Pennsylvania Electric Co.                                                | CUSIP: 33767QAC0<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   5630000 | PA      | $5608128.74   | 0.20%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     75586 | PA      | $9858.13      | 0.00%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    674000 | PA      | $647614.52    | 0.02%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31395U5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    268158 | PA      | $19768.60     | 0.00%             | 2035-05-15      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                      | Apollo Global Management, Inc., Pfd.                                                 | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |    215375 | NS      | $5535137.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                                                        | Target Corp.                                                                         | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4024.31      | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DY7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2843000 | PA      | $2845747.70   | 0.10%             | 2047-04-21      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                         | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112899.60    | 0.00%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $154087.47    | 0.01%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co., LLC                                                   | Florida Gas Transmission Co., LLC                                                    | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |     67000 | PA      | $69192.17     | 0.00%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200048.53    | 0.01%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                         | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $397932.51    | 0.01%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                            | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    727000 | PA      | $728386.88    | 0.03%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                         | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      1000 | PA      | $929.20       | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    114000 | PA      | $115599.96    | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57543.15     | 0.00%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23046.25     | 0.00%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172EG0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4220000 | PA      | $4132204.29   | 0.15%             | 2036-04-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                   | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18374.52     | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Engie                                                                               | Engie                                                                                | CUSIP: 29286DAC9<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |     59000 | PA      | $57410.90     | 0.00%             | 2054-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                        | Ford Credit Auto Owner Trust, Series 2024-A, Class A3                                | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6621474 | PA      | $6667945.26   | 0.24%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-3, Class A1                                  | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2165500 | PA      | $2070592.80   | 0.07%             | 2067-02-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2025-DNA4, Class A1                                              | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |    658750 | PA      | $659330.42    | 0.02%             | 2045-10-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class AA Pass Through Trust                                  | United Airlines 2024-1 Class AA Pass Through Trust, Series AA                        | CUSIP: 90932WAA1<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    319514 | PA      | $326597.31    | 0.01%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 990ACWZN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7251000 | PA      | $7189953.11   | 0.25%             | 2056-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                                    | Empower CLO Ltd.                                                                     | CUSIP: 29244RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3895000 | PA      | $3902205.75   | 0.14%             | 2037-04-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| EFMT                                                                                | EFMT, Series 2025-NQM2, Class A1                                                     | CUSIP: 281917AC8<br>LEI: 254900BQMS9ITLPQGJ53 | Long             | ABS-MBS          | CORP              | US        |   6358162 | PA      | $6397971.18   | 0.23%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| IP Mortgage Trust                                                                   | IP Mortgage Trust, Series 2025-IP, Class A                                           | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11643000 | PA      | $11750916.64  | 0.42%             | 2042-06-10      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                                                    | Air Products and Chemicals, Inc.                                                     | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    717000 | PA      | $718612.10    | 0.03%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES, Inc.                                                      | HYUNDAI CAPITAL SERVICES, Inc.                                                       | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   2323000 | PA      | $2350710.88   | 0.08%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Invesco Treasury Portfolio                                                          | Invesco Treasury Portfolio, Institutional Class                                      | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        | 182500233 | NS      | $182500233.25 | 6.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb, Inc.                                                                        | Airbnb, Inc.                                                                         | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    699000 | PA      | $697381.44    | 0.02%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                   | Alabama Power Co.                                                                    | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20212.31     | 0.00%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                    | Amazon.com, Inc.                                                                     | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4383000 | PA      | $4325390.33   | 0.15%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A8                   | CUSIP: 07336GAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2571691 | PA      | $2312461.69   | 0.08%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31296XJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11257 | PA      | $11688.19     | 0.00%             | 2034-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                                             | Sumisho Air Lease Corp.                                                              | CUSIP: 873923AC0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2184000 | PA      | $2171082.84   | 0.08%             | 2029-03-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| nVent Finance S.a.r.l.                                                              | nVent Finance S.a.r.l.                                                               | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |      5000 | PA      | $5131.78      | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 313921N61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     22571 | PA      | $1675.02      | 0.00%             | 2031-11-18      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                         | Eaton Corp.                                                                          | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    886000 | PA      | $873112.45    | 0.03%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475CH6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1769000 | PA      | $1768358.01   | 0.06%             | 2029-01-26      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3934.98      | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2024-VLT5, Class A                              | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3530000 | PA      | $3526712.16   | 0.12%             | 2046-11-13      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31393Y5U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     95602 | PA      | $10355.17     | 0.00%             | 2033-10-25      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2024-VLT5, Class B                              | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2495000 | PA      | $2510997.94   | 0.09%             | 2046-11-13      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc.                                                                | Rio Tinto Alcan Inc.                                                                 | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $429514.36    | 0.02%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                       | Citigroup Mortgage Loan Trust, Series 2024-1, Class A3A                              | CUSIP: 17332CAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3109079 | PA      | $3131293.66   | 0.11%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp., Series I                                                   | CUSIP: 24422EYK9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1412000 | PA      | $1401276.24   | 0.05%             | 2029-03-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                            | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4733.63      | 0.00%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 31364JF57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      2649 | PA      | $233.15       | 0.00%             | 2029-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                       | Cencora, Inc.                                                                        | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4017.16      | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 172967QB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    809000 | PA      | $822859.38    | 0.03%             | 2031-05-07      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                         | CUSIP: 05401ABE0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1543000 | PA      | $1515301.62   | 0.05%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe, LLC                                                   | Burlington Northern Santa Fe, LLC                                                    | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11027.97     | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                      | Piedmont Natural Gas Co., Inc.                                                       | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3077.01      | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                                           | Willis North America Inc.                                                            | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    242000 | PA      | $236674.56    | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-1A, Class A2I                                        | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4243380 | PA      | $4277125.90   | 0.15%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                          | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    149000 | PA      | $149913.60    | 0.01%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1436604.04   | 0.05%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211693.29    | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                                                       | Raymond James Financial, Inc.                                                        | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    158000 | PA      | $154308.54    | 0.01%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                                  | Columbia Pipelines Holding Co. LLC                                                   | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55538.49     | 0.00%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                                                 | Hanover Insurance Group, Inc. (The)                                                  | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64143.73     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                          | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4135.32      | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                                                   | Western Midstream Operating, L.P.                                                    | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16928.07     | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    720000 | PA      | $740040.48    | 0.03%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1654000 | PA      | $1622969.42   | 0.06%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                 | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4119.29      | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern Natural Gas Co., L.L.C.                                                    | Southern Natural Gas Co., L.L.C.                                                     | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37743.45     | 0.00%             | 2035-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-2, Class A4                              | CUSIP: 29375RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1133000 | PA      | $1158420.67   | 0.04%             | 2030-12-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAKM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     46470 | PA      | $4960.03      | 0.00%             | 2032-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                   | Cigna Group (The)                                                                    | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    396000 | PA      | $395627.24    | 0.01%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 3140Y6Y87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433673 | PA      | $443517.06    | 0.02%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co., Series GG                                                         | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4942000 | PA      | $4960710.41   | 0.18%             | N/A             | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31339DF94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     52365 | PA      | $4064.93      | 0.00%             | 2032-01-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398493.35    | 0.01%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DU5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2346000 | PA      | $2346393.96   | 0.08%             | 2030-04-18      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding                                                               | Jersey Mike's Funding, Series 2025-1A, Class A2                                      | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6915250 | PA      | $7016265.21   | 0.25%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    944000 | PA      | $944631.95    | 0.03%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                               | Bank5, Series 2024-5YR10, Class A                                                    | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1705000 | PA      | $1731974.12   | 0.06%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                               | Howmet Aerospace Inc.                                                                | CUSIP: 443201AF5<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1578000 | PA      | $1561532.10   | 0.06%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                     | Virginia Electric and Power Co.                                                      | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4035.63      | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    594000 | PA      | $643159.44    | 0.02%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9224009 | PA      | $9271333.70   | 0.33%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21694.22     | 0.00%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd. 2021-II                                                            | Barings CLO Ltd. 2021-II, Series 2021-2A, Class A1R                                  | CUSIP: 06762JAL7<br>LEI: 549300ZI2PPUCDLS2Y70 | Long             | ABS-CBDO         | CORP              | KY        |   6240000 | PA      | $6238402.56   | 0.22%             | 2034-07-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Agl Clo 17 Ltd.                                                                     | Agl Clo 17 Ltd., Series 2022-17A, Class AR                                           | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   6576000 | PA      | $6565392.91   | 0.23%             | 2035-01-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Deutsche Bank AG                                                                     | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $157445.09    | 0.01%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F7G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     14916 | PA      | $1331.46      | 0.00%             | 2032-12-18      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-1, Class A1B                                 | CUSIP: 92537QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460658 | PA      | $420437.97    | 0.01%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust II                                                            | Wynnton Funding Trust II                                                             | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $114337.48    | 0.00%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                             | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    644000 | PA      | $644909.35    | 0.02%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp., Series D                         | CUSIP: 63743HGD8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   5880000 | PA      | $5882515.11   | 0.21%             | 2027-08-09      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                         | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7175.08      | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                 | Synchrony Financial                                                                  | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     99000 | PA      | $99030.86     | 0.00%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394AHA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      4199 | PA      | $196.10       | 0.00%             | 2030-11-25      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392HRF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     18032 | PA      | $2166.19      | 0.00%             | 2033-02-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8973.47      | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana, LLC                                                              | Entergy Louisiana, LLC                                                               | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19205.57     | 0.00%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2024-7, Class A1                                  | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |   1909967 | PA      | $1915050.23   | 0.07%             | 2069-09-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  80969000 | PA      | $79267386.26  | 2.80%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                 | Expedia Group, Inc.                                                                  | CUSIP: 30212PBM6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $4397260.76   | 0.16%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, L.P.                                                          | Simon Property Group, L.P.                                                           | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    171000 | PA      | $167336.62    | 0.01%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                   | Chase Home Lending Mortgage Trust, Series 2024-9, Class A6                           | CUSIP: 16160QAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51877 | PA      | $51765.55     | 0.00%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2020-3, Class A1                                    | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    759707 | PA      | $731282.53    | 0.03%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2022-3, Class A1                                    | CUSIP: 12659YAA2<br>LEI: 213800PIMH7Q7M27DB82 | Long             | ABS-MBS          | CORP              | US        |   2598195 | PA      | $2551098.11   | 0.09%             | 2067-02-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                        | American National Group Inc.                                                         | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    109000 | PA      | $106991.51    | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | Athene Global Funding                                                                | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    188000 | PA      | $188048.23    | 0.01%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAZ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    120290 | PA      | $14500.28     | 0.00%             | 2033-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                          | CNH Industrial Capital LLC                                                           | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81418.60     | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RR 17 Ltd.                                                                          | RR 17 Ltd., Series 2021-17A, Class A1AR                                              | CUSIP: 74980QAL5<br>LEI: 549300H1BYT42IUZDL59 | Long             | ABS-CBDO         | CORP              | KY        |  12590000 | PA      | $12589584.53  | 0.45%             | 2034-07-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    354000 | PA      | $360416.96    | 0.01%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                    | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18369.11     | 0.00%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                 | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2143.85      | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                               | Cardinal Health, Inc.                                                                | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41830.75     | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                               | Electricite de France                                                                | CUSIP: 28504DAG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   2513000 | PA      | $2531606.88   | 0.09%             | 2055-01-13      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                                   | Sumitomo Mitsui Trust Group, Inc.                                                    | CUSIP: 86566AAA0<br>LEI: 353800P843RLCDBLNT17 | Long             | DBT              | CORP              | JP        |    281000 | PA      | $276410.70    | 0.01%             | 2036-09-11      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc.                                                              | Accenture Capital Inc.                                                               | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98629.78     | 0.00%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc.                                                                | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8186.06      | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                                | UPMC                                                                                 | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1911.10      | 0.00%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8096.88      | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31396AKM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     49044 | PA      | $48695.70     | 0.00%             | 2035-09-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                      | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      4000 | PA      | $4024.21      | 0.00%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13218.48     | 0.00%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                              | Citadel Securities Global Holdings LLC                                               | CUSIP: 17289RAF3<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $3968669.99   | 0.14%             | 2036-03-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9253.08      | 0.00%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2022-ATH2, Class A1                     | CUSIP: 12665WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2547001 | PA      | $2542122.64   | 0.09%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                     | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39666.55     | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                                                       | FirstEnergy Transmission, LLC                                                        | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71961.40     | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                       | Citibank N.A.                                                                        | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    950000 | PA      | $951490.32    | 0.03%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      1000 | PA      | $896.02       | 0.00%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                  | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126335.90    | 0.00%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc.                                                                       | HSBC USA Inc.                                                                        | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    767000 | PA      | $772161.81    | 0.03%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48501.31     | 0.00%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc.                                             | NXP BV / NXP Funding LLC / NXP USA Inc.                                              | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    220000 | PA      | $195424.26    | 0.01%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                    | American National Global Funding                                                     | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65023.59     | 0.00%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                                      | Baltimore Gas and Electric Co.                                                       | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28654.93     | 0.00%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                    | Mitsubishi Corp.                                                                     | CUSIP: 606769AJ6<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    604000 | PA      | $614003.22    | 0.02%             | 2029-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties L.P.                                                              | Boston Properties L.P.                                                               | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105566.16    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7027.05      | 0.00%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                           | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27925.69     | 0.00%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                 | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    590000 | PA      | $613376.98    | 0.02%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                              | PACCAR Financial Corp.                                                               | CUSIP: 69371RT89<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    843000 | PA      | $845628.44    | 0.03%             | 2027-06-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp.                                                                        | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4155.82      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4955.04      | 0.00%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TKE22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      8281 | PA      | $8397.21      | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1600000 | PA      | $1586360.78   | 0.06%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | Athene Global Funding                                                                | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64899.82     | 0.00%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                     | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110884.72    | 0.00%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3132DWEG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1588137 | PA      | $1394480.13   | 0.05%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                                                   | Morgan Stanley Private Bank, N.A.                                                    | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $1033032.42   | 0.04%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                    | Lincoln Financial Global Funding                                                     | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    247000 | PA      | $247324.92    | 0.01%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                      | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23522.03     | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                        | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106471.49    | 0.00%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394F4M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    123407 | PA      | $10486.21     | 0.00%             | 2035-10-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328457.74    | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-3A, Class A2I                                        | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4018800 | PA      | $3959390.88   | 0.14%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110678.06    | 0.00%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty L.P.                                                               | Highwoods Realty L.P.                                                                | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106679.42    | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Eni S.p.A.                                                                          | Eni S.p.A.                                                                           | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    202000 | PA      | $206857.99    | 0.01%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                        | Wisconsin Electric Power Co.                                                         | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1285556.49   | 0.05%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                                 | Bank of New Zealand                                                                  | CUSIP: 064064AB4<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    809000 | PA      | $827418.55    | 0.03%             | 2035-01-28      | Variable      | 5.70%                 | No            |                  2 | On Loan: —       |
| Keurig Dr Pepper Inc.                                                               | Keurig Dr Pepper Inc.                                                                | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    139000 | PA      | $138472.40    | 0.00%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63167.36     | 0.00%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2025-VOLT, Class B                                                  | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5540000 | PA      | $5544872.98   | 0.20%             | 2044-12-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                 | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $391198.09    | 0.01%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross Mortgage Trust, Series 2024-H8, Class A1                                       | CUSIP: 22757GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2961036 | PA      | $2978817.32   | 0.11%             | 2069-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank                                                                       | Pinnacle Bank                                                                        | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1071454.74   | 0.04%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                     | CUSIP: 86563VBQ1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    684000 | PA      | $697600.16    | 0.02%             | 2029-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund, L.P.                                         | Prologis Targeted U.S. Logistics Fund, L.P.                                          | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    446000 | PA      | $437909.35    | 0.02%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $172156.62    | 0.01%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    476000 | PA      | $480217.98    | 0.02%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                                  | ITC Holdings Corp.                                                                   | CUSIP: 465685AU9<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2027853.13   | 0.07%             | 2031-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LSEG US Fin Corp.                                                                   | LSEG US Fin Corp.                                                                    | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   3808000 | PA      | $3778986.47   | 0.13%             | 2029-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2025-VOLT, Class A                                                  | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5800000 | PA      | $5806462.94   | 0.21%             | 2044-12-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                                       | SG Residential Mortgage Trust, Series 2022-1, Class A1                               | CUSIP: 78433QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3380695 | PA      | $3201174.85   | 0.11%             | 2062-03-27      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                 | Georgia-Pacific LLC                                                                  | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    164000 | PA      | $166231.85    | 0.01%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31398LPG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    136657 | PA      | $11306.03     | 0.00%             | 2039-12-15      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                        | Public Storage Operating Co.                                                         | CUSIP: 74464AAF8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1198890.06   | 0.04%             | 2035-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    382000 | PA      | $388286.83    | 0.01%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Citadel L.P.                                                                        | Citadel L.P.                                                                         | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     39000 | PA      | $40844.80     | 0.00%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A2                   | CUSIP: 07336JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3763486 | PA      | $3127511.74   | 0.11%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2024-8, Class A3                                  | CUSIP: 46658GAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    647648 | PA      | $645123.35    | 0.02%             | 2055-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    836000 | PA      | $838742.46    | 0.03%             | 2026-09-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2020-1, Class A1                                    | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172728 | PA      | $169610.78    | 0.01%             | 2059-12-25      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 225401BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2630000 | PA      | $2580004.20   | 0.09%             | 2037-08-10      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                        | Public Storage Operating Co.                                                         | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260488.13    | 0.01%             | 2027-04-16      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust, Series 2025-1A, Class A                                | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1579004 | PA      | $1585226.65   | 0.06%             | 2042-05-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc.                                                          | Huntington Bancshares Inc.                                                           | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3933000 | PA      | $3888587.70   | 0.14%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                              | PACCAR Financial Corp.                                                               | CUSIP: 69371RS31<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13106.98     | 0.00%             | 2028-01-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2388000 | PA      | $2359505.79   | 0.08%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    563000 | PA      | $548719.66    | 0.02%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14141000 | PA      | $14182981.09  | 0.50%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      3991 | PA      | $58.89        | 0.00%             | 2027-04-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                          | Duke Energy Carolinas, LLC                                                           | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      1000 | PA      | $934.82       | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| RD Michigan Property Owner I LLC                                                    | RD Michigan Property Owner I LLC                                                     | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6062000 | PA      | $6063831.88   | 0.21%             | 2045-03-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2023-6, Class A1                                    | CUSIP: 03464UAA4<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-MBS          | CORP              | US        |   1021564 | PA      | $1025755.34   | 0.04%             | 2067-12-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Engie                                                                               | Engie                                                                                | CUSIP: 29286DAB1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $308634.80    | 0.01%             | 2034-04-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    102000 | PA      | $102945.53    | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                                     | Fedex Freight Holding Co., Inc.                                                      | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    933000 | PA      | $908602.89    | 0.03%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1569000 | PA      | $1536800.86   | 0.05%             | 2032-02-24      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    164000 | PA      | $166485.26    | 0.01%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221105.38    | 0.01%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | CSAIL Commercial Mortgage Trust, Series 2020-C19, Class A3                           | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10613000 | PA      | $9655849.61   | 0.34%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                    | Mosaic Co. (The)                                                                     | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    870000 | PA      | $865194.99    | 0.03%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                                                 | Zaxby's Funding LLC, Series 2021-1A, Class A2                                        | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5576888 | PA      | $5319731.64   | 0.19%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                | Caterpillar Financial Services Corp.                                                 | CUSIP: 14913UBJ8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   7320000 | PA      | $7229222.04   | 0.26%             | 2029-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                        | Cummins Inc.                                                                         | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54159.51     | 0.00%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp.                                                                  | Brown-Forman Corp.                                                                   | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2955.29      | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2026-CSMO, Class A                              | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9050000 | PA      | $9068890.97   | 0.32%             | 2043-02-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                  | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238382.92    | 0.01%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                               | Electricite de France                                                                | CUSIP: 285039AR4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   3425000 | PA      | $3317533.71   | 0.12%             | 2066-04-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                    | Capital Power (US Holdings) Inc.                                                     | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $54746.71     | 0.00%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2024-NQM18, Class A1                                               | CUSIP: 673913AA7<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |   1458413 | PA      | $1464942.61   | 0.05%             | 2064-10-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                          | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101559.48    | 0.00%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                               | Howmet Aerospace Inc.                                                                | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16141.87     | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                              | MidAmerican Energy Co.                                                               | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1000.58      | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     78000 | PA      | $77335.04     | 0.00%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                      | M&T Bank Corp., Series J, Pfd.                                                       | CUSIP: 55261F864<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |    198205 | NS      | $5270270.95   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17946.93     | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class C                                                  | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1215000 | PA      | $1215846.13   | 0.04%             | 2039-01-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                                | Columbia Pipelines Operating Co. LLC                                                 | CUSIP: 19828TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14114.26     | 0.00%             | 2054-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                             | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35893.02     | 0.00%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                      | Southern California Edison Co.                                                       | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97884.82     | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                           | Consolidated Edison Co. of New York, Inc.                                            | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13715.78     | 0.00%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp Trust 2025-NQM6                                  | GS Mortgage-Backed Securities Corp Trust 2025-NQM6, Series 2025-NQM6, Class A1       | CUSIP: 362933AA1<br>LEI: 254900X1ABPQ6D4G6D07 | Long             | ABS-MBS          | CORP              | US        |   4437392 | PA      | $4426130.88   | 0.16%             | 2066-02-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley, Series I                                                             | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1689788.94   | 0.06%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                              | CUSIP: 233853BJ8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1447000 | PA      | $1444053.33   | 0.05%             | 2032-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                             | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24236.47     | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319996.57    | 0.01%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                     | CUSIP: 86563VCF4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    999000 | PA      | $992737.44    | 0.04%             | 2030-09-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1468000 | PA      | $1445899.41   | 0.05%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 3140Q1MC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7378000 | PA      | $7262584.18   | 0.26%             | 2030-12-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                     | Phillips 66 Co.                                                                      | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204054.00    | 0.01%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    379000 | PA      | $385609.21    | 0.01%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                 | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2187000 | PA      | $2170328.78   | 0.08%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                  | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7548046.88   | 0.27%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                               | Las Vegas Sands Corp.                                                                | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304425.11    | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                    | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2566000 | PA      | $2533598.76   | 0.09%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MAG Mutual Holding Co.                                                              | MAG Mutual Holding Co.                                                               | CUSIP: 55261HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9203000 | PA      | $8466760.00   | 0.30%             | 2041-04-30      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| Duke Energy Indiana, LLC                                                            | Duke Energy Indiana, LLC                                                             | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1002.08      | 0.00%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    512000 | PA      | $515286.04    | 0.02%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CD Mortgage Trust                                                                   | CD Mortgage Trust, Series 2017-CD6, Class XA                                         | CUSIP: 125039AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8083071 | PA      | $73331.23     | 0.00%             | 2050-11-13      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                                          | Bio-Rad Laboratories, Inc.                                                           | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233060.39    | 0.01%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EGP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     34890 | PA      | $3012.53      | 0.00%             | 2032-09-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage Backed Securities                                                  | Uniform Mortgage Backed Securities                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | USGSE             | US        |  31990270 | PA      | $30004628.50  | 1.06%             | 2051-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     94000 | PA      | $89428.87     | 0.00%             | 2047-01-23      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Engie                                                                               | Engie                                                                                | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    582000 | PA      | $594979.19    | 0.02%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                                                        | Hexcel Corp.                                                                         | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    257000 | PA      | $264529.69    | 0.01%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                            | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15859.00     | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                       | Nordson Corp.                                                                        | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5115.52      | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                            | Bunge Ltd. Finance Corp.                                                             | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1573491.85   | 0.06%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4110.34      | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                                                      | Clover CLO LLC, Series 2021-3A, Class AR                                             | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5674000 | PA      | $5671843.88   | 0.20%             | 2035-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                             | PartnerRe Finance B LLC                                                              | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114794.26    | 0.00%             | 2050-10-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3137ARKB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    269810 | PA      | $2922.34      | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jabil Inc.                                                                          | Jabil Inc.                                                                           | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    677000 | PA      | $659577.49    | 0.02%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2024-NQM14, Class A1                                               | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |   2256523 | PA      | $2256700.97   | 0.08%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                    | Amazon.com, Inc.                                                                     | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5435000 | PA      | $5383269.62   | 0.19%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                         | Nationwide Building Society                                                          | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    631000 | PA      | $637428.63    | 0.02%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                                                      | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class A                              | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13130000 | PA      | $13156007.90  | 0.47%             | 2044-07-13      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 105045762 | PA      | $84074664.53  | 2.97%             | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                                                 | U.S. Treasury Bills                                                                  | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    546000 | PA      | $545294.61    | 0.02%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31397L5D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     64090 | PA      | $3024.02      | 0.00%             | 2038-07-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                         | Southern California Gas Co.                                                          | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194499.18    | 0.01%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11359.49     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                  | Smith & Nephew PLC                                                                   | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $20322.50     | 0.00%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                             | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    697000 | PA      | $705351.93    | 0.02%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $271230.47    | 0.01%             | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                                          | AGCO Corp.                                                                           | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26195.87     | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    582000 | PA      | $616005.78    | 0.02%             | 2030-02-08      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 10 Year Notes Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       494 | NC      | $-848118.36   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| AEP Texas Inc.                                                                      | AEP Texas Inc.                                                                       | CUSIP: 00108WAG5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   2489000 | PA      | $2466773.75   | 0.09%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MHPA Commercial Mortgage Trust                                                      | MHPA Commercial Mortgage Trust, Series 2021-STOR, Class B                            | CUSIP: 55293BAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1460000 | PA      | $1459540.83   | 0.05%             | 2038-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                             | AstraZeneca Finance LLC                                                              | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34690.12     | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YGC3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5186000 | PA      | $5198623.81   | 0.18%             | 2047-03-13      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2022-1, Class A1                         | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2378342 | PA      | $2145538.42   | 0.08%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                           | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1597.54      | 0.00%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AXQT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    362758 | PA      | $72151.50     | 0.00%             | 2047-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer, LLC                                                                    | Zayo Issuer, LLC, Series 2025-2A, Class A2                                           | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6672000 | PA      | $6785570.78   | 0.24%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133232.62    | 0.00%             | 2029-01-24      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112958.68    | 0.00%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 3140XMMR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10890148 | PA      | $11095327.52  | 0.39%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31392JY29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      7167 | PA      | $7144.32      | 0.00%             | 2033-03-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                         | Intel Corp.                                                                          | CUSIP: 458140CU2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3159000 | PA      | $3137661.90   | 0.11%             | 2056-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                                 | RCKT Mortgage Trust, Series 2025-CES6, Class A1A                                     | CUSIP: 748949AA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   1559821 | PA      | $1567543.15   | 0.06%             | 2055-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    246000 | PA      | $240449.97    | 0.01%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                              | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    487000 | PA      | $491439.73    | 0.02%             | 2028-01-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5133.99      | 0.00%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc., Series NC5                                                            | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $4227.16      | 0.00%             | 2084-01-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88510.72     | 0.00%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Barings Equipment Finance LLC 2025-B                                                | Barings Equipment Finance LLC 2025-B, Series 2025-B, Class A3                        | CUSIP: 06764YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2970000 | PA      | $2958993.77   | 0.10%             | 2032-10-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                  | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    213000 | PA      | $214655.43    | 0.01%             | 2028-07-21      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  28242000 | PA      | $27240291.56  | 0.96%             | 2056-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                                                  | Omnicom Group Inc.                                                                   | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91945.35     | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd.                                                                 | Elmwood CLO 15 Ltd., Series 2022-2A, Class A1R                                       | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   6380000 | PA      | $6383655.74   | 0.23%             | 2035-04-22      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC                                             | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16017.58     | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392JDW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    169728 | PA      | $21772.56     | 0.00%             | 2033-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                                         | Visio Trust, Series 2020-1R, Class A1                                                | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224610 | PA      | $218119.62    | 0.01%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                         | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22413.99     | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential Trust, Series 2022-SFR5, Class A                                | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3016534 | PA      | $3003396.65   | 0.11%             | 2039-06-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31410GVK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174774 | PA      | $177955.42    | 0.01%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                      | ING Groep N.V.                                                                       | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    587000 | PA      | $599077.45    | 0.02%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                         | Keysight Technologies, Inc.                                                          | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184862.93    | 0.01%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                        | Phillips Edison Grocery Center Operating Partnership I, L.P.                         | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19458.76     | 0.00%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    189000 | PA      | $162928.02    | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    317000 | PA      | $320369.66    | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | Mercedes-Benz Finance North America LLC                                              | CUSIP: 58769JAQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    455000 | PA      | $457516.69    | 0.02%             | 2027-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                           | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89378.62     | 0.00%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GCAT 2026-NQM1 Trust                                                                | GCAT 2026-NQM1 Trust, Series 2026-NQM1, Class A1                                     | CUSIP: 36274BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6346544 | PA      | $6306078.11   | 0.22%             | 2070-12-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                  | CUSIP: 20268JBE2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    218000 | PA      | $211961.56    | 0.01%             | 2035-09-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                           | O'Reilly Automotive, Inc.                                                            | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33712.71     | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                 | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37057.46     | 0.00%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO Mortgage Trust, Series 2024-5C5, Class AS                                        | CUSIP: 05593RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1452033.10   | 0.05%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219860.34    | 0.01%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding, Inc.                                                             | BlackRock Funding, Inc.                                                              | CUSIP: 09290DAA9<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111708.12    | 0.00%             | 2029-03-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                 | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7115.11      | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                                 | GXO Logistics, Inc.                                                                  | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    132000 | PA      | $139403.08    | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31394EC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     14981 | PA      | $14863.43     | 0.00%             | 2035-08-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust, Series 2015-C27, Class XA                | CUSIP: 46644ABH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4128432 | PA      | $95.37        | 0.00%             | 2048-02-15      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                    | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      1000 | PA      | $892.82       | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110092.29    | 0.00%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                                 | Amcor Flexibles North America, Inc.                                                  | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150931.66    | 0.01%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                              | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2003-AR10, Class A7                   | CUSIP: 92922FEB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115244 | PA      | $111820.17    | 0.00%             | 2033-10-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Eight, LLC                                                       | Goodman US Finance Eight, LLC                                                        | CUSIP: 38239MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1096000 | PA      | $1067115.54   | 0.04%             | 2046-04-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                        | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92841.79     | 0.00%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                              | PACCAR Financial Corp., Series R                                                     | CUSIP: 69371RU38<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   2223000 | PA      | $2207007.05   | 0.08%             | 2029-02-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                        | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70350.18     | 0.00%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXI Ltd.                                                               | Symphony CLO XXI Ltd., Series 2019-21A, Class AR2                                    | CUSIP: 87166RGE1<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |   3037995 | PA      | $3039963.55   | 0.11%             | 2032-07-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31403C5V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91790 | PA      | $93931.10     | 0.00%             | 2033-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1819000 | PA      | $1794725.17   | 0.06%             | 2037-03-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                    | Salesforce, Inc.                                                                     | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150317.84    | 0.01%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1A                    | CUSIP: 12660BAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2050761 | PA      | $2005456.25   | 0.07%             | 2067-01-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $1067612.51   | 0.04%             | 2029-01-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                          | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    481000 | PA      | $467581.27    | 0.02%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31339WBV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     73399 | PA      | $76075.71     | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                                                       | SK hynix Inc.                                                                        | CUSIP: 78392BAK3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   5592000 | PA      | $5560181.80   | 0.20%             | 2030-09-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| USAA Capital Corp.                                                                  | USAA Capital Corp.                                                                   | CUSIP: 90327QDA4<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    814000 | PA      | $816213.03    | 0.03%             | 2028-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DVZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     22639 | PA      | $2332.74      | 0.00%             | 2032-04-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                       | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1168372.89   | 0.04%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                               | Howmet Aerospace Inc.                                                                | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    989000 | PA      | $972988.62    | 0.03%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                                                  | Omnicom Group Inc.                                                                   | CUSIP: 681919BX3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   3036000 | PA      | $2935839.17   | 0.10%             | 2036-06-02      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                        | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1026.72      | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                           | Northern States Power Co.                                                            | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4915.51      | 0.00%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                    | Bank of Montreal                                                                     | CUSIP: 06368LNT9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5005.53      | 0.00%             | 2026-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                     | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    965000 | PA      | $955203.22    | 0.03%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 38 Ltd.                                          | Neuberger Berman Loan Advisers CLO 38 Ltd., Series 2020-38A, Class AR2               | CUSIP: 64133RAU0<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | KY        |   4815000 | PA      | $4818871.26   | 0.17%             | 2036-10-20      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    129000 | PA      | $131189.87    | 0.00%             | 2030-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley, Series I                                                             | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    433000 | PA      | $420360.08    | 0.01%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC                                             | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121445.83    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                            | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52321.89     | 0.00%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXV Ltd.                                                | Benefit Street Partners CLO XXV Ltd., Series 2021-25A, Class A1R                     | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5519000 | PA      | $5511416.89   | 0.19%             | 2035-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                      | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    926000 | PA      | $918316.52    | 0.03%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust                                                      | VDCM Commercial Mortgage Trust, Series 2025-AZ, Class B                              | CUSIP: 91825CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1435000 | PA      | $1435567.11   | 0.05%             | 2044-07-13      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                   | NTT Finance Corp.                                                                    | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    747000 | PA      | $759867.13    | 0.03%             | 2030-07-16      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    630000 | PA      | $635231.52    | 0.02%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2019-3A, Class ARR                              | CUSIP: 05683TBA6<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | KY        |   1805000 | PA      | $1802637.26   | 0.06%             | 2034-10-21      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                              | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    731000 | PA      | $729845.78    | 0.03%             | 2027-08-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                        | Phillips Edison Grocery Center Operating Partnership I, L.P.                         | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7216.22      | 0.00%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296785.24    | 0.01%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                               | Cardinal Health, Inc.                                                                | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4093.33      | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                | Caterpillar Financial Services Corp.                                                 | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2121831.79   | 0.08%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                  | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3946.88      | 0.00%             | 2027-11-01      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2021-LTV2, Class A1                               | CUSIP: 46654VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3404111 | PA      | $2906358.15   | 0.10%             | 2052-05-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                             | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    724000 | PA      | $726643.06    | 0.03%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                              | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    212000 | PA      | $215346.17    | 0.01%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                 | Huntington Ingalls Industries, Inc.                                                  | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40828.10     | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136APZR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |   2137948 | PA      | $203617.99    | 0.01%             | 2035-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                        | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49321.79     | 0.00%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 902613BU1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $287948.24    | 0.01%             | 2047-05-06      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3405000 | PA      | $3358638.13   | 0.12%             | 2032-02-06      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                        | PPL Electric Utilities Corp.                                                         | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4838.71      | 0.00%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc.                                                                   | Radian Group Inc.                                                                    | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     34000 | PA      | $35177.22     | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                             | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1007000 | PA      | $991790.17    | 0.04%             | 2031-11-04      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc.                                                                     | Weir Group Inc.                                                                      | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    737000 | PA      | $748250.14    | 0.03%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2042.84      | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                                                   | Morgan Stanley Private Bank, N.A.                                                    | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1289000 | PA      | $1292438.60   | 0.05%             | 2028-07-06      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Australian MetCoal Financing Pty Ltd.                                               | Australian MetCoal Financing Pty Ltd.                                                | CUSIP: 05257TAA3<br>LEI: 529900ZB2IL1HUTFQ193 | Long             | DBT              | CORP              | AU        |    661000 | PA      | $670220.29    | 0.02%             | 2031-10-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| America Movil, S.A.B. de C.V.                                                       | America Movil, S.A.B. de C.V.                                                        | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $186831.89    | 0.01%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CSMC Mortgage-Backed Trust                                                          | CSMC Mortgage-Backed Trust, Series 2006-6, Class 1A4                                 | CUSIP: 22942JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    559162 | PA      | $240663.15    | 0.01%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | CarMax Auto Owner Trust, Series 2022-4, Class A4                                     | CUSIP: 14318UAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7031000 | PA      | $7072108.15   | 0.25%             | 2028-07-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                          | Aviation Capital Group LLC                                                           | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    392000 | PA      | $386586.21    | 0.01%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    598000 | PA      | $587299.27    | 0.02%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                      | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    373000 | PA      | $375596.22    | 0.01%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties, L.P.                                                       | COPT Defense Properties, L.P.                                                        | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    172000 | PA      | $170121.37    | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Komatsu Finance America Inc.                                                        | Komatsu Finance America Inc.                                                         | CUSIP: 50048WAB4<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1107815.87   | 0.04%             | 2030-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100011.37    | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                           | CRH America Finance, Inc.                                                            | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    853000 | PA      | $842572.60    | 0.03%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    341000 | PA      | $361367.17    | 0.01%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34518.02     | 0.00%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    222000 | PA      | $223450.00    | 0.01%             | 2028-04-23      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                      | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     17000 | PA      | $17528.63     | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                          | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    119988 | PA      | $116039.87    | 0.00%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust, Series 2017-C5, Class XA                              | CUSIP: 90276TAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10871473 | PA      | $111302.14    | 0.00%             | 2050-11-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                 | Huntington Ingalls Industries, Inc.                                                  | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    184000 | PA      | $190755.53    | 0.01%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15760.49     | 0.00%             | N/A             | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                    | CUSIP: 58933YBV6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1352000 | PA      | $1354795.27   | 0.05%             | 2029-03-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150326.65    | 0.01%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                                  | ITC Holdings Corp.                                                                   | CUSIP: 465685AV7<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1106285.27   | 0.04%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp.                                                                         | Intel Corp.                                                                          | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90641.40     | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31395LMA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    107966 | PA      | $6347.94      | 0.00%             | 2035-01-15      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201575.70    | 0.01%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                  | Ryder System, Inc.                                                                   | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81928.76     | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                     | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    154000 | PA      | $155553.01    | 0.01%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55452.47     | 0.00%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd.                                                               | Symphony CLO XVI Ltd., Series 2015-16A, Class ARR                                    | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    115363 | PA      | $115451.81    | 0.00%             | 2031-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust, Series 2017-C4, Class XA                        | CUSIP: 17326FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22917012 | PA      | $240032.79    | 0.01%             | 2050-10-12      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                         | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112511.41    | 0.00%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Australian MetCoal Financing Pty Ltd.                                               | Australian MetCoal Financing Pty Ltd.                                                | CUSIP: 05257TAB1<br>LEI: 529900ZB2IL1HUTFQ193 | Long             | DBT              | CORP              | AU        |    731000 | PA      | $745677.22    | 0.03%             | 2034-04-22      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3406000 | PA      | $3371772.60   | 0.12%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                               | Electricite de France                                                                | CUSIP: 285039AP8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   6138000 | PA      | $6033453.47   | 0.21%             | 2036-04-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2022-3, Class A1                          | CUSIP: 31573EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2526636 | PA      | $2520840.51   | 0.09%             | 2067-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                          | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    993000 | PA      | $1000074.66   | 0.04%             | 2029-05-09      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc.                                                     | GE HealthCare Technologies Inc.                                                      | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    614000 | PA      | $610211.66    | 0.02%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Depository Trust Co. (The)                                                          | Depository Trust Co. (The)                                                           | CUSIP: 249672AC0<br>LEI: 549300HBJLRO8YFMI370 | Long             | DBT              | CORP              | US        |   1732000 | PA      | $1731972.25   | 0.06%             | 2029-03-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                         | American Homes 4 Rent, L.P.                                                          | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23169.40     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    915000 | PA      | $882738.89    | 0.03%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12209.60     | 0.00%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                               | Switch ABS Issuer LLC, Series 2025-2A, Class A21                                     | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2820000 | PA      | $2783674.73   | 0.10%             | 2055-10-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                                 | GXO Logistics, Inc.                                                                  | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64377.10     | 0.00%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust                                 | First Horizon Alternative Mortgage Securities Trust, Series 2005-FA8, Class 1A6      | CUSIP: 32051GYL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318402 | PA      | $115172.55    | 0.00%             | 2035-11-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                               | Nomura Holdings, Inc.                                                                | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    168000 | PA      | $169990.74    | 0.01%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                          | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    665000 | PA      | $654467.62    | 0.02%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                        | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    128000 | PA      | $126765.73    | 0.00%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-4A, Class A                  | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5238000 | PA      | $5336552.97   | 0.19%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8938.18      | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    972000 | PA      | $1012124.39   | 0.04%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2025-R04, Class 1A1                 | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    337967 | PA      | $338539.08    | 0.01%             | 2045-05-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    211000 | PA      | $215009.69    | 0.01%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                          | Prudential Financial, Inc.                                                           | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203308.80    | 0.01%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                              | 3M Co.                                                                               | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303692.69    | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                             | Pfizer Investment Enterprises Pte. Ltd.                                              | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    350000 | PA      | $351669.54    | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                    | Kroger Co. (The)                                                                     | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19530.63     | 0.00%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding 2025-3 Ltd.                                              | Palmer Square Loan Funding 2025-3 Ltd., Series 2025-3A, Class A1                     | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5435000 | PA      | $5432771.65   | 0.19%             | 2034-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $271662.59    | 0.01%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                               | Nomura Holdings, Inc.                                                                | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    808000 | PA      | $808152.43    | 0.03%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                             | AS Mileage Plan IP Ltd.                                                              | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     64000 | PA      | $62904.84     | 0.00%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                  | Atmos Energy Corp.                                                                   | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3202.05      | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                      | Var Energi ASA                                                                       | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    583000 | PA      | $602730.72    | 0.02%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                             | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    348000 | PA      | $355787.89    | 0.01%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-3, Class A1              | CUSIP: 61776QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1983705 | PA      | $1984080.97   | 0.07%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                          | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      1000 | PA      | $979.34       | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K735, Class X1, IO     | CUSIP: 3137FMU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  12576273 | PA      | $364.71       | 0.00%             | 2026-05-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3133KRVR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12627952 | PA      | $12827934.46  | 0.45%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                                  | Reinsurance Group of America, Inc.                                                   | CUSIP: 759351AV1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    651000 | PA      | $637856.77    | 0.02%             | 2056-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                                          | AGCO Corp.                                                                           | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11336.26     | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                             | Arrow Electronics, Inc.                                                              | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154928.09    | 0.01%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AAQJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    596129 | PA      | $60157.90     | 0.00%             | 2042-12-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                                             | Sumisho Air Lease Corp.                                                              | CUSIP: 873923AA4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3108000 | PA      | $3092353.80   | 0.11%             | 2028-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 Mortgage Loan Trust                                                     | COLT 2025-8 Mortgage Loan Trust, Series 2025-8, Class A1                             | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |   3372862 | PA      | $3391636.64   | 0.12%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                      | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1981.90      | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392FMV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     36910 | PA      | $4029.27      | 0.00%             | 2032-11-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp., Series RR                                                     | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    817000 | PA      | $809952.17    | 0.03%             | N/A             | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                                            | Spirit AeroSystems, Inc.                                                             | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200017.14    | 0.01%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Lightpath Fiber Issuer LLC                                                          | Lightpath Fiber Issuer LLC, Series 2026-1A, Class A2                                 | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6200000 | PA      | $6229871.60   | 0.22%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                                        | Airbnb, Inc.                                                                         | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    994000 | PA      | $992810.20    | 0.04%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                 | BMW US Capital, LLC                                                                  | CUSIP: 05565EDF9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  12827000 | PA      | $12821564.17  | 0.45%             | 2028-03-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc.                                                                            | CUSIP: 00206RNQ1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2844000 | PA      | $2807201.43   | 0.10%             | 2066-10-30      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                    | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18179.62     | 0.00%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust, Series 2017-HR2, Class XA                            | CUSIP: 61691NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10306493 | PA      | $109070.52    | 0.00%             | 2050-12-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                         | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1611000 | PA      | $1572334.08   | 0.06%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    547000 | PA      | $536522.73    | 0.02%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    104000 | PA      | $104494.34    | 0.00%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2962.16      | 0.00%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                                         | Snam S.p.A.                                                                          | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    566000 | PA      | $570900.21    | 0.02%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                                  | Northwestern Mutual Global Funding                                                   | CUSIP: 66815L2Q1<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156531.61    | 0.01%             | 2029-01-10      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31395WJY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    316536 | PA      | $23460.95     | 0.00%             | 2035-07-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2025-VLT6, Class A                                                  | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3865000 | PA      | $3853332.72   | 0.14%             | 2042-03-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TJGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     25854 | PA      | $1166.94      | 0.00%             | 2029-02-15      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31297BTP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5893 | PA      | $6224.64      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co.                                                       | Oklahoma Gas and Electric Co.                                                        | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |      1000 | PA      | $958.30       | 0.00%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                                      | CME Group Inc.                                                                       | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119164.98    | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                      | Southern Co. Gas Capital Corp., Series B                                             | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42522.04     | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      1000 | PA      | $952.03       | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  50053544 | PA      | $45567281.39  | 1.61%             | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $261927.17    | 0.01%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | Bank, Series 2019-BN16, Class XA                                                     | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  21178051 | PA      | $412713.62    | 0.01%             | 2052-02-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Tricon Residential Trust                                                            | Tricon Residential Trust, Series 2025-SFR1, Class A                                  | CUSIP: 895974AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3962151 | PA      | $3955832.24   | 0.14%             | 2042-03-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                                 | CNA Financial Corp.                                                                  | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    234000 | PA      | $230287.70    | 0.01%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                    | Amazon.com, Inc.                                                                     | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   7047000 | PA      | $6946349.81   | 0.25%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                 | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50198.07     | 0.00%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    624000 | PA      | $625645.64    | 0.02%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Evergy, Inc.                                                                        | Evergy, Inc.                                                                         | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    514000 | PA      | $509955.95    | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                         | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      9000 | PA      | $9272.29      | 0.00%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                 | BMW US Capital, LLC                                                                  | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    944000 | PA      | $941920.78    | 0.03%             | 2027-08-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 53(B) Ltd.                                               | Golub Capital Partners CLO 53(B) Ltd., Series 2021-53A, Class AR                     | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |   9311000 | PA      | $9294938.53   | 0.33%             | 2034-07-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GNA3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2117000 | PA      | $2108794.47   | 0.07%             | 2032-04-23      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1203384.02   | 0.04%             | 2028-10-27      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.  | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9337.54      | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                          | Cooperatieve Rabobank U.A.                                                           | CUSIP: 21688ABP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1214000 | PA      | $1208763.92   | 0.04%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                                              | 3M Co.                                                                               | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    240000 | PA      | $249249.88    | 0.01%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     16000 | PA      | $12181.33     | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                 | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2912000 | PA      | $2884969.65   | 0.10%             | 2086-05-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                      | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15339.24     | 0.00%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                             | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    647000 | PA      | $646168.79    | 0.02%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                      | Citizens Financial Group, Inc.                                                       | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    319000 | PA      | $316323.71    | 0.01%             | 2036-01-29      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                 | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     92000 | PA      | $88446.68     | 0.00%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                                 | Vertiv Holdings Co.                                                                  | CUSIP: 92537NAB4<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $1000809.92   | 0.04%             | 2046-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp., Series I                                                   | CUSIP: 24422EYL7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1451219.55   | 0.05%             | 2031-03-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp., Series I                                                   | CUSIP: 24422EYM5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   8154000 | PA      | $8140089.03   | 0.29%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                     | CaixaBank, S.A.                                                                      | CUSIP: 12803RAP9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1369000 | PA      | $1352956.61   | 0.05%             | 2037-04-22      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                  | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1787906.25   | 0.06%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180986.42    | 0.01%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5021.07      | 0.00%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership L.P.                                                  | Brixmor Operating Partnership L.P.                                                   | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    193000 | PA      | $190262.60    | 0.01%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                        | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    192000 | PA      | $185667.52    | 0.01%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| 180 Medical Inc.                                                                    | 180 Medical Inc.                                                                     | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    280000 | PA      | $274289.76    | 0.01%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XX Ltd.                                                                | Symphony CLO XX Ltd., Series 2018-20A, Class AR2                                     | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1460750 | PA      | $1465606.49   | 0.05%             | 2032-01-16      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23483.66     | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                 | Abbott Laboratories                                                                  | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   4751000 | PA      | $4686696.97   | 0.17%             | 2029-03-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TDPP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     35869 | PA      | $36216.89     | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                     | Residential Mortgage Loan Trust, Series 2020-1, Class A1                             | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10906 | PA      | $10881.11     | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                         | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    440000 | PA      | $407571.27    | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                                                 | U.S. Treasury Bills                                                                  | CUSIP: 912797UG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     34000 | PA      | $33528.87     | 0.00%             | 2026-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                          | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    593000 | PA      | $594821.94    | 0.02%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAHB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     15860 | PA      | $1883.62      | 0.00%             | 2032-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JDD3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3936.68      | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Adventist Health System                                                             | Adventist Health System                                                              | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13380.20     | 0.00%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                        | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3367000 | PA      | $3328366.37   | 0.12%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                      | M&T Bank Corp.                                                                       | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99317.24     | 0.00%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                      | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $245910.38    | 0.01%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                      | M&T Bank Corp.                                                                       | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    400000 | PA      | $419291.69    | 0.01%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      5656 | PA      | $625.38       | 0.00%             | 2033-02-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    440000 | PA      | $398499.98    | 0.01%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                                  | Evergy Metro, Inc.                                                                   | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10052.00     | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    760000 | PA      | $763490.82    | 0.03%             | 2028-11-19      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2022-1 Ltd.                                                          | Carlyle US CLO 2022-1 Ltd., Series 2022-1A, Class A1R                                | CUSIP: 14318JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5148710 | PA      | $5134844.52   | 0.18%             | 2035-04-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2012.15      | 0.00%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAB25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    176242 | PA      | $24324.69     | 0.00%             | 2033-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Emera US Finance, LLC                                                               | Emera US Finance, LLC                                                                | CUSIP: 29103HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2643000 | PA      | $2636746.79   | 0.09%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                    | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2I                          | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1994840.20   | 0.07%             | 2055-12-06      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp.                                                                | Augusta SpinCo Corp.                                                                 | CUSIP: 051473AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    929000 | PA      | $924749.24    | 0.03%             | 2033-03-23      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                          | Corebridge Financial, Inc.                                                           | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6309.29      | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                     | Universal Health Services, Inc.                                                      | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    264000 | PA      | $254286.04    | 0.01%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                                 | RCKT Mortgage Trust, Series 2025-CES7, Class A1A                                     | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |   1778238 | PA      | $1784025.40   | 0.06%             | 2055-07-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                     | EMD Finance LLC                                                                      | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    788000 | PA      | $780071.97    | 0.03%             | 2032-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2683000 | PA      | $2663627.37   | 0.09%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    597000 | PA      | $582187.76    | 0.02%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                   | Hershey Co. (The)                                                                    | CUSIP: 427866BH0<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    440000 | PA      | $441404.77    | 0.02%             | 2028-05-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31325UP26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     51241 | PA      | $653.93       | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership, L.P.                                                | Piedmont Operating Partnership, L.P.                                                 | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1009276.07   | 0.04%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                    | Equitable America Global Funding                                                     | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    529000 | PA      | $529563.27    | 0.02%             | 2028-06-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394B6Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    136197 | PA      | $10064.56     | 0.00%             | 2035-02-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                 | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $6105.80      | 0.00%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                                     | Fedex Freight Holding Co., Inc.                                                      | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    917000 | PA      | $904323.76    | 0.03%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LSEG US Fin Corp.                                                                   | LSEG US Fin Corp.                                                                    | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   1218000 | PA      | $1214223.37   | 0.04%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                    | Salesforce, Inc.                                                                     | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   8299000 | PA      | $8276556.68   | 0.29%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co.                                                        | Wisconsin Electric Power Co.                                                         | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    415000 | PA      | $409484.39    | 0.01%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, IO                                         | CUSIP: 38380HHZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |   1753619 | PA      | $313131.12    | 0.01%             | 2047-09-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group, Inc.                                                     | Affiliated Managers Group, Inc.                                                      | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60016.53     | 0.00%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                        | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20965.57     | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    547000 | PA      | $554075.41    | 0.02%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31359XLQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     71744 | PA      | $72801.28     | 0.00%             | 2029-12-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class B                                                  | CUSIP: 12433EAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2265000 | PA      | $2266162.40   | 0.08%             | 2039-01-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                      | Southern California Edison Co.                                                       | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101287.85    | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283HV85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       227 | PA      | $235.89       | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-3A, Class A2I                                        | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3920300 | PA      | $3872350.81   | 0.14%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                         | TELUS Corp.                                                                          | CUSIP: 87971MCL5<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   1722000 | PA      | $1742338.54   | 0.06%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc.                            | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc.                             | CUSIP: 05724BAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2491000 | PA      | $2462461.39   | 0.09%             | 2031-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    107000 | PA      | $108104.24    | 0.00%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3128M6FN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    271077 | PA      | $286416.82    | 0.01%             | 2035-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                         | Eaton Corp.                                                                          | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1233927.68   | 0.04%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                  | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1006445.31   | 0.04%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                 | BMW US Capital, LLC                                                                  | CUSIP: 05565EDG7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   5419000 | PA      | $5411552.40   | 0.19%             | 2029-03-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fortitude Global Funding                                                            | Fortitude Global Funding                                                             | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    988000 | PA      | $979121.88    | 0.03%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87361.71     | 0.00%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                           | CRH America Finance, Inc.                                                            | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    280000 | PA      | $275675.90    | 0.01%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                       | Veralto Corp.                                                                        | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61201.82     | 0.00%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                 | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    697000 | PA      | $679554.72    | 0.02%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                         | Eaton Corp.                                                                          | CUSIP: 278058EA6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   3009000 | PA      | $2913491.36   | 0.10%             | 2056-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| High Street Funding Trust III                                                       | High Street Funding Trust III                                                        | CUSIP: 42981FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $101122.86    | 0.00%             | 2055-02-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                  | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    373000 | PA      | $367222.90    | 0.01%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 111800300 | PA      | $105450391.78 | 3.73%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                         | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    236000 | PA      | $239669.41    | 0.01%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2021-1, Class A1                          | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210338 | PA      | $184112.12    | 0.01%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2025-HB1, Class A1                                  | CUSIP: 034936AA2<br>LEI: 254900ZFKOWCY24MSQ94 | Long             | ABS-MBS          | CORP              | US        |    978652 | PA      | $984103.19    | 0.03%             | 2055-02-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Cousins Properties L.P.                                                             | Cousins Properties L.P.                                                              | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27493.09     | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                           | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7151.59      | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-NQM3                                                                      | EFMT 2026-NQM3, Series 2026-NQM3, Class A1                                           | CUSIP: 26846JAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6070483 | PA      | $6057269.14   | 0.21%             | 2071-03-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                          | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2079000 | PA      | $2051370.80   | 0.07%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31395XLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     19108 | PA      | $22075.41     | 0.00%             | 2035-08-15      | Floating      | 10.98%                | No            |                  2 | On Loan: No      |
| Mastercard Inc.                                                                     | Mastercard Inc.                                                                      | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10140.26     | 0.00%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                      | DTE Energy Co.                                                                       | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32204.25     | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    234000 | PA      | $234363.54    | 0.01%             | 2028-01-24      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TDE69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       194 | PA      | $195.46       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                                                 | Trans-Allegheny Interstate Line Co.                                                  | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $100476.12    | 0.00%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc.                                                                            | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    120000 | PA      | $79995.63     | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                     | Fairfax Financial Holdings Ltd.                                                      | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $12898.52     | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Co.                                                           | Becton, Dickinson and Co.                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8032.36      | 0.00%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                             | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36823.59     | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GGP 2026-TY                                                                         | GGP 2026-TY, Series 2026-TY, Class A                                                 | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5480000 | PA      | $5431607.22   | 0.19%             | 2043-03-05      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-3A, Class A23                                        | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4240425 | PA      | $4110182.89   | 0.15%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | Mercedes-Benz Finance North America LLC                                              | CUSIP: 58769JAL1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    465000 | PA      | $471778.89    | 0.02%             | 2028-08-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                               | CUSIP: 66989HBK3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1078627.52   | 0.04%             | 2046-03-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31359XCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     21606 | PA      | $21889.31     | 0.00%             | 2029-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                             | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9083.03      | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                          | Niagara Mohawk Power Corp.                                                           | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    460000 | PA      | $458866.35    | 0.02%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                     | Universal Health Services, Inc.                                                      | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    315000 | PA      | $313084.93    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                                                       | SK hynix Inc.                                                                        | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   6249000 | PA      | $6225563.44   | 0.22%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential Trust, Series 2021-SFR10, Class A                               | CUSIP: 74333WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1980247 | PA      | $1874306.62   | 0.07%             | 2040-12-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp.                                                                    | OGE Energy Corp.                                                                     | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    800000 | PA      | $818952.99    | 0.03%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SHRN Trust 2025-MF18                                                                | SHRN Trust 2025-MF18, Series 2025-MF18, Class B                                      | CUSIP: 82556AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2020000 | PA      | $2020427.43   | 0.07%             | 2040-10-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EP0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    724000 | PA      | $731272.20    | 0.03%             | 2030-11-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                        | Canadian Pacific Railway Co.                                                         | CUSIP: 13645RBP8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1316000 | PA      | $1301429.98   | 0.05%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Juniper Valley Park CLO, Ltd.                                                       | Juniper Valley Park CLO, Ltd., Series 2023-1A, Class ARR                             | CUSIP: 48206KAY2<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | GB        |   6455000 | PA      | $6457782.11   | 0.23%             | 2036-07-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3137AXEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    117972 | PA      | $1435.20      | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bonds                                                                 | U.S. Treasury Bonds                                                                  | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7228320.33   | 0.26%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                        | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    247000 | PA      | $239861.88    | 0.01%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                     | CaixaBank, S.A.                                                                      | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    622000 | PA      | $623076.56    | 0.02%             | 2031-07-03      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                   | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10708.80     | 0.00%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                             | Commonwealth Edison Co.                                                              | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4047.22      | 0.00%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                 | EOG Resources, Inc.                                                                  | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50754.44     | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust                                                               | Wynnton Funding Trust                                                                | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    319000 | PA      | $314723.79    | 0.01%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCCL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     65084 | PA      | $7806.89      | 0.00%             | 2034-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    735000 | PA      | $762525.09    | 0.03%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91124.92     | 0.00%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6062.87      | 0.00%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243438.11    | 0.01%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Delaware Life Global Funding                                                        | Delaware Life Global Funding, Series 21-1                                            | CUSIP: 246114AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5067000 | PA      | $5049247.21   | 0.18%             | 2026-06-29      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19324.29     | 0.00%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                                                      | Banc of America Mortgage Trust, Series 2007-1, Class 1A24                            | CUSIP: 05952HAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166105 | PA      | $143991.50    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                         | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    578000 | PA      | $593637.66    | 0.02%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                                     | Palmer Square Loan Funding Ltd., Series 2025-2A, Class A1                            | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9020246 | PA      | $9022501.15   | 0.32%             | 2033-07-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                         | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18163.53     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-VII Ltd.                                                          | CIFC Funding 2021-VII Ltd., Series 2021-7A, Class AR                                 | CUSIP: 12567HAQ5<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |   9950000 | PA      | $9952716.35   | 0.35%             | 2035-01-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc., Series D                                          | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33907.97     | 0.00%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.  | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $334522.22    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                              | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    532000 | PA      | $529843.38    | 0.02%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                   | Johnson & Johnson                                                                    | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    360000 | PA      | $322817.12    | 0.01%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                           | Bank of Nova Scotia (The)                                                            | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    649000 | PA      | $688626.64    | 0.02%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable, LLC                                                              | Time Warner Cable, LLC                                                               | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119113.31    | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                   | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    211000 | PA      | $206201.88    | 0.01%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27546.94     | 0.00%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                      | Southern California Edison Co.                                                       | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135901.69    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                  | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    700000 | PA      | $684653.68    | 0.02%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                                         | Snam S.p.A.                                                                          | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    272000 | PA      | $279744.05    | 0.01%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    244000 | PA      | $245845.10    | 0.01%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FANS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     18255 | PA      | $2161.23      | 0.00%             | 2032-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                  | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    578000 | PA      | $588621.51    | 0.02%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272CC0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2022000 | PA      | $2025517.61   | 0.07%             | 2031-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                    | VB-S1 Issuer LLC, Series 2026-1A, Class C2                                           | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3820000 | PA      | $3740026.39   | 0.13%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                               | Westpac Banking Corp.                                                                | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    336000 | PA      | $339306.03    | 0.01%             | 2030-07-01      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      1222 | PA      | $45.74        | 0.00%             | 2028-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TCV70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |       132 | PA      | $133.73       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                           | Florida Power & Light Co.                                                            | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197855.87    | 0.01%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Co.                                                | Smurfit Kappa Treasury Unlimited Co.                                                 | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   1116000 | PA      | $1137247.77   | 0.04%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                            | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    677000 | PA      | $689621.31    | 0.02%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co.                                                                  | NSTAR Electric Co.                                                                   | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217990.21    | 0.01%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31397QWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     37581 | PA      | $35839.45     | 0.00%             | 2041-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31395U5B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    110518 | PA      | $5978.54      | 0.00%             | 2035-05-15      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCHX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     96928 | PA      | $12547.48     | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108872.48    | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp.                                                                        | Wabtec Corp.                                                                         | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    133000 | PA      | $136061.94    | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | Athene Global Funding                                                                | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    303000 | PA      | $303463.07    | 0.01%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12586.39     | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18242.56     | 0.00%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2021-1A, Class AR                               | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | KY        |   3604000 | PA      | $3602071.86   | 0.13%             | 2034-04-18      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                 | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    377000 | PA      | $346403.80    | 0.01%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                      | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     14000 | PA      | $14333.35     | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                             | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    218000 | PA      | $216442.65    | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                                                     | Fedex Freight Holding Co., Inc.                                                      | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343873.73    | 0.01%             | 2033-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    117000 | PA      | $112929.90    | 0.00%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                               | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118144.46    | 0.00%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                                 | Southwest Gas Corp.                                                                  | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4074.41      | 0.00%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3132DQTR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2478259 | PA      | $2572374.00   | 0.09%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  97324000 | PA      | $97308793.13  | 3.44%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                             | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    729000 | PA      | $734738.25    | 0.03%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1064000 | PA      | $1045446.63   | 0.04%             | 2031-09-23      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                            | Benchmark Mortgage Trust, Series 2018-B1, Class XA                                   | CUSIP: 08162PAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21215763 | PA      | $169791.87    | 0.01%             | 2051-01-15      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    329000 | PA      | $330232.86    | 0.01%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                                      | Southern California Edison Co.                                                       | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    700000 | PA      | $479191.41    | 0.02%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                                  | Union Electric Co.                                                                   | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26438.07     | 0.00%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-2, Class A3                              | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    970000 | PA      | $979845.99    | 0.03%             | 2028-04-20      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                             | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    312000 | PA      | $309487.03    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2021-INV1, Class A6                      | CUSIP: 36263KAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2337138 | PA      | $2095487.35   | 0.07%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200LR0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   3134000 | PA      | $3091538.15   | 0.11%             | 2031-02-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2021-6A, Class A1R                              | CUSIP: 05684PAL0<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |   2180000 | PA      | $2178872.94   | 0.08%             | 2034-10-21      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                                | American Airlines Pass-Through Trust, Series B                                       | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55485 | PA      | $52996.64     | 0.00%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46352.76     | 0.00%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXIII Ltd.                                              | Benefit Street Partners CLO XXIII Ltd., Series 2021-23A, Class A1R                   | CUSIP: 08186VAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8600000 | PA      | $8600430.00   | 0.30%             | 2034-04-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                                          | Patterson-UTI Energy, Inc.                                                           | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98453.15     | 0.00%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GMP1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112963.64    | 0.00%             | 2031-01-24      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                                         | Merchants Fleet Funding LLC, Series 2025-1A, Class A                                 | CUSIP: 588926AL9<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2203344.22   | 0.08%             | 2039-01-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc.                                                           | Ferguson Enterprises Inc.                                                            | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    634000 | PA      | $624644.98    | 0.02%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                         | Eaton Corp.                                                                          | CUSIP: 278058DV1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   6636000 | PA      | $6593133.56   | 0.23%             | 2028-03-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 114250205 | PA      | $112573539.83 | 3.98%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Magnetite XXXI, Ltd.                                                                | Magnetite XXXI, Ltd., Series 2021-31A, Class A1R                                     | CUSIP: 55952FAL2<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |   6935000 | PA      | $6926678.00   | 0.24%             | 2034-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury Ultra Bonds Future                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       403 | NC      | $-1410594.09  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4868.57      | 0.00%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A3                   | CUSIP: 07336GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3003319 | PA      | $2604565.39   | 0.09%             | 2051-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                         | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3889.76      | 0.00%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31393AHH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     98759 | PA      | $13157.76     | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                     | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    179000 | PA      | $175661.18    | 0.01%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp., N.A.                                                                | Zions Bancorp., N.A.                                                                 | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1149982.70   | 0.04%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series W                                            | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6872000 | PA      | $7228704.90   | 0.26%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $589729.59    | 0.02%             | 2028-02-08      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                                        | Public Storage Operating Co.                                                         | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      1000 | PA      | $944.55       | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     20787 | PA      | $2052.69      | 0.00%             | 2032-08-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2022-1, Class A1                                    | CUSIP: 03464BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3270834 | PA      | $3084309.87   | 0.11%             | 2066-12-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                          | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87260.19     | 0.00%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp., Series A                                               | CUSIP: 02665WGV7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1806000 | PA      | $1807390.75   | 0.06%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    289000 | PA      | $309058.98    | 0.01%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119508.47    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                  | CUSIP: 06406RCL9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2251846.35   | 0.08%             | 2032-04-23      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                    | Salesforce, Inc.                                                                     | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250065.25    | 0.01%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                    | Xcel Energy Inc.                                                                     | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48244.80     | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCYZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    111057 | PA      | $15204.32     | 0.00%             | 2035-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM1, Class A1           | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3365320 | PA      | $3399092.63   | 0.12%             | 2069-11-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DW1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1924000 | PA      | $1921170.80   | 0.07%             | 2032-04-21      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAB33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    110834 | PA      | $12085.22     | 0.00%             | 2033-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2121000 | PA      | $2109139.52   | 0.07%             | 2037-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    360000 | PA      | $350831.19    | 0.01%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DJ0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    576000 | PA      | $588503.40    | 0.02%             | 2031-04-24      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                       | Citigroup Mortgage Loan Trust, Series 2006-AR1, Class 1A1                            | CUSIP: 17307G2Z0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413735 | PA      | $402539.19    | 0.01%             | 2035-10-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                                 | Macquarie Bank Ltd.                                                                  | CUSIP: 55608PCA0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1952000 | PA      | $1951162.59   | 0.07%             | 2028-02-03      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                                    | Berkshire Hathaway Finance Corp.                                                     | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275756.69    | 0.01%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                  | Dell International LLC / EMC Corp.                                                   | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    240000 | PA      | $297978.39    | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    490000 | PA      | $492253.36    | 0.02%             | 2028-05-07      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Inc.                                                  | Reinsurance Group of America, Inc.                                                   | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102413.84    | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8600.56      | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Cousins Properties L.P.                                                             | Cousins Properties L.P.                                                              | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48546.08     | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                            | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7441.20      | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2024-10, Class A1                                   | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |   3810149 | PA      | $3821879.15   | 0.14%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                               | Cheniere Energy, Inc.                                                                | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    934000 | PA      | $923716.95    | 0.03%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    569000 | PA      | $571214.92    | 0.02%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 Trust                                                                | GCAT 2025-NQM4 Trust, Series 2025-NQM4, Class A1A                                    | CUSIP: 367923AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4933161 | PA      | $4961701.74   | 0.18%             | 2070-06-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| American Airlines 2026-1 Class A Pass Through Trust                                 | American Airlines 2026-1 Class A Pass Through Trust, Series A                        | CUSIP: 02379VAA8<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   6952000 | PA      | $6950658.26   | 0.25%             | 2038-11-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc.                            | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc.                             | CUSIP: 05724BAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1582919.29   | 0.06%             | 2029-03-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1                 | CUSIP: 07387AGZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249588 | PA      | $242215.60    | 0.01%             | 2036-02-25      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4242000 | PA      | $4242781.80   | 0.15%             | N/A             | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                   | Genuine Parts Co.                                                                    | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9763.71      | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136ASXP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    569655 | PA      | $70907.69     | 0.00%             | 2046-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    393000 | PA      | $398773.01    | 0.01%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      1000 | PA      | $981.21       | 0.00%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                          | Archer-Daniels-Midland Co.                                                           | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105439.49    | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8231.79      | 0.00%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    104000 | PA      | $103366.21    | 0.00%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                        | Hasbro, Inc.                                                                         | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1045230.97   | 0.04%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                       | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    761000 | PA      | $762888.57    | 0.03%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd. / Aircastle Ireland DAC                                              | Aircastle Ltd. / Aircastle Ireland DAC                                               | CUSIP: 00929JAC0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    588000 | PA      | $587827.82    | 0.02%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10774.46     | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55635.78     | 0.00%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                            | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353005.93    | 0.01%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc. Trust                                              | Residential Accredit Loans, Inc. Trust, Series 2006-QS13, Class 1A8                  | CUSIP: 75115DAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34934 | PA      | $28219.34     | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                    | Ascension Health, Series 2025                                                        | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1001928.22   | 0.04%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                                | American Airlines Pass-Through Trust, Series A                                       | CUSIP: 02379KAA2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      4062 | PA      | $3660.02      | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                         | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2161000 | PA      | $2123196.44   | 0.08%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                          | Corebridge Financial, Inc.                                                           | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11329.54     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                 | BMW US Capital, LLC                                                                  | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    168000 | PA      | $166477.47    | 0.01%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                             | Flagstar Mortgage Trust, Series 2021-8INV, Class A6                                  | CUSIP: 33852HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    893498 | PA      | $804884.55    | 0.03%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                           | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60501.96     | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                                | Beignet Investor LLC                                                                 | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17539000 | PA      | $18129013.01  | 0.64%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                             | AstraZeneca Finance LLC                                                              | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52307.58     | 0.00%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BP83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     11023 | PA      | $863.18       | 0.00%             | 2031-07-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                        | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64513.18     | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2024-VIS1, Class A1                               | CUSIP: 465970AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3584628 | PA      | $3615858.03   | 0.13%             | 2064-07-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Fifth Third Financial Corp.                                                         | Fifth Third Financial Corp.                                                          | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6188.76      | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                               | Howmet Aerospace Inc.                                                                | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1081615.16   | 0.04%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2025-NQM3, Class A1                               | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11617363 | PA      | $11672575.47  | 0.41%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PFL5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4672000 | PA      | $4653945.29   | 0.16%             | 2030-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    208000 | PA      | $217311.86    | 0.01%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                      | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1581023.41   | 0.06%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                      | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     28000 | PA      | $28521.76     | 0.00%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co., LLC                                                           | AEP Transmission Co., LLC                                                            | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12203.36     | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP, LLC                                                                  | Healthpeak OP, LLC                                                                   | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20134.51     | 0.00%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                                                              | Invitation Homes Trust, Series 2024-SFR1, Class A                                    | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1875298 | PA      | $1828203.03   | 0.06%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                           | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1883.97      | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31325UPL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     77170 | PA      | $1193.78      | 0.00%             | 2027-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1468000 | PA      | $1312019.76   | 0.05%             | 2032-06-29      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC                                                                 | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27387.79     | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                    | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   4232000 | PA      | $4198747.19   | 0.15%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                         | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1883000 | PA      | $1861678.98   | 0.07%             | 2032-01-26      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                                                   | Western Midstream Operating, L.P.                                                    | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1448000 | PA      | $1438722.87   | 0.05%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-4, Class A3                              | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2160000 | PA      | $2171486.88   | 0.08%             | 2028-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                                                      | Rentokil Terminix Funding, LLC                                                       | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $1025310.90   | 0.04%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                  | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1625496.79   | 0.06%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    224000 | PA      | $224583.52    | 0.01%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    830000 | PA      | $809357.00    | 0.03%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1886000 | PA      | $1860793.52   | 0.07%             | 2030-05-24      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| ERP Operating L.P.                                                                  | ERP Operating L.P.                                                                   | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    119000 | PA      | $120190.33    | 0.00%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                                               | Protective Life Corp.                                                                | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    802000 | PA      | $795214.52    | 0.03%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106928.23    | 0.00%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Emera US Finance, LLC                                                               | Emera US Finance, LLC                                                                | CUSIP: 29103HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    794000 | PA      | $789108.13    | 0.03%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-1A, Class A23                                        | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3866125 | PA      | $3865688.13   | 0.14%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FA2E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    121587 | PA      | $16606.41     | 0.00%             | 2033-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The), Series K                                                 | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9944.15      | 0.00%             | N/A             | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp., Series N                                                      | CUSIP: 060505GP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4347000 | PA      | $4313535.32   | 0.15%             | 2032-02-06      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                                                | Sompo Holdings, Inc.                                                                 | CUSIP: 83540JAA9<br>LEI: 353800CWW4SRGEYEB512 | Long             | DBT              | CORP              | JP        |   2766000 | PA      | $2722671.25   | 0.10%             | 2037-04-22      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-ACNT, Class A                              | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1632256 | PA      | $1632762.30   | 0.06%             | 2038-11-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC                                                                 | CUSIP: 26884TBC5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   4546000 | PA      | $4537461.11   | 0.16%             | 2029-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                               | Gilead Sciences, Inc.                                                                | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3106.49      | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                 | Citadel Finance LLC                                                                  | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1957000 | PA      | $1927784.79   | 0.07%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                                 | Entergy Texas, Inc.                                                                  | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48457.37     | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                    | DTE Electric Co.                                                                     | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7160.77      | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  51155000 | PA      | $43826232.37  | 1.55%             | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US Clo 8 Ltd.                                            | Goldentree Loan Management US Clo 8 Ltd., Series 2020-8A, Class ARR                  | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   3323000 | PA      | $3326695.18   | 0.12%             | 2034-10-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                          | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1897.92      | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                         | Pfizer Inc.                                                                          | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38492.03     | 0.00%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                                           | Consolidated Edison Co. of New York, Inc.                                            | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4164.62      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 1 Ltd.                                                              | Signal Peak CLO 1 Ltd., Series 2014-1A, Class AR4                                    | CUSIP: 82666TAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7532000 | PA      | $7535630.42   | 0.27%             | 2034-04-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93994.81     | 0.00%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                          | Travelers Cos., Inc. (The)                                                           | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25053.62     | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust, Series 2021-NQM2, Class A1                          | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120015 | PA      | $118617.11    | 0.00%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                               | Delta Air Lines, Inc.                                                                | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    874000 | PA      | $879367.57    | 0.03%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp., N.A.                                                                | Zions Bancorp., N.A.                                                                 | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   1152000 | PA      | $1146342.89   | 0.04%             | 2029-02-09      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                              | Sempra                                                                               | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1997000 | PA      | $1973514.80   | 0.07%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                            | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    139000 | PA      | $140018.50    | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| RALI Trust                                                                          | RALI Trust, Series 2007-QS6, Class A28                                               | CUSIP: 75116CBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191148 | PA      | $159619.92    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     26000 | PA      | $26141.87     | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings, LLC                                                       | Fortitude Group Holdings, LLC                                                        | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65604.94     | 0.00%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                                  | CenterPoint Energy Resources Corp.                                                   | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    330000 | PA      | $293406.44    | 0.01%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                  | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16789.09     | 0.00%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                                              | General Dynamics Corp.                                                               | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22135.98     | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                     | Danske Bank A/S                                                                      | CUSIP: 23636ABM2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2288000 | PA      | $2290944.52   | 0.08%             | 2029-03-27      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                         | Imperial Brands Finance PLC                                                          | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    988000 | PA      | $988952.33    | 0.03%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                                                   | Morgan Stanley Private Bank, N.A.                                                    | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2404000 | PA      | $2378010.72   | 0.08%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     72000 | PA      | $74114.08     | 0.00%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218861.65    | 0.01%             | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                        | Mattel, Inc.                                                                         | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456439.96    | 0.02%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                  | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3107.42      | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                              | PACCAR Financial Corp.                                                               | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123560.94    | 0.00%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                   | Enterprise Products Operating LLC                                                    | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1160953.47   | 0.04%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8                            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM8, Series 2025-NQM8, Class A1 | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5372558 | PA      | $5353946.10   | 0.19%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc.                                                                     | WSP Global Inc.                                                                      | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $298841.27    | 0.01%             | 2031-09-18      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                  | Atmos Energy Corp.                                                                   | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1058.28      | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31402DPF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102362 | PA      | $106164.91    | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                 | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |     57000 | PA      | $58138.71     | 0.00%             | 2065-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182625.17    | 0.01%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust                                                       | SG Residential Mortgage Trust, Series 2022-1, Class A2                               | CUSIP: 78433QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1426246 | PA      | $1317292.09   | 0.05%             | 2062-03-27      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                  | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45170.09     | 0.00%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DCP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      8755 | PA      | $638.15       | 0.00%             | 2032-04-25      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5003.85      | 0.00%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                            | Bunge Ltd. Finance Corp.                                                             | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112797.84    | 0.00%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                      | Element Fleet Management Corp.                                                       | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |     17000 | PA      | $17726.92     | 0.00%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                             | GSR Mortgage Loan Trust, Series 2005-AR4, Class 6A1                                  | CUSIP: 362341FR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22801 | PA      | $21961.56     | 0.00%             | 2035-07-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    666000 | PA      | $678089.09    | 0.02%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280FK0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1434000 | PA      | $1424133.38   | 0.05%             | 2030-03-10      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1799000 | PA      | $1778517.38   | 0.06%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series JJ                                                            | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3997000 | PA      | $4020398.44   | 0.14%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31392ERP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     24017 | PA      | $24264.49     | 0.00%             | 2032-07-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172EF2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  11739000 | PA      | $11665204.65  | 0.41%             | 2029-04-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1058.36      | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                              | Verisk Analytics, Inc.                                                               | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1001858.88   | 0.04%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                        | Leidos, Inc.                                                                         | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4156.12      | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    387000 | PA      | $375434.73    | 0.01%             | 2037-03-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                       | Cencora, Inc.                                                                        | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1302073.75   | 0.05%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                  | Dell International LLC / EMC Corp.                                                   | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    179000 | PA      | $182182.86    | 0.01%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                        | Mid-America Apartments, L.P.                                                         | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89682.71     | 0.00%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GABX Leasing LLC                                                                    | GABX Leasing LLC                                                                     | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |   2258000 | PA      | $2229491.98   | 0.08%             | 2031-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                             | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3062.11      | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.  | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $102509.74    | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                            | Honeywell Aerospace Inc.                                                             | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1086000 | PA      | $1073071.20   | 0.04%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                             | FWD Group Holdings Ltd.                                                              | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |    903000 | PA      | $903721.63    | 0.03%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                           | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22411.79     | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                     | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13224.21     | 0.00%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $509807.00    | 0.02%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FAXN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    169520 | PA      | $19158.36     | 0.00%             | 2033-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LSEG US Fin Corp.                                                                   | LSEG US Fin Corp.                                                                    | CUSIP: 50222CAE0<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   1428000 | PA      | $1416038.37   | 0.05%             | 2031-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                 | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    608000 | PA      | $553631.20    | 0.02%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                 | Abbott Laboratories                                                                  | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1811000 | PA      | $1745526.34   | 0.06%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                         | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114560.27    | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                                      | BSTN Commercial Mortgage Trust, Series 2025-1C, Class A                              | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7127000 | PA      | $7272406.48   | 0.26%             | 2044-06-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | UBS AG                                                                               | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    751000 | PA      | $774178.74    | 0.03%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17517.09     | 0.00%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ventas Realty, L.P.                                                                 | Ventas Realty, L.P.                                                                  | CUSIP: 92277GBC0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    139000 | PA      | $136346.39    | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Invesco Private Prime Fund                                                          | Invesco Private Prime Fund                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |   2497862 | NS      | $2498111.79   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                                                  | TSMC Arizona Corp.                                                                   | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224555.77    | 0.01%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc.                                                                            | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     81000 | PA      | $78864.37     | 0.00%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                   | Chase Home Lending Mortgage Trust, Series 2019-ATR1, Class A1                        | CUSIP: 16158RAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50947 | PA      | $48485.72     | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, ARM                                        | CUSIP: 36225CC87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        39 | PA      | $38.80        | 0.00%             | 2027-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial, Inc.                                                         | Brighthouse Financial, Inc.                                                          | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98237.71     | 0.00%             | 2027-06-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3132DQKL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5554449 | PA      | $5635873.88   | 0.20%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YW70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     26952 | PA      | $3015.35      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    101000 | PA      | $96166.20     | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                                           | BPCE S.A.                                                                            | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    257000 | PA      | $262933.72    | 0.01%             | 2046-01-14      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                          | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238745.22    | 0.01%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP, LLC                                                                | Kimco Realty OP, LLC                                                                 | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7854.40      | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                         | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $213261.69    | 0.01%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                              | Sempra                                                                               | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100813.78    | 0.00%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                  | Atmos Energy Corp.                                                                   | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95676.23     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4270.62      | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  29587535 | PA      | $30208541.26  | 1.07%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-4                                             | Provident Funding Mortgage Trust 2025-4, Series 2025-4, Class A1                     | CUSIP: 74387AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6098146 | PA      | $6149644.67   | 0.22%             | 2055-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31395MTC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     76308 | PA      | $4292.78      | 0.00%             | 2035-02-15      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                           | CRH America Finance, Inc.                                                            | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4801.15      | 0.00%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                          | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1899.42      | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cedar Funding VI CLO Ltd.                                                           | Cedar Funding VI CLO Ltd., Series 2016-6A, Class AR3                                 | CUSIP: 15032DAZ4<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | KY        |   5322000 | PA      | $5328562.03   | 0.19%             | 2034-04-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                      | Southern Co. Gas Capital Corp., Series A                                             | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317351.09    | 0.01%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: N/A<br>LEI: 4NYF266XZC35SCTGX023       | Long             | DBT              | CORP              | US        |   7251000 | PA      | $7189953.11   | 0.25%             | 2056-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    340000 | PA      | $302677.75    | 0.01%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392B3D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     37644 | PA      | $2568.12      | 0.00%             | 2032-01-25      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc.                                                                        | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $5179.43      | 0.00%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership L.P.                                                  | Brixmor Operating Partnership L.P.                                                   | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4136.27      | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                     | EMD Finance LLC                                                                      | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    735000 | PA      | $730855.82    | 0.03%             | 2028-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                                  | Union Electric Co.                                                                   | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64034.82     | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                          | Duke Energy Carolinas, LLC                                                           | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71119.31     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1158384.21   | 0.04%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1093141.30   | 0.04%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                              | Alternative Loan Trust, Series 2005-21CB, Class A7                                   | CUSIP: 12667GKG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    388722 | PA      | $289715.15    | 0.01%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    433000 | PA      | $436448.86    | 0.02%             | 2031-05-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust, Series 2026-C66, Class A5                     | CUSIP: 95005CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1530000 | PA      | $1590130.84   | 0.06%             | 2059-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                        | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125514.31    | 0.00%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816ET2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6709000 | PA      | $6697070.39   | 0.24%             | 2030-05-03      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                                 | Vertiv Holdings Co.                                                                  | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |    595000 | PA      | $579444.24    | 0.02%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp., Series D                         | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   3547000 | PA      | $3522755.16   | 0.12%             | 2029-02-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                          | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $273793.34    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc.                                                                        | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4621000 | PA      | $4671385.40   | 0.17%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19803.92     | 0.00%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2020-2 Ltd.                                                          | Carlyle US CLO 2020-2 Ltd., Series 2020-2A, Class A1R2                               | CUSIP: 14315GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8315000 | PA      | $8317078.75   | 0.29%             | 2035-01-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                        | San Diego Gas & Electric Co.                                                         | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      1000 | PA      | $924.72       | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc.                                                                     | GE Vernova Inc.                                                                      | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |    499000 | PA      | $479036.12    | 0.02%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                    | Amazon.com, Inc.                                                                     | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93373.74     | 0.00%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                              | Buckhorn Park CLO Ltd., Series 2019-1A, Class ARR                                    | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2250636.75   | 0.08%             | 2034-07-18      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    101000 | PA      | $101641.76    | 0.00%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                          | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131426.69    | 0.00%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Six, LLC                                                         | Goodman US Finance Six, LLC                                                          | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6944.93      | 0.00%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    749000 | PA      | $764563.09    | 0.03%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO Ltd.                                                                 | Shackleton CLO Ltd., Series 2015-7RA, Class ARR                                      | CUSIP: 81883AAS8<br>LEI: 549300NCJRO2LKFZ8G86 | Long             | ABS-CBDO         | CORP              | KY        |     74764 | PA      | $74786.26     | 0.00%             | 2031-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2025-VLT7, Class A                                                  | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3108000 | PA      | $3109135.04   | 0.11%             | 2044-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group S.A.                                                         | Tyco Electronics Group S.A.                                                          | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   1009000 | PA      | $994363.23    | 0.04%             | 2036-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                               | Amrize Finance US LLC                                                                | CUSIP: 43475RAP1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    136000 | PA      | $136424.82    | 0.00%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                         | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1038851.00   | 0.04%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                                 | RCKT Mortgage Trust, Series 2026-CES1, Class A1A                                     | CUSIP: 74939BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3017501 | PA      | $2994717.06   | 0.11%             | 2056-01-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                               | Honda Motor Co., Ltd.                                                                | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1511000 | PA      | $1508555.55   | 0.05%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72671.50     | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                                  | Southern Power Co., Series A                                                         | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    469000 | PA      | $463571.51    | 0.02%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                         | Pinnacle West Capital Corp.                                                          | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111904.16    | 0.00%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                         | Pinnacle West Capital Corp.                                                          | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45417.97     | 0.00%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                           | Florida Power & Light Co.                                                            | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24817.52     | 0.00%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc.                                                    | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5089.24      | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208028.00    | 0.01%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 6                                                                    | Pikes Peak CLO 6, Series 2020-6A, Class ARR                                          | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |   5390000 | PA      | $5384626.17   | 0.19%             | 2034-05-18      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     55267 | PA      | $7162.62      | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                             | AstraZeneca Finance LLC                                                              | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24389.17     | 0.00%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The)                                                           | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2228000 | PA      | $2199382.19   | 0.08%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                | Credit Agricole S.A.                                                                 | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1494000 | PA      | $1465809.73   | 0.05%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                            | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4035.17      | 0.00%             | 2028-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2025-4A, Class A                  | CUSIP: 05377RLA0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   7105000 | PA      | $7002339.14   | 0.25%             | 2032-02-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                     | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38288.42     | 0.00%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2025-PJ4, Class A4                       | CUSIP: 36271WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272758 | PA      | $273829.45    | 0.01%             | 2055-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                               | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    390000 | PA      | $385234.79    | 0.01%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                       | Thermo Fisher Scientific Inc.                                                        | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    905000 | PA      | $894317.10    | 0.03%             | 2031-02-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 10 Year Ultra Future                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -613 | NC      | $1865689.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Americas Inc.                                                                   | UBS Americas Inc.                                                                    | CUSIP: 22541LAE3<br>LEI: T2E64KWP8B9GCLM28W20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223315.39    | 0.01%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YB40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      5947 | PA      | $112.66       | 0.00%             | 2027-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                 | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    129000 | PA      | $113955.21    | 0.00%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                       | Owens Corning                                                                        | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217970.95    | 0.01%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                       | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    543000 | PA      | $546708.86    | 0.02%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ALA Trust 2025-OANA                                                                 | ALA Trust 2025-OANA, Series 2025-OANA, Class A                                       | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4950000 | PA      | $4976046.41   | 0.18%             | 2040-06-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4223.67      | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                      | Element Fleet Management Corp.                                                       | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $217417.49    | 0.01%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                         | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294518.52    | 0.01%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners, L.P.                                                      | Cheniere Energy Partners, L.P.                                                       | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5248.95      | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                             | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21811.68     | 0.00%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust, Series 2025-8, Class A4                                      | CUSIP: 81749WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1937213 | PA      | $1940389.83   | 0.07%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                         | Sysco Corp.                                                                          | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81014.43     | 0.00%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                     | Brunswick Corp.                                                                      | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18480.55     | 0.00%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283HB38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1221 | PA      | $1267.17      | 0.00%             | 2028-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272CD8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2509000 | PA      | $2521168.30   | 0.09%             | 2033-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                          | Prudential Financial, Inc.                                                           | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    122000 | PA      | $122699.36    | 0.00%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1889.95      | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                          | Sherwin-Williams Co. (The)                                                           | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1314000 | PA      | $1310436.39   | 0.05%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                           | MSCI Inc.                                                                            | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103409.19    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                      | NNN REIT, Inc.                                                                       | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9151.62      | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                                                | TierPoint Issuer LLC, Series 2025-2A, Class A2                                       | CUSIP: 88651CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5131000 | PA      | $5091129.05   | 0.18%             | 2055-04-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Lowe`s Cos., Inc.                                                                   | Lowe`s Cos., Inc.                                                                    | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1926.77      | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                     | Southwestern Electric Power Co.                                                      | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1054075.20   | 0.04%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                        | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31702.28     | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31395DUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     59524 | PA      | $68219.09     | 0.00%             | 2036-06-25      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31394KL51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    114490 | PA      | $6911.66      | 0.00%             | 2033-10-15      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15100.98     | 0.00%             | 2028-04-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc.                                                                            | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139242.75    | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                             | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    106000 | PA      | $102962.39    | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                 | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      1000 | PA      | $977.54       | 0.00%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    681000 | PA      | $659918.87    | 0.02%             | 2036-10-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Providence St. Joseph Health Obligated Group                                        | Providence St. Joseph Health Obligated Group, Series 21A                             | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $579.72       | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                | Credit Agricole S.A.                                                                 | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    784000 | PA      | $793794.22    | 0.03%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| VSP Optical Group, Inc.                                                             | VSP Optical Group, Inc.                                                              | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |     93000 | PA      | $91931.12     | 0.00%             | 2035-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                                 | Ingersoll Rand Inc.                                                                  | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2045.59      | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                       | MetLife, Inc.                                                                        | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      1000 | PA      | $928.11       | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Protective Life Corp.                                                               | Protective Life Corp.                                                                | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    340000 | PA      | $335012.12    | 0.01%             | 2035-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Textron Inc.                                                                        | Textron Inc.                                                                         | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    189000 | PA      | $184676.85    | 0.01%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                  | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4341699.20   | 0.15%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GNC9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5096000 | PA      | $5068564.21   | 0.18%             | 2037-04-23      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                    | Planet Fitness Master Issuer LLC, Series 2025-1A, Class A2II                         | CUSIP: 72703PAJ2<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1491739.65   | 0.05%             | 2055-12-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2706000 | PA      | $2663226.01   | 0.09%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                          | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168032.82    | 0.01%             | 2037-01-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                      | Southern Co. Gas Capital Corp.                                                       | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1041.50      | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PFM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6230000 | PA      | $6201602.60   | 0.22%             | 2032-04-23      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                 | Expedia Group, Inc.                                                                  | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59598.77     | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare, Inc.                                                           | Piedmont Healthcare, Inc.                                                            | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |      4000 | PA      | $2469.63      | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2469080.40   | 0.09%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                  | CUSIP: 06406RCM7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   3494000 | PA      | $3468450.93   | 0.12%             | 2037-04-23      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2021-6, Class A1                         | CUSIP: 85573RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3206932 | PA      | $2839704.66   | 0.10%             | 2066-11-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                            | CenterPoint Energy, Inc.                                                             | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    379000 | PA      | $377679.72    | 0.01%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                          | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    129000 | PA      | $129022.80    | 0.00%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                              | 200 Park Funding Trust                                                               | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $26080.36     | 0.00%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13315.22     | 0.00%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                      | Tapestry, Inc.                                                                       | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251274.43    | 0.01%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                     | CUSIP: 86563VBM0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    637000 | PA      | $653516.56    | 0.02%             | 2028-09-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Dell Inc.                                                                           | Dell Inc.                                                                            | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215560.55    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 313398CR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     18705 | PA      | $18838.52     | 0.00%             | 2031-07-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3970.62      | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc.                                                                      | AEP Texas Inc.                                                                       | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192425.89    | 0.01%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2025-NQM2, Class A1                      | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-MBS          | CORP              | US        |  11412207 | PA      | $11489611.62  | 0.41%             | 2065-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                         | American Homes 4 Rent, L.P.                                                          | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12886.26     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                          | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    701000 | PA      | $729611.32    | 0.03%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                        | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197702.18    | 0.01%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                                                      | Rentokil Terminix Funding, LLC                                                       | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |    321000 | PA      | $326481.54    | 0.01%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GE83<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2142000 | PA      | $2137599.28   | 0.08%             | 2030-04-20      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd. / Aircastle Ireland DAC                                              | Aircastle Ltd. / Aircastle Ireland DAC                                               | CUSIP: 00929JAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1466000 | PA      | $1456536.71   | 0.05%             | 2031-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                              | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    462000 | PA      | $464558.91    | 0.02%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                     | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    835000 | PA      | $832943.23    | 0.03%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                    | Mitsubishi Corp.                                                                     | CUSIP: 606769AK3<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |    339000 | PA      | $344242.86    | 0.01%             | 2034-07-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                 | CUSIP: 05971KAW9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $2979504.96   | 0.11%             | 2036-04-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Northwest Pipeline LLC                                                              | Northwest Pipeline LLC                                                               | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199678.99    | 0.01%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    188000 | PA      | $189883.98    | 0.01%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM1, Class A1                                                | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2323241 | PA      | $2109156.35   | 0.07%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| BlackRock DLF X 2025-C CLO L.P.                                                     | BlackRock DLF X 2025-C CLO L.P., Series 2025-2A, Class A                             | CUSIP: 09264MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5140000 | PA      | $5143870.42   | 0.18%             | 2033-11-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                          | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $177521.55    | 0.01%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $223882.15    | 0.01%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                       | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48894.83     | 0.00%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                               | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27513.02     | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Takeda U.S. Financing, Inc.                                                         | Takeda U.S. Financing, Inc.                                                          | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325564.14    | 0.01%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | CarMax Auto Owner Trust, Series 2024-1, Class A3                                     | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3937478 | PA      | $3957479.24   | 0.14%             | 2028-10-16      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership, L.P.                                        | Americold Realty Operating Partnership, L.P.                                         | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    177000 | PA      | $176474.15    | 0.01%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4151.69      | 0.00%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    914000 | PA      | $912382.40    | 0.03%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  74982026 | PA      | $62798597.00  | 2.22%             | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                         | Pfizer Inc.                                                                          | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1447000 | PA      | $1434111.22   | 0.05%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                 | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    560000 | PA      | $564400.92    | 0.02%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 2 Year Notes Future                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      1462 | NC      | $-1803828.36  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13300.49     | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                              | Citadel Securities Global Holdings LLC                                               | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    371000 | PA      | $380115.59    | 0.01%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                          | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    288000 | PA      | $281411.62    | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GMY2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1079942.19   | 0.04%             | 2030-04-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                                  | Northwestern Mutual Global Funding                                                   | CUSIP: 66815L2R9<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65623.81     | 0.00%             | 2027-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205397.20    | 0.01%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                             | GA Global Funding Trust                                                              | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1735227.38   | 0.06%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                    | Domino's Pizza Master Issuer LLC, Series 2025-1A, Class A2I                          | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5170000 | PA      | $5155178.13   | 0.18%             | 2055-07-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7151.58      | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99767.66     | 0.00%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                            | Lloyds Banking Group PLC                                                             | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    292000 | PA      | $286858.81    | 0.01%             | N/A             | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                          | Amgen Inc.                                                                           | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4102.00      | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citadel L.P.                                                                        | Citadel L.P.                                                                         | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18598.17     | 0.00%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    699000 | PA      | $703644.39    | 0.02%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | UBS AG                                                                               | CUSIP: 90261AAG7<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   3761000 | PA      | $3758058.75   | 0.13%             | 2029-03-16      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                | Caterpillar Financial Services Corp.                                                 | CUSIP: 14913UBK5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   3762000 | PA      | $3759454.56   | 0.13%             | 2029-02-23      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4842.26      | 0.00%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust, Series 2020-GC47, Class A5                             | CUSIP: 36258RBA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   3780000 | PA      | $3474268.31   | 0.12%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                       | Alimentation Couche-Tard Inc.                                                        | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   1479000 | PA      | $1469857.72   | 0.05%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank, Ltd.                                                                   | Mizuho Bank, Ltd.                                                                    | CUSIP: 60688XBR0<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |   2471000 | PA      | $2452440.22   | 0.09%             | 2046-04-16      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp.                                                         | Maple Parent Holdings Corp.                                                          | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1537952.97   | 0.05%             | 2029-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                            | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6121.51      | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                              | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227111.37    | 0.01%             | 2034-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                                  | CLI Funding IX LLC, Series 2025-1A, Class A                                          | CUSIP: 12571WAG8<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |   1842674 | PA      | $1850683.17   | 0.07%             | 2050-06-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                         | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70507.31     | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                                                       | Rollins, Inc.                                                                        | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29984.93     | 0.00%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                               | Sumitomo Mitsui Financial Group, Inc.                                                | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2678000 | PA      | $2612896.24   | 0.09%             | 2041-03-03      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                   | Crown Castle Inc.                                                                    | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51441.57     | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                     | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    734000 | PA      | $740364.40    | 0.03%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                        | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    163000 | PA      | $165123.03    | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1000 | PA      | $957.92       | 0.00%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392GDW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     33693 | PA      | $2781.76      | 0.00%             | 2032-09-25      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    377000 | PA      | $376256.11    | 0.01%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280FJ3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    991000 | PA      | $1011578.12   | 0.04%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                   | Compass Datacenters Issuer II LLC, Series 2025-2A, Class A1                          | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2640000 | PA      | $2595110.50   | 0.09%             | 2050-11-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd.                                              | Delta Air Lines Inc / SkyMiles IP Ltd.                                               | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | US        |     19251 | PA      | $19270.13     | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                 | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    294000 | PA      | $292385.36    | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2026-NQM5, Class A1                      | CUSIP: 647913AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2710000 | PA      | $2712371.25   | 0.10%             | 2066-04-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STRIPS                                                                  | Freddie Mac STRIPS, IO                                                               | CUSIP: 31282YCV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      7484 | PA      | $642.15       | 0.00%             | 2029-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4715000 | PA      | $4749912.74   | 0.17%             | 2036-04-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                 | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $197512.30    | 0.01%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | Athene Global Funding                                                                | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57501.46     | 0.00%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                             | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25310.94     | 0.00%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                       | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28916.43     | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                         | TELUS Corp.                                                                          | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   2387000 | PA      | $2375007.47   | 0.08%             | 2056-06-09      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| SHRN Trust 2025-MF18                                                                | SHRN Trust 2025-MF18, Series 2025-MF18, Class C                                      | CUSIP: 82556AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $851420.86    | 0.03%             | 2040-10-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F042459<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21925000 | PA      | $21756298.75  | 0.77%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                               | Honda Motor Co., Ltd.                                                                | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    495000 | PA      | $492990.84    | 0.02%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                    | Omega Healthcare Investors, Inc.                                                     | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    291000 | PA      | $293410.36    | 0.01%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3133KRMY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10660082 | PA      | $10860922.67  | 0.38%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                                  | United Airlines Pass-Through Trust, Series 20-1                                      | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38583 | PA      | $39295.08     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    739000 | PA      | $750299.56    | 0.03%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2026-NQM3                            | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM3, Series 2026-NQM3, Class A1 | CUSIP: 617960AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2265923 | PA      | $2267858.25   | 0.08%             | 2071-03-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc.                                                                     | GE Vernova Inc.                                                                      | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1505020.84   | 0.05%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bonds                                                                 | U.S. Treasury Bonds                                                                  | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $787363.28    | 0.03%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65394.09     | 0.00%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp.                                                                        | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     76000 | PA      | $74744.75     | 0.00%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer, LLC                                                    | Vantage Data Centers Issuer, LLC, Series 2025-2A, Class A2                           | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1240000 | PA      | $1216180.22   | 0.04%             | 2055-11-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31359UZG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     12327 | PA      | $12461.28     | 0.00%             | 2028-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                           | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27334.44     | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     14448 | PA      | $1321.92      | 0.00%             | 2032-02-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TTX30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      9460 | PA      | $9780.37      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                          | CUSIP: 05602XQS0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1517000 | PA      | $1526679.98   | 0.05%             | N/A             | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                         | Imperial Brands Finance PLC                                                          | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $332374.18    | 0.01%             | 2055-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                       | Citigroup Mortgage Loan Trust, Series 2021-INV3, Class A3                            | CUSIP: 17329VBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3006667 | PA      | $2493030.96   | 0.09%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co., Series NN                                                      | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47950.63     | 0.00%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Zaxbys Funding LLC                                                                  | Zaxbys Funding LLC, Series 2024-1A, Class A2I                                        | CUSIP: 98920MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2544675 | PA      | $2593760.76   | 0.09%             | 2054-04-30      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                     | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42430.28     | 0.00%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                          | Sherwin-Williams Co. (The)                                                           | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40246.18     | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                             | CUSIP: 928668CH3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331160.77    | 0.01%             | 2034-03-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                   | Genuine Parts Co.                                                                    | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12431.41     | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                       | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330003.89    | 0.01%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $608621.98    | 0.02%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                   | Georgia Power Co.                                                                    | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4029.94      | 0.00%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                        | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     53000 | PA      | $53553.82     | 0.00%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                               | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     61000 | PA      | $58919.76     | 0.00%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                    | Lincoln Financial Global Funding                                                     | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238448.17    | 0.01%             | 2030-08-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200LQ2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1155114.39   | 0.04%             | 2029-02-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                    | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |      1000 | PA      | $916.41       | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9166.64      | 0.00%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc.                                                                | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    139000 | PA      | $139326.23    | 0.00%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXII Ltd.                                                              | Symphony CLO XXII Ltd., Series 2020-22A, Class A1AR                                  | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1474653 | PA      | $1475625.04   | 0.05%             | 2033-04-18      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding, LLC, Series 2025-1A, Class A2I                                    | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3330000 | PA      | $3299444.92   | 0.12%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                           | CUSIP: 695114DM7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260377.81    | 0.01%             | 2029-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XDV4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1742248.43   | 0.06%             | 2029-02-04      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                       | Thermo Fisher Scientific Inc.                                                        | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1020034.89   | 0.04%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                           | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11136.11     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                             | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40930.18     | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CBL1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  11017000 | PA      | $11014333.34  | 0.39%             | 2028-12-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                        | Canadian Pacific Railway Co.                                                         | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     47000 | PA      | $47753.41     | 0.00%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                  | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184875.66    | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                       | Equinix, Inc.                                                                        | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190959.38    | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    312000 | PA      | $314066.39    | 0.01%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies, LLC                                                  | Molex Electronic Technologies, LLC                                                   | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    198000 | PA      | $198938.91    | 0.01%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                             | Centersquare Issuer LLC, Series 2025-3A, Class A2                                    | CUSIP: 15201EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4880000 | PA      | $4641987.27   | 0.16%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc.                                                                            | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3058.11      | 0.00%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                             | Brookfield Finance Inc.                                                              | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $111761.46    | 0.00%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                         | Eaton Corp.                                                                          | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1957000 | PA      | $1937683.82   | 0.07%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    681000 | PA      | $675194.36    | 0.02%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4069.55      | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F012452<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $179462.56    | 0.01%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                         | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1017303.51   | 0.04%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                   | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2091.27      | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                            | Honeywell Aerospace Inc.                                                             | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   5620000 | PA      | $5579883.99   | 0.20%             | 2028-03-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                            | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329969.02    | 0.01%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank, Ltd.                                                                   | Mizuho Bank, Ltd.                                                                    | CUSIP: 60688XBQ2<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |   2342000 | PA      | $2330468.34   | 0.08%             | 2036-04-16      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                                          | Hess Corp.                                                                           | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $227849.89    | 0.01%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87716.41     | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BTT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      2149 | PA      | $82.46        | 0.00%             | 2032-02-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                             | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    628000 | PA      | $640017.61    | 0.02%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                          | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1764000 | PA      | $1743433.17   | 0.06%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    486000 | PA      | $486283.25    | 0.02%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                  | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      1000 | PA      | $935.02       | 0.00%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                          | Amgen Inc.                                                                           | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10140.95     | 0.00%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1107.44      | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                            | Honeywell Aerospace Inc.                                                             | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   5812000 | PA      | $5720395.91   | 0.20%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Anheuser Busch InBev Worldwide Inc.                                                 | Anheuser Busch InBev Worldwide Inc.                                                  | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111476.24    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2024-INV2, Class A1                       | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |   2416115 | PA      | $2411688.40   | 0.09%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                         | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10116.40     | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                   | Crown Castle Inc.                                                                    | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131520.76    | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2025-HE2, Class A1                                                 | CUSIP: 67121YAA6<br>LEI: 2549004JS8G77DOXE933 | Long             | ABS-MBS          | CORP              | US        |   4457747 | PA      | $4480334.05   | 0.16%             | 2055-08-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                      | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344417.50    | 0.01%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3128M5H45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14211 | PA      | $14919.28     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                        | Phillips Edison Grocery Center Operating Partnership I, L.P.                         | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    833000 | PA      | $817176.78    | 0.03%             | 2033-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                                                        | NetApp, Inc.                                                                         | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204735.30    | 0.01%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                             | Uber Technologies, Inc.                                                              | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    528000 | PA      | $517824.49    | 0.02%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  81855238 | PA      | $71672857.31  | 2.54%             | 2056-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Beechwood Park CLO, Ltd.                                                            | Beechwood Park CLO, Ltd., Series 2019-1A, Class A1RR                                 | CUSIP: 07355TBL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2115000 | PA      | $2114678.52   | 0.07%             | 2035-01-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98601.49     | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392FJ81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     10600 | PA      | $1091.06      | 0.00%             | 2032-12-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    756000 | PA      | $762048.97    | 0.03%             | 2030-10-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| RWE Finance US, LLC                                                                 | RWE Finance US, LLC                                                                  | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    234000 | PA      | $222940.76    | 0.01%             | 2055-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                  | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301184.10    | 0.01%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                                      | Protective Life Global Funding                                                       | CUSIP: 74368CCE2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   4219000 | PA      | $4215300.19   | 0.15%             | 2031-04-14      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                            | Honeywell Aerospace Inc.                                                             | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   2213000 | PA      | $2189797.74   | 0.08%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10120.66     | 0.00%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    756000 | PA      | $758670.00    | 0.03%             | 2028-05-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIV, Ltd.                                                             | Symphony CLO XXIV, Ltd., Series 2020-24A, Class A1R                                  | CUSIP: 87167QAQ1<br>LEI: 5493007X3UVVYJ005O73 | Long             | ABS-CBDO         | CORP              | KY        |   9611000 | PA      | $9605166.12   | 0.34%             | 2035-10-23      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 31364JZP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      9679 | PA      | $598.85       | 0.00%             | 2029-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 3140QPA31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6959739 | PA      | $6596765.41   | 0.23%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                         | Eaton Corp.                                                                          | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    684000 | PA      | $673640.03    | 0.02%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31402RHV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25044 | PA      | $25974.32     | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deere Funding Canada Corp.                                                          | Deere Funding Canada Corp.                                                           | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1699000 | PA      | $1678502.18   | 0.06%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31397TEH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    595496 | PA      | $43700.33     | 0.00%             | 2038-05-15      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                      | Public Service Co. of Colorado                                                       | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203457.39    | 0.01%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102630.83    | 0.00%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                               | Electricite de France                                                                | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    627000 | PA      | $641165.18    | 0.02%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    136000 | PA      | $136246.92    | 0.00%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                  | Ares Capital Corp.                                                                   | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105223.77    | 0.00%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co. (The)                                               | Connecticut Light and Power Co. (The)                                                | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4992.22      | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                            | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23228.55     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    442000 | PA      | $407674.17    | 0.01%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co.                                                            | Sierra Pacific Power Co.                                                             | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |      1000 | PA      | $989.25       | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                             | Waste Connections, Inc.                                                              | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $115800.62    | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| STAR Trust                                                                          | STAR Trust, Series 2021-1, Class A1                                                  | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    839189 | PA      | $792263.26    | 0.03%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DP6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5481000 | PA      | $5525039.84   | 0.20%             | N/A             | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                   | Black Hills Corp.                                                                    | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8458.31      | 0.00%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 31283H3D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10762 | PA      | $10994.46     | 0.00%             | 2029-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891AEJ2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4475000 | PA      | $4476276.94   | 0.16%             | 2028-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                     | BAE Systems PLC                                                                      | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    592000 | PA      | $604379.54    | 0.02%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                 | Citadel Finance LLC                                                                  | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    971000 | PA      | $979544.62    | 0.03%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 85325C2G6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    703000 | PA      | $719260.98    | 0.03%             | 2031-05-13      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    291000 | PA      | $305815.07    | 0.01%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                          | Travelers Cos., Inc. (The)                                                           | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4970.09      | 0.00%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer, LLC                                                                    | Zayo Issuer, LLC, Series 2025-3A, Class A2                                           | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3779000 | PA      | $3773175.05   | 0.13%             | 2055-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738EDH5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1028000 | PA      | $1026261.72   | 0.04%             | 2030-05-24      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                           | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     38000 | PA      | $30383.05     | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5032.13      | 0.00%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JDB7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281102.20    | 0.01%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                        | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    767000 | PA      | $766313.41    | 0.03%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31403DA33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52840 | PA      | $53990.12     | 0.00%             | 2033-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                  | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    163000 | PA      | $166699.39    | 0.01%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCZR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     82963 | PA      | $13757.67     | 0.00%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6767.22      | 0.00%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    659000 | PA      | $661809.05    | 0.02%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                   | Chase Home Lending Mortgage Trust, Series 2024-9, Class A4                           | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1448855 | PA      | $1450662.40   | 0.05%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                       | Sutter Health, Series 2025                                                           | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103377.77    | 0.00%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                                           | ALA Trust, Series 2025-OANA, Class B                                                 | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6045000 | PA      | $6077336.52   | 0.21%             | 2040-06-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp., N.A.                                                                | Zions Bancorp., N.A.                                                                 | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313415.16    | 0.01%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    124000 | PA      | $126016.62    | 0.00%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                   | Sonic Capital LLC, Series 2021-1A, Class A2II                                        | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2643042 | PA      | $2271748.76   | 0.08%             | 2051-08-20      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2021-3, Class A1                                    | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655740 | PA      | $570739.67    | 0.02%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co.                                                          | Indiana Michigan Power Co.                                                           | CUSIP: 454889AW6<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    900000 | PA      | $871863.56    | 0.03%             | 2056-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                   | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62676.62     | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64858.76     | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                          | Cooperatieve Rabobank U.A.                                                           | CUSIP: 21688ABF8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    958000 | PA      | $958778.04    | 0.03%             | 2026-08-28      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TKCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      9813 | PA      | $9941.03      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    585000 | PA      | $592485.91    | 0.02%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2021-7, Class A1                                    | CUSIP: 03464JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1754506 | PA      | $1539333.38   | 0.05%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                                  | Diageo Capital PLC                                                                   | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207166.87    | 0.01%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                            | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    669000 | PA      | $678315.09    | 0.02%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39471.46     | 0.00%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392EWW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     71074 | PA      | $5836.89      | 0.00%             | 2032-08-25      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR Trust, Series 2021-SFR3, Class B                                                | CUSIP: 00180UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4415000 | PA      | $4348697.30   | 0.15%             | 2038-10-17      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                     | BAE Systems PLC                                                                      | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    565000 | PA      | $569059.89    | 0.02%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                   | Georgia Power Co.                                                                    | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $1184879.79   | 0.04%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31392RT84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      2321 | PA      | $116.93       | 0.00%             | 2029-09-15      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                               | FirstEnergy Pennsylvania Electric Co.                                                | CUSIP: 591894CE8<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3039.95      | 0.00%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                     | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4273.19      | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3132E0BH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6446402 | PA      | $6696220.43   | 0.24%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                  | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5722.15      | 0.00%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    129000 | PA      | $130049.83    | 0.00%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FA6Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     94062 | PA      | $11532.52     | 0.00%             | 2034-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                      | M&T Bank Corp.                                                                       | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219306.51    | 0.01%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                     | CUSIP: 629377DE9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1681000 | PA      | $1669823.42   | 0.06%             | 2031-04-30      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                           | Florida Power & Light Co.                                                            | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4009.79      | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                      | Pacific Life Global Funding II                                                       | CUSIP: 6944PL2Z1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    206000 | PA      | $208100.89    | 0.01%             | 2029-01-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                            | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    373000 | PA      | $371348.43    | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    868000 | PA      | $871381.74    | 0.03%             | 2029-01-12      | Floating      | 4.55%                 | No            |                  2 | On Loan: —       |
| Hertz Vehicle Financing III L.P.                                                    | Hertz Vehicle Financing III L.P., Series 2021-2A, Class A                            | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1322000 | PA      | $1306798.72   | 0.05%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    850000 | PA      | $858045.63    | 0.03%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5179.25      | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp., Series D                         | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    748000 | PA      | $744705.72    | 0.03%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4358.71      | 0.00%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc.                                                              | Quest Diagnostics Inc.                                                               | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5439.68      | 0.00%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21556400 | PA      | $20588045.99  | 0.73%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    402000 | PA      | $374807.83    | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                 | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    287000 | PA      | $283056.25    | 0.01%             | 2085-11-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Nextgear Floorplan Master Owner Trust                                               | Nextgear Floorplan Master Owner Trust, Series 2025-2A, Class A2                      | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1950000 | PA      | $1944247.31   | 0.07%             | 2030-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3129354W6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272756 | PA      | $280605.75    | 0.01%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                             | TTX Co.                                                                              | CUSIP: 87305QCS8<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    395000 | PA      | $399621.57    | 0.01%             | 2034-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24369.79     | 0.00%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                              | WF Card Issuance Trust, Series 2024-A1, Class A                                      | CUSIP: 92970QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7253000 | PA      | $7309489.27   | 0.26%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                          | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    158000 | PA      | $154794.75    | 0.01%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                        | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    129000 | PA      | $126702.08    | 0.00%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                                           | Tucson Electric Power Co.                                                            | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201925.01    | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                  | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19045.26     | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                             | Commonwealth Edison Co.                                                              | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395800.69    | 0.01%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                                  | Evergy Metro, Inc.                                                                   | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112523.28    | 0.00%             | 2035-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                      | ING Groep N.V.                                                                       | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3460000 | PA      | $3457689.17   | 0.12%             | 2037-03-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2026-4, Class A1                                  | CUSIP: 924936AE7<br>LEI: 213800IHMG1PWP37P355 | Long             | ABS-MBS          | CORP              | US        |   1784445 | PA      | $1782213.37   | 0.06%             | 2071-04-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                      | M&T Bank Corp.                                                                       | CUSIP: 55261FBA1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   6397000 | PA      | $6345900.83   | 0.22%             | 2036-04-18      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                         | L3Harris Technologies, Inc.                                                          | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1026.47      | 0.00%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                               | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    689000 | PA      | $699460.27    | 0.02%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: —       |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3912.19      | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                                   | Algonquin Power & Utilities Corp.                                                    | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     36000 | PA      | $36000.15     | 0.00%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                                  | Columbia Pipelines Holding Co. LLC                                                   | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $8027.38      | 0.00%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    220000 | PA      | $191316.12    | 0.01%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3107000 | PA      | $3039999.38   | 0.11%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                            | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44864.96     | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                                    | Oaktree CLO Ltd., Series 2021-2A, Class AR                                           | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3920000 | PA      | $3908941.68   | 0.14%             | 2035-01-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1874000 | PA      | $1853169.37   | 0.07%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                               | Westpac Banking Corp.                                                                | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     18000 | PA      | $19693.67     | 0.00%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                               | WEC Energy Group Inc.                                                                | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1981541.82   | 0.07%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                     | EMD Finance LLC                                                                      | CUSIP: 26867LAP5<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   3998000 | PA      | $3958764.87   | 0.14%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                                | Cross Mortgage Trust, Series 2024-H2, Class A1                                       | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2133869 | PA      | $2148746.33   | 0.08%             | 2069-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                                               | Invesco Government & Agency Portfolio, Institutional Class                           | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |  99395297 | NS      | $99395297.25  | 3.52%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    980000 | PA      | $993049.49    | 0.04%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                    | Capital Power (US Holdings) Inc.                                                     | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178000 | PA      | $179374.51    | 0.01%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bonds                                                                 | U.S. Treasury Bonds                                                                  | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2896718.76   | 0.10%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC                                                                 | CUSIP: 26884TBA9<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   4244000 | PA      | $4235395.37   | 0.15%             | 2031-04-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp.                                                                | Augusta SpinCo Corp.                                                                 | CUSIP: 051473AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3496000 | PA      | $3485437.57   | 0.12%             | 2029-03-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                         | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4041.10      | 0.00%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                 | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1184085.62   | 0.04%             | 2030-11-06      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2007-A1, Class 5A1                                | CUSIP: 46630GAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103539 | PA      | $103540.58    | 0.00%             | 2035-07-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                            | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114671.11    | 0.00%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SHRN Trust 2025-MF18                                                                | SHRN Trust 2025-MF18, Series 2025-MF18, Class A                                      | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10255000 | PA      | $10254739.52  | 0.36%             | 2040-10-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                         | Zoetis Inc.                                                                          | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    858000 | PA      | $854251.68    | 0.03%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31394CY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    440153 | PA      | $452062.36    | 0.02%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer, LLC                                                 | Metronet Infrastructure Issuer, LLC, Series 2025-4A, Class A2                        | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1960000 | PA      | $1962814.17   | 0.07%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                   | Enterprise Products Operating LLC                                                    | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    858000 | PA      | $859781.68    | 0.03%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37225 | PA      | $37925.47     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2025-4, Class A3                              | CUSIP: 29373NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3290000 | PA      | $3274499.82   | 0.12%             | 2029-12-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                                | UPMC                                                                                 | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30212.62     | 0.00%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Benchmark 2026-V20 Mortgage Trust                                                   | Benchmark 2026-V20 Mortgage Trust, Series 2026-V20, Class AM                         | CUSIP: 08164KAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2045000 | PA      | $2075612.63   | 0.07%             | 2059-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5237.46      | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bonds                                                                 | U.S. Treasury Bonds                                                                  | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1037578.12   | 0.04%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      1000 | PA      | $909.09       | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Constellation Global Funding                                                        | Constellation Global Funding                                                         | CUSIP: 21038N2A8<br>LEI: 254900OP9HLIALC2HZ12 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1045136.88   | 0.04%             | 2030-10-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                             | Pricoa Global Funding I                                                              | CUSIP: 74153WCU1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    482000 | PA      | $483526.19    | 0.02%             | 2027-08-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP L.P.                                                              | Federal Realty OP L.P.                                                               | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493159.42    | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                   | Johnson & Johnson                                                                    | CUSIP: 478160DG6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    247000 | PA      | $248386.01    | 0.01%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                          | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     97000 | PA      | $98832.40     | 0.00%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                           | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3939.07      | 0.00%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    115976 | PA      | $4778.22      | 0.00%             | 2035-05-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Invesco Core Fixed Income ETF                                                       | Invesco Core Fixed Income ETF                                                        | CUSIP: 46127B601<br>LEI: 254900MLIL9B3UBH2053 | Long             | EC               | RF                | US        |    206500 | NS      | $5180795.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST Trust                                                                          | WEST Trust, Series 2025-ROSE, Class A                                                | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14000000 | PA      | $14094452.40  | 0.50%             | 2035-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Cross 2026-NQM5 Mortgage Trust                                                      | Cross 2026-NQM5 Mortgage Trust, Series 2026-NQM5, Class A1                           | CUSIP: 22759BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1465000 | PA      | $1461604.72   | 0.05%             | 2071-03-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals, Inc.                                                    | Air Products and Chemicals, Inc.                                                     | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182574.41    | 0.01%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc.                                                     | GE HealthCare Technologies Inc.                                                      | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    388000 | PA      | $389279.46    | 0.01%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18665.46     | 0.00%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp.                                                                | Augusta SpinCo Corp.                                                                 | CUSIP: 051473AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1527000 | PA      | $1524020.79   | 0.05%             | 2031-03-23      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                 | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199889.33    | 0.01%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                                                   | Western Midstream Operating, L.P.                                                    | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5246.74      | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                   | NTT Finance Corp.                                                                    | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    297000 | PA      | $302296.89    | 0.01%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                                                      | Ohio Power Co.                                                                       | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13386.57     | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                                           | CSX Corp.                                                                            | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411140.48    | 0.01%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Deutsche Bank AG                                                                     | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    901000 | PA      | $886931.21    | 0.03%             | 2031-12-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership, L.P.                                                | Piedmont Operating Partnership, L.P.                                                 | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     72000 | PA      | $75535.52     | 0.00%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                    | Salesforce, Inc.                                                                     | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    440000 | PA      | $413567.32    | 0.01%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A1QW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    179914 | PA      | $12531.61     | 0.00%             | 2041-10-25      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                               | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1956000 | PA      | $1960624.59   | 0.07%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    320000 | PA      | $313680.34    | 0.01%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31397PM49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     43285 | PA      | $3991.02      | 0.00%             | 2037-12-15      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3128M5F54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2498 | PA      | $2639.93      | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2022-1, Class A1                                    | CUSIP: 19688HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1770846 | PA      | $1630736.44   | 0.06%             | 2066-12-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                             | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    247000 | PA      | $243395.83    | 0.01%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                  | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    542000 | PA      | $542913.27    | 0.02%             | 2028-06-09      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida, LLC                                                            | Duke Energy Florida, LLC                                                             | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    594000 | PA      | $587247.41    | 0.02%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies, LLC                                                  | Molex Electronic Technologies, LLC                                                   | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193538.59    | 0.01%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 31397T4E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     31012 | PA      | $2384.81      | 0.00%             | 2038-04-15      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112124.74    | 0.00%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6008.45      | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.  | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $66034.50     | 0.00%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Co.                                                | Smurfit Kappa Treasury Unlimited Co.                                                 | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    255000 | PA      | $259814.58    | 0.01%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FCQG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     34191 | PA      | $4653.92      | 0.00%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cross 2026-NQM3 Mortgage Trust                                                      | Cross 2026-NQM3 Mortgage Trust, Series 2026-NQM3, Class A1                           | CUSIP: 227925AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3510343 | PA      | $3506382.63   | 0.12%             | 2071-03-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90015.74     | 0.00%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                            | Oceanview Mortgage Trust, Series 2021-3, Class A5                                    | CUSIP: 67647WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2062763 | PA      | $1854112.12   | 0.07%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co., Series W                                                          | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86312.24     | 0.00%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5371000 | PA      | $5330737.69   | 0.19%             | 2032-03-12      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106941.56    | 0.00%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                             | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3220.10      | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     98000 | PA      | $97770.44     | 0.00%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                       | Thermo Fisher Scientific Inc.                                                        | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    646000 | PA      | $637371.04    | 0.02%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                          | Allianz SE                                                                           | CUSIP: 018820AF7<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1401481.20   | 0.05%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                           | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1980.69      | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                                     | Southwestern Public Service Co.                                                      | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201313.95    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    459000 | PA      | $422080.91    | 0.01%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 31403DDN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41307 | PA      | $43596.85     | 0.00%             | 2033-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65862.53     | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUT 8 DC LLC                                                                        | HUT 8 DC LLC                                                                         | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | US        |   2699000 | PA      | $2723044.31   | 0.10%             | 2042-11-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                                 | IBM International Capital Pte. Ltd.                                                  | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    310000 | PA      | $306176.52    | 0.01%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                      | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76887.31     | 0.00%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                       | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203810.39    | 0.01%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P. / PTL Finance Corp.                                   | Penske Truck Leasing Co. L.P. / PTL Finance Corp.                                    | CUSIP: 709599BS2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4065.50      | 0.00%             | 2028-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | Mercedes-Benz Finance North America LLC                                              | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115941.90    | 0.00%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                       | Nordson Corp.                                                                        | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5188.55      | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95089.77     | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                  | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3052.49      | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                 | Citadel Finance LLC                                                                  | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1843000 | PA      | $1800565.53   | 0.06%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    114000 | PA      | $115146.13    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                             | Uber Technologies, Inc.                                                              | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    172000 | PA      | $170727.63    | 0.01%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    361000 | PA      | $350810.34    | 0.01%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                           | Bank of Nova Scotia (The)                                                            | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    430000 | PA      | $435324.52    | 0.02%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM2, Class A1B                                               | CUSIP: 67448DAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2305000 | PA      | $2146734.78   | 0.08%             | 2062-01-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A9XT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    106690 | PA      | $1118.07      | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60676.44     | 0.00%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                          | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $505851.05    | 0.02%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                   | Sonic Capital LLC, Series 2021-1A, Class A2I                                         | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1774750 | PA      | $1652501.15   | 0.06%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                 | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19205.18     | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                                                  | Omnicom Group Inc.                                                                   | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    850000 | PA      | $762710.67    | 0.03%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                   | Genuine Parts Co.                                                                    | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    149000 | PA      | $148820.50    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                                                 | Rate Mortgage Trust, Series 2025-J2, Class A5                                        | CUSIP: 75409YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2419211 | PA      | $2421145.37   | 0.09%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                  | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13604.52     | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                                                 | Rate Mortgage Trust, Series 2024-J4, Class A1                                        | CUSIP: 75408TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2709419 | PA      | $2739688.35   | 0.10%             | 2054-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust, Series 2025-10, Class A1                                     | CUSIP: 81750CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6012506 | PA      | $5989069.36   | 0.21%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                         | AvalonBay Communities, Inc.                                                          | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8228.66      | 0.00%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                                 | Athene Holding Ltd.                                                                  | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116517.44    | 0.00%             | 2055-06-28      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6075.59      | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Invesco Private Government Fund                                                     | Invesco Private Government Fund                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |    959704 | NS      | $959703.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                                                   | Western Midstream Operating, L.P.                                                    | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188006.77    | 0.01%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136A5AX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    242477 | PA      | $16832.14     | 0.00%             | 2041-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Life Mortgage Trust                                                                 | Life Mortgage Trust, Series 2021-BMR, Class C                                        | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167676 | PA      | $166275.95    | 0.01%             | 2038-03-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                                               | One Bryant Park Trust, Series 2019-OBP, Class A                                      | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3562000 | PA      | $3299354.51   | 0.12%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership, L.P.                                        | Americold Realty Operating Partnership, L.P.                                         | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27907.42     | 0.00%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    156000 | PA      | $155446.97    | 0.01%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599CC6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    816000 | PA      | $807691.10    | 0.03%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $1094261.75   | 0.04%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     56000 | PA      | $51167.99     | 0.00%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Keybank N.A.                                                                        | Keybank N.A.                                                                         | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    936000 | PA      | $954103.39    | 0.03%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2026-NQM4                            | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM4, Series 2026-NQM4, Class A1 | CUSIP: 61780QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1451000 | PA      | $1449918.71   | 0.05%             | 2071-03-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    174000 | PA      | $175392.09    | 0.01%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TEB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     13087 | PA      | $13241.55     | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61748UAX0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4122000 | PA      | $4098833.25   | 0.14%             | 2037-04-10      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                                  | American International Group, Inc.                                                   | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81849.21     | 0.00%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Visa Inc.                                                                           | Visa Inc.                                                                            | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92134.77     | 0.00%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Takeda U.S. Financing, Inc.                                                         | Takeda U.S. Financing, Inc.                                                          | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83268.11     | 0.00%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3133KRP99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11457996 | PA      | $11902031.53  | 0.42%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 313921A65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     52064 | PA      | $4025.36      | 0.00%             | 2031-11-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                          | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    984000 | PA      | $993447.78    | 0.04%             | 2031-05-09      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 3140QSP54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14655577 | PA      | $14869703.24  | 0.53%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                          | GCAT Trust, Series 2025-NQM2, Class A1                                               | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3307187 | PA      | $3328428.49   | 0.12%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc.                                                                     | GE Vernova Inc.                                                                      | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |    782000 | PA      | $773829.11    | 0.03%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                    | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    586000 | PA      | $580658.35    | 0.02%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-5C2, Class B         | CUSIP: 61779RCK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2617000 | PA      | $2647349.09   | 0.09%             | 2058-11-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                              | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2158000 | PA      | $2130977.35   | 0.08%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891AEK9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2968000 | PA      | $2972966.03   | 0.11%             | 2029-04-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                    | Xcel Energy Inc.                                                                     | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105167.66    | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2025-HE1, Class A1                       | CUSIP: 36272NAA2<br>LEI: 254900RIVK2GCJ08H839 | Long             | ABS-MBS          | CORP              | US        |   3198398 | PA      | $3208750.60   | 0.11%             | 2055-10-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    189000 | PA      | $185756.94    | 0.01%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp.                                                                        | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175657.75    | 0.01%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                  | Altria Group, Inc.                                                                   | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30259.76     | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2021-NQM2, Class A1                     | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    568395 | PA      | $511414.62    | 0.02%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                             | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62825.62     | 0.00%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                       | Cencora, Inc.                                                                        | CUSIP: 03073EBB0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    965000 | PA      | $948803.47    | 0.03%             | 2030-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC                                                                 | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12066.03     | 0.00%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                               | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1756000 | PA      | $1744517.13   | 0.06%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5390000 | PA      | $5459244.52   | 0.19%             | N/A             | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC                                                                 | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6984.20      | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                        | Mid-America Apartments, L.P.                                                         | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197995.45    | 0.01%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2025-NQM4, Class A1                               | CUSIP: 46660HAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1393239 | PA      | $1388627.52   | 0.05%             | 2066-03-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC, Series 2025-1A, Class A2I                                     | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   2324175 | PA      | $2307219.68   | 0.08%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                             | Pricoa Global Funding I                                                              | CUSIP: 74153WCV9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    506000 | PA      | $506071.48    | 0.02%             | 2031-08-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                     | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    237000 | PA      | $236281.26    | 0.01%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                          | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    480000 | PA      | $442372.93    | 0.02%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                             | Republic Services, Inc.                                                              | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8140.94      | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc.                                                                | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    530000 | PA      | $530632.82    | 0.02%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                                         | Snam S.p.A.                                                                          | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    276000 | PA      | $285106.76    | 0.01%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                 | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1362000 | PA      | $1364674.38   | 0.05%             | 2029-07-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1997.84      | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                     | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28323.40     | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                         | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4075.56      | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MILE Trust                                                                          | MILE Trust, Series 2025-STNE, Class A                                                | CUSIP: 59918AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8095000 | PA      | $8096619.00   | 0.29%             | 2042-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The), Series L                                                 | CUSIP: 808513CM5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4542000 | PA      | $4545467.41   | 0.16%             | N/A             | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1813000 | PA      | $1792592.16   | 0.06%             | 2032-03-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                               | Howmet Aerospace Inc.                                                                | CUSIP: 443201AG3<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    491000 | PA      | $484041.02    | 0.02%             | 2029-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc., Series B                                                      | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160395.60    | 0.01%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                                  | National Securities Clearing Corp.                                                   | CUSIP: 637639AK1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    928000 | PA      | $941514.47    | 0.03%             | 2028-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    320000 | PA      | $313337.60    | 0.01%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                      | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108760.04    | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund, L.P.                                         | Prologis Targeted U.S. Logistics Fund, L.P.                                          | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    179000 | PA      | $171956.79    | 0.01%             | 2036-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                               | Cardinal Health, Inc.                                                                | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    219000 | PA      | $217912.12    | 0.01%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                                                   | Morgan Stanley Private Bank, N.A.                                                    | CUSIP: 61776NU35<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   5296000 | PA      | $5270084.29   | 0.19%             | 2030-02-08      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                                                  | Tractor Supply Co.                                                                   | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3028.14      | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                         | CUSIP: 60687YDN6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1002000 | PA      | $1012731.99   | 0.04%             | 2031-07-08      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                             | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3861.54      | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC, Series 2025-1A, Class A2II                                    | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1795500 | PA      | $1774046.47   | 0.06%             | 2055-08-20      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                     | Danske Bank A/S                                                                      | CUSIP: 23636ABN0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2279000 | PA      | $2287192.62   | 0.08%             | 2032-03-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                  | CUSIP: 20268JBB8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9633.00      | 0.00%             | 2045-09-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 4, Ltd.                                                             | Signal Peak CLO 4, Ltd., Series 2017-4A, Class AR2                                   | CUSIP: 82667EAN1<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |   9790000 | PA      | $9798145.28   | 0.35%             | 2034-10-26      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                            | Honeywell Aerospace Inc.                                                             | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   3727000 | PA      | $3686119.62   | 0.13%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3132E0T85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2281766 | PA      | $1918708.99   | 0.07%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                           | Carlyle Global Market Strategies CLO Ltd., Series 2015-5A, Class A1R4                | CUSIP: 14312JBN1<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |   1225599 | PA      | $1226471.87   | 0.04%             | 2032-01-20      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class XA                     | CUSIP: 95001GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14681882 | PA      | $161991.07    | 0.01%             | 2050-12-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F6J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      5570 | PA      | $270.33       | 0.00%             | 2032-12-18      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                          | Aviation Capital Group LLC                                                           | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30341.22     | 0.00%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16657.31     | 0.00%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                          | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    138000 | PA      | $133187.90    | 0.00%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                    | Deutsche Bank AG                                                                     | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    533000 | PA      | $539121.40    | 0.02%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                            | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86343.50     | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.  | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170958.96    | 0.01%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                                      | Pacific Life Global Funding II                                                       | CUSIP: 6944PL3C1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275128.43    | 0.01%             | 2029-08-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394DQF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     58972 | PA      | $4574.23      | 0.00%             | 2035-05-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                 | EOG Resources, Inc.                                                                  | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3039.87      | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                             | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44387.40     | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                     | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50790.84     | 0.00%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F030454<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $285737.31    | 0.01%             | 2041-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                                                 | Rate Mortgage Trust, Series 2025-J1, Class A4                                        | CUSIP: 75410CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2120694 | PA      | $2130230.04   | 0.08%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Voya Global Funding                                                                 | Voya Global Funding                                                                  | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    954000 | PA      | $942765.16    | 0.03%             | 2030-11-24      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      1000 | PA      | $888.51       | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27283.56     | 0.00%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-R1, Class A1                                 | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286186 | PA      | $277659.69    | 0.01%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H030658<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    900000 | PA      | $801685.14    | 0.03%             | 2056-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                              | Citadel Securities Global Holdings LLC                                               | CUSIP: 17289RAE6<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   2063000 | PA      | $2038868.92   | 0.07%             | 2032-01-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                     | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2294276 | PA      | $1852523.16   | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | Mercedes-Benz Finance North America LLC                                              | CUSIP: 58769JBJ5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3252000 | PA      | $3236784.54   | 0.11%             | 2028-03-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC                                                                 | CUSIP: 26884TBB7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   3233000 | PA      | $3226119.21   | 0.11%             | 2036-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127248.41    | 0.00%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| RUN Trust                                                                           | RUN Trust, Series 2022-NQM1, Class A1                                                | CUSIP: 74981CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1582692 | PA      | $1551599.53   | 0.05%             | 2067-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2022-2, Class A1                                    | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1912879 | PA      | $1827534.64   | 0.06%             | 2067-02-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58998.18     | 0.00%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    946000 | PA      | $935643.50    | 0.03%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                        | Chase Mortgage Finance Trust, Series 2005-A2, Class 1A3                              | CUSIP: 16162WPX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256751 | PA      | $238926.03    | 0.01%             | 2036-01-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd.                                                                     | VOC Escrow Ltd.                                                                      | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2215000 | PA      | $2213291.13   | 0.08%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest STRIPS                                                          | Fannie Mae Interest STRIPS, IO                                                       | CUSIP: 3136FA6K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |    162991 | PA      | $19980.50     | 0.00%             | 2033-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                         | TELUS Corp.                                                                          | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   2211000 | PA      | $2212081.18   | 0.08%             | 2056-06-09      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                            | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    850000 | PA      | $853455.32    | 0.03%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                          | Corebridge Financial, Inc.                                                           | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112845.88    | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 3136AYAT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |   4477610 | PA      | $422081.47    | 0.01%             | 2047-09-25      | Floating      | 2.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3133TJZY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |      1142 | PA      | $26.28        | 0.00%             | 2029-03-15      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                            | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27505.97     | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F020455<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $733850.22    | 0.03%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2025-NQM5, Class A1                      | CUSIP: 36273GAA6<br>LEI: 254900MQ3DUBXKU1DC81 | Long             | ABS-MBS          | CORP              | US        |   4792841 | PA      | $4766452.58   | 0.17%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                          | Cooperatieve Rabobank U.A.                                                           | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $393158.06    | 0.01%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: N/A<br>LEI: 4NYF266XZC35SCTGX023       | Long             | DBT              | CORP              | US        |   6201000 | PA      | $6158378.67   | 0.22%             | 2056-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XL, LLC                                                       | Cerberus Loan Funding XL, LLC, Series 2023-1A, Class AR                              | CUSIP: 15675AAL3<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |   4216000 | PA      | $4217146.75   | 0.15%             | 2035-03-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47297.97     | 0.00%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                                                       | Bank of New York Mellon (The)                                                        | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    804000 | PA      | $810583.88    | 0.03%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                    | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81418.64     | 0.00%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35217.87     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                     | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    126000 | PA      | $127247.97    | 0.00%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                                 | Ingersoll Rand Inc.                                                                  | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49412.71     | 0.00%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group, L.P.                                                             | Kite Realty Group, L.P.                                                              | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44996.40     | 0.00%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155419.66    | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                       | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $994513.57    | 0.04%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group S.A.                                                         | Tyco Electronics Group S.A.                                                          | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    880000 | PA      | $876938.80    | 0.03%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                             | Flagstar Mortgage Trust, Series 2021-11IN, Class A6                                  | CUSIP: 33851TAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4234458 | PA      | $3803839.17   | 0.13%             | 2051-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2022-III Ltd.                                                          | CIFC Funding 2022-III Ltd., Series 2022-3A, Class AR                                 | CUSIP: 12571KAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5797000 | PA      | $5799828.94   | 0.21%             | 2035-04-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                      | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    245000 | PA      | $250386.57    | 0.01%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                       | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13547.87     | 0.00%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31394CKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     29806 | PA      | $1398.67      | 0.00%             | 2035-03-25      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                         | Toll Brothers Finance Corp.                                                          | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76777.52     | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                        | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119512.31    | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                                 | Ameren Illinois Co.                                                                  | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5036.75      | 0.00%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust, Series 2024-NQM5, Class A1           | CUSIP: 61777QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3502691 | PA      | $3525030.24   | 0.12%             | 2069-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | UBS AG                                                                               | CUSIP: 90261AAE2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   2267000 | PA      | $2268708.68   | 0.08%             | 2027-05-17      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                                                    | Salesforce, Inc.                                                                     | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   5670000 | PA      | $5656464.18   | 0.20%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings, Inc.                                                               | PayPal Holdings, Inc.                                                                | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196136.86    | 0.01%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                     | CUSIP: 709599BT0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9146.13      | 0.00%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                      | DTE Energy Co.                                                                       | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4193.55      | 0.00%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 3133TMBG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     20002 | PA      | $20300.22     | 0.00%             | 2029-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                 | Ally Financial Inc.                                                                  | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    260000 | PA      | $290512.16    | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Ltd.                                                          | TransCanada Pipelines Ltd.                                                           | CUSIP: 89352HBL2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    641000 | PA      | $646169.02    | 0.02%             | 2056-10-17      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                    | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $227085.21    | 0.01%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                      | AutoZone, Inc.                                                                       | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5069.85      | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                            | Honeywell Aerospace Inc.                                                             | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1299825.52   | 0.05%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Airbnb, Inc.                                                                        | Airbnb, Inc.                                                                         | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    806000 | PA      | $804866.22    | 0.03%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                | CUSIP: 3140Y7NX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    720064 | PA      | $747336.66    | 0.03%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos. Inc. (The)                                                        | Estee Lauder Cos. Inc. (The)                                                         | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118342.98    | 0.00%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 5 Year Notes Future                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -425 | NC      | $126139.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                                             | KeyCorp                                                                              | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    214000 | PA      | $210271.06    | 0.01%             | 2037-01-28      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp., Series A                                               | CUSIP: 02665WGX3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1401653.10   | 0.05%             | 2031-04-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1000 | PA      | $947.41       | 0.00%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    746000 | PA      | $739510.74    | 0.03%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                     | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23227.70     | 0.00%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                               | WEC Energy Group Inc.                                                                | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11115.82     | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2024-2, Class A1                                    | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |   3758781 | PA      | $3779060.49   | 0.13%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                    | Bank of Montreal, Series J                                                           | CUSIP: 06368MK78<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2052000 | PA      | $2041620.98   | 0.07%             | 2030-03-19      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                                    | Caterpillar Inc.                                                                     | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51284.26     | 0.00%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                    | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    340000 | PA      | $332948.82    | 0.01%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                                                   | Morgan Stanley Private Bank, N.A.                                                    | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    962000 | PA      | $960906.91    | 0.03%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, IO                                         | CUSIP: 38375JSQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-APCP         | USGA              | US        |    276430 | PA      | $13064.21     | 0.00%             | 2037-04-16      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2022-1A, Class A                  | CUSIP: 05377REZ3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6614000 | PA      | $6581238.87   | 0.23%             | 2028-08-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                    | Equitable America Global Funding                                                     | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1064447.25   | 0.04%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                                                  | Omnicom Group Inc.                                                                   | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    836000 | PA      | $826819.05    | 0.03%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                     | CUSIP: 86563VBK4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $653472.26    | 0.02%             | 2026-09-14      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                     | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4875.36      | 0.00%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                        | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    244000 | PA      | $238210.53    | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                         | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    392000 | PA      | $457689.01    | 0.02%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                                  | Northwestern Mutual Global Funding                                                   | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7007.66      | 0.00%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                    | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13288.00     | 0.00%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Essential Properties, L.P.                                                          | Essential Properties, L.P.                                                           | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33690.64     | 0.00%             | 2035-12-01      | Fixed         | 5.40%                 | 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        |   2525400 | PA      | $2374809.89   | 0.08%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  37304427 | PA      | $35888352.82  | 1.27%             | 2056-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Magna International Inc.                                                            | Magna International Inc.                                                             | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $12509.11     | 0.00%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                           | UDR, Inc.                                                                            | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101190.77    | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                                              | Alternative Loan Trust, Series 2005-29CB, Class A4                                   | CUSIP: 12667GUG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198323 | PA      | $103724.73    | 0.00%             | 2035-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1B                    | CUSIP: 12660BAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1890000 | PA      | $1762882.19   | 0.06%             | 2067-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                              | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $701822.36    | 0.02%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                                                  | Southern Power Co., Series B                                                         | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    131000 | PA      | $126938.52    | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp., Series B                                                  | CUSIP: 89236TPQ2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3169000 | PA      | $3148435.47   | 0.11%             | 2029-03-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                      | PMT Loan Trust, Series 2025-INV1, Class A7                                           | CUSIP: 693967AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2033830 | PA      | $2056816.77   | 0.07%             | 2060-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Agree L.P.                                                                          | Agree L.P.                                                                           | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8199.44      | 0.00%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BINOM Mortgage Loan Trust 2026-NQM1                                                 | BINOM Mortgage Loan Trust 2026-NQM1, Series 2026-NQM1, Class A1                      | CUSIP: 09055CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    807000 | PA      | $807323.85    | 0.03%             | 2066-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                                  | General Motors Co.                                                                   | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107105.72    | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                         | Southern California Gas Co.                                                          | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108992.77    | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                            | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     99000 | PA      | $99427.38     | 0.00%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs                                                                    | CUSIP: 31397NP41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     52516 | PA      | $53081.66     | 0.00%             | 2037-06-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2025-3A, Class A                  | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3177000 | PA      | $3148843.20   | 0.11%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                 | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1062.96      | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Komatsu Finance America Inc.                                                        | Komatsu Finance America Inc.                                                         | CUSIP: 50048WAA6<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |    637000 | PA      | $647630.10    | 0.02%             | 2027-10-06      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    303000 | PA      | $301257.77    | 0.01%             | 2036-09-12      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                   | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69830.87     | 0.00%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                        | Blue Owl Credit Income Corp.                                                         | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101870.28    | 0.00%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                                | Laboratory Corp. of America Holdings                                                 | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    136000 | PA      | $134873.92    | 0.00%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                   | Georgia Power Co.                                                                    | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4030.26      | 0.00%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-1A, Class A2I                                        | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4207920 | PA      | $4240908.41   | 0.15%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $402940.22    | 0.01%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19552.57     | 0.00%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                     | Southwestern Electric Power Co.                                                      | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5075.68      | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                 | Abbott Laboratories                                                                  | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   4199000 | PA      | $4062722.63   | 0.14%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                      | Apollo Global Management, Inc.                                                       | CUSIP: 03769MAG1<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130535.18    | 0.00%             | 2036-03-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                            | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63982.85     | 0.00%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    952000 | PA      | $942644.42    | 0.03%             | 2031-09-12      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO LLC                                                            | Fort Greene Park CLO LLC, Series 2025-2A, Class AR                                   | CUSIP: 18914KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3920000 | PA      | $3918043.92   | 0.14%             | 2034-04-22      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                          | Aviation Capital Group LLC                                                           | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    714000 | PA      | $709159.18    | 0.03%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                   | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   4372000 | PA      | $4421381.74   | 0.16%             | 2058-04-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3944.44      | 0.00%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                               | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1527133.64   | 0.05%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31392MTC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     85752 | PA      | $86650.57     | 0.00%             | 2032-06-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co.                                                     | Louisville Gas and Electric Co.                                                      | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3975.75      | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 47, Ltd.                                         | Neuberger Berman Loan Advisers CLO 47, Ltd., Series 2022-47A, Class AR               | CUSIP: 64135DAJ4<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |   5335000 | PA      | $5337555.47   | 0.19%             | 2035-04-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                                                   | Morgan Stanley Private Bank, N.A.                                                    | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296106.80    | 0.01%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                          | Duke Energy Carolinas, LLC                                                           | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     91000 | PA      | $92656.75     | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                             | Uber Technologies, Inc.                                                              | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52622.23     | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                  | Metropolitan Life Global Funding I                                                   | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    279000 | PA      | $281758.89    | 0.01%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                        | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1599000 | PA      | $1583625.22   | 0.06%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp., Series B                                                  | CUSIP: 89236TPS8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1923000 | PA      | $1896966.54   | 0.07%             | 2033-03-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                              | Truist Financial Corp.                                                               | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1671794.12   | 0.06%             | 2032-01-27      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| KKR CLO 15 Ltd.                                                                     | KKR CLO 15 Ltd., Series 15, Class A1R2                                               | CUSIP: 48251MBA3<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |   1336253 | PA      | $1336891.36   | 0.05%             | 2032-01-18      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                          | Travelers Cos., Inc. (The)                                                           | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      1000 | PA      | $960.62       | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp.                                                                        | Wabtec Corp.                                                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150488.64    | 0.01%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     86000 | PA      | $86464.64     | 0.00%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                                 | Athene Holding Ltd.                                                                  | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145756.92    | 0.01%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Mosaic Co. (The)                                                                    | Mosaic Co. (The)                                                                     | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1356794.22   | 0.05%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co.                                                                 | Vertiv Holdings Co.                                                                  | CUSIP: 92537NAC2<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |    887000 | PA      | $860828.74    | 0.03%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                       | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2267345.22   | 0.08%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc.                                                              | Gildan Activewear Inc.                                                               | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $564382.74    | 0.02%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                          | Niagara Mohawk Power Corp.                                                           | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8041.53      | 0.00%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                                   | NTT Finance Corp.                                                                    | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    591000 | PA      | $595278.42    | 0.02%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                          | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112287.75    | 0.00%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                    | Domino's Pizza Master Issuer LLC, Series 2025-1A, Class A2II                         | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4374592.64   | 0.15%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                  | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    312000 | PA      | $312712.80    | 0.01%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398113.04    | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                               | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    117000 | PA      | $115401.42    | 0.00%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                            | CUSIP: 91282CQJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46800900 | PA      | $46755196.11  | 1.65%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                                        | Canadian Pacific Railway Co.                                                         | CUSIP: 13645RBS2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    802000 | PA      | $768873.40    | 0.03%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs                                                                   | CUSIP: 31392MJE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |     91639 | PA      | $94652.72     | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                     | Fairfax Financial Holdings Ltd.                                                      | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $224090.12    | 0.01%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership L.P.                                         | Invitation Homes Operating Partnership L.P.                                          | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27083.73     | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                  | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4130.44      | 0.00%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICs                                                                  | Freddie Mac REMICs, IO                                                               | CUSIP: 3137B93W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |    653534 | PA      | $59609.38     | 0.00%             | 2044-01-15      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding, Inc.                                                             | BlackRock Funding, Inc.                                                              | CUSIP: 09290DAK7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95520.11     | 0.00%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                       | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134796.35    | 0.00%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2026-NQM3, Class A1                      | CUSIP: 36274UAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8440000 | PA      | $8445688.56   | 0.30%             | 2066-05-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                                                               | McCormick & Co., Inc.                                                                | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    708000 | PA      | $701882.89    | 0.02%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                         | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    599000 | PA      | $611966.76    | 0.02%             | 2030-07-10      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392F7F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     73792 | PA      | $6355.42      | 0.00%             | 2032-12-18      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                         | PRKCM Trust, Series 2023-AFC4, Class A1                                              | CUSIP: 69380GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2804064 | PA      | $2824963.14   | 0.10%             | 2058-11-25      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                             | GA Global Funding Trust                                                              | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    554000 | PA      | $561067.68    | 0.02%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                 | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    163000 | PA      | $165581.82    | 0.01%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2499000 | PA      | $2435880.18   | 0.09%             | 2036-02-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                        | MassMutual Global Funding II                                                         | CUSIP: 57629TBX4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    746000 | PA      | $744127.23    | 0.03%             | 2030-05-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                 | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3016.80      | 0.00%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A1                   | CUSIP: 07336JAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3084715 | PA      | $2669303.12   | 0.09%             | 2051-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Grand River Funding Trust I                                                         | Grand River Funding Trust I                                                          | CUSIP: 38644BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2891256.69   | 0.10%             | 2036-02-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                           | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4301.08      | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     36325 | PA      | $2293.04      | 0.00%             | 2032-07-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                 | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    254000 | PA      | $259961.57    | 0.01%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                                | LXP Industrial Trust                                                                 | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4183.99      | 0.00%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                                             | Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2                                  | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |    747161 | PA      | $747717.73    | 0.03%             | 2034-01-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                                  | National Securities Clearing Corp.                                                   | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    837000 | PA      | $848512.69    | 0.03%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                                           | BPCE S.A.                                                                            | CUSIP: 05571ABG9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    258000 | PA      | $249153.98    | 0.01%             | 2047-01-13      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                              | CUSIP: 44891ACE5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2068.92      | 0.00%             | 2030-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DD3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   4274000 | PA      | $4632533.04   | 0.16%             | N/A             | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                               | Honda Motor Co., Ltd.                                                                | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    333000 | PA      | $333348.75    | 0.01%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-1A, Class A                  | CUSIP: 05377RGC2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1463000 | PA      | $1483828.44   | 0.05%             | 2029-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns Adjustable Rate Mortgage Trust, Series 2005-9, Class A1                 | CUSIP: 07387AEG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91595 | PA      | $88618.42     | 0.00%             | 2035-10-25      | Floating      | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3367000 | PA      | $3391186.78   | 0.12%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-7, Class A1                                  | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2630446 | PA      | $2415002.53   | 0.09%             | 2066-10-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2026-NQM1, Class A1                      | CUSIP: 36276EAA8<br>LEI: 254900WEVNJASLS4UV47 | Long             | ABS-MBS          | CORP              | US        |   1812390 | PA      | $1803267.44   | 0.06%             | 2066-03-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio, L.P.                                                               | Essex Portfolio, L.P.                                                                | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5104.52      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                         | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    972000 | PA      | $972120.60    | 0.03%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                        | CUSIP: 21H020659<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $823018.52    | 0.03%             | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                               | Electricite de France                                                                | CUSIP: 285039AQ6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   4969000 | PA      | $4815580.04   | 0.17%             | 2056-04-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                 | CUSIP: 606822DV3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   4138000 | PA      | $4132492.78   | 0.15%             | 2037-04-21      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31393BGX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |     68289 | PA      | $7353.24      | 0.00%             | 2033-05-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                         | Pfizer Inc.                                                                          | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1278125.47   | 0.05%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                               | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    807000 | PA      | $801808.61    | 0.03%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings, Ltd.                                                      | Pershing Square Holdings, Ltd.                                                       | CUSIP: 71531QAG6<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |   4936000 | PA      | $4922804.74   | 0.17%             | 2032-10-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes                                                                 | U.S. Treasury Notes                                                                  | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3000292.98   | 0.11%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                                             | Waste Connections, Inc.                                                              | CUSIP: 94106BAK7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   3534000 | PA      | $3460887.30   | 0.12%             | 2036-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                         | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    963000 | PA      | $958168.73    | 0.03%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                | CUSIP: 31392BMY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      6901 | PA      | $550.77       | 0.00%             | 2032-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust                                                        | Navient Refinance Loan Trust, Series 2025-A, Class A                                 | CUSIP: 63943FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2872510 | PA      | $2881771.35   | 0.10%             | 2055-02-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                              | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18645000 | PA      | $19346531.18  | 0.68%             | 2056-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                    | Amazon.com, Inc.                                                                     | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2083127.06   | 0.07%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Orange                                                                              | Orange                                                                               | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   2952000 | PA      | $2926977.64   | 0.10%             | 2029-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                         | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     22000 | PA      | $16946.98     | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                        | American National Group Inc.                                                         | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111525.21    | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                         | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3970.27      | 0.00%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    168000 | PA      | $157446.76    | 0.01%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                           | MFA Trust, Series 2021-INV2, Class A1                                                | CUSIP: 552732AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1953764 | PA      | $1775613.71   | 0.06%             | 2056-11-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                 | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    601000 | PA      | $612757.00    | 0.02%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                            | Korea National Oil Corp.                                                             | CUSIP: 50065LAV2<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |   3687000 | PA      | $3702599.14   | 0.13%             | 2031-03-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                          | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5248.06      | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                          | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      1000 | PA      | $944.37       | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-30

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

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer