# EDGAR Filing Document

**Accession Number:** 0000353905
**File Stem:** 0001752724-25-195193
**Filing Date:** 2025-8
**Character Count:** 328783
**Document Hash:** 059bab3078b1c4790e9bdda981efaa8e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-195193.hdr.sgml**: 20250820

**ACCESSION NUMBER**: 0001752724-25-195193

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250820

**DATE AS OF CHANGE**: 20250820

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03213
- **FILM NUMBER:** 251236541

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $3634663078.61

**Total Liabilities:** $176864407.44

**Net Assets:** $3457798671.17

**Cash Not Reported:** $125027954.20

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3310.72813000 | **1-Year:** 91872.86711200 | **5-Year:** 477836.75928300 | **10-Year:** 527150.17151500 | **30-Year:** 118569.64389300

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

- **3-Month:** 2.95424200 | **1-Year:** 81.36153000 | **5-Year:** 2665.75240700 | **10-Year:** 263.27565100 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000059799 | 0.22%                | -0.65%               | 1.64%                |
| Class ID C000112229 | 0.22%                | -0.54%               | 1.53%                |
| Class ID C000059797 | 0.22%                | -0.54%               | 1.53%                |
| Class ID C000059798 | 0.22%                | -0.65%               | 1.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6569489.90             | $2175016.18                                |
| Month 2  | $-1974967.01             | $-32319356.25                              |
| Month 3  | $368325.42               | $40965043.71                               |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMorgan Chase & Co.                                                | JPMorgan Chase & Co.                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5240000 | PA      | $5461639.27   | 0.16%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13219555 | PA      | $11236838.94  | 0.32%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                  | British Airways Pass-Through Trust, Series 2021-1, Class B                       | CUSIP: 11042CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3007512 | PA      | $2844038.43   | 0.08%             | 2031-09-15      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                          | Verus Securitization Trust, Series 2021-3, Class A1                              | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2323455 | PA      | $2038525.37   | 0.06%             | 2066-06-25      | Variable      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| Kite Realty Group Trust                                             | Kite Realty Group Trust                                                          | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2124000 | PA      | $2120140.29   | 0.06%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EnFin Residential Solar Receivables Trust                           | EnFin Residential Solar Receivables Trust, Series 2024-2A, Class A               | CUSIP: 29281EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2055-09-20      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                   | Wells Fargo & Co.                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2739749.79   | 0.08%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                          | Exeter Select Automobile Receivables Trust, Series 2025-1, Class A3              | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1255159.25   | 0.04%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                              | CVS Pass-Through Trust                                                           | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2286305 | PA      | $2318564.63   | 0.07%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                            | Svenska Handelsbanken AB                                                         | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   6340000 | PA      | $6394103.21   | 0.18%             | 2028-05-23      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                 | Societe Generale SA                                                              | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10995000 | PA      | $11212739.81  | 0.32%             | 2031-05-22      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: —       |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2023-4A, Class A3                  | CUSIP: 96041AAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1280000 | PA      | $1287301.63   | 0.04%             | 2027-07-15      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| PVH Corp.                                                           | PVH Corp.                                                                        | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   9570000 | PA      | $9638510.29   | 0.28%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                          | AT&T, Inc.                                                                       | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2961199.12   | 0.09%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Western-Southern Global Funding                                     | Western-Southern Global Funding                                                  | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1705898.40   | 0.05%             | 2030-05-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: —       |
| AES Panama Generation Holdings SRL                                  | AES Panama Generation Holdings SRL                                               | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   2458410 | PA      | $2249641.53   | 0.07%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XRAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6545490 | PA      | $6585852.53   | 0.19%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Syensqo Finance America LLC                                         | Syensqo Finance America LLC                                                      | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   7891000 | PA      | $8177186.61   | 0.24%             | 2034-06-04      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: —       |
| Trestles CLO IV Ltd.                                                | Trestles CLO IV Ltd., Series 2021-4A, Class A                                    | CUSIP: 89532WAA7<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | PA      | $1450493.00   | 0.04%             | 2034-07-21      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                               | GM Financial Automobile Leasing Trust, Series 2024-2, Class A3                   | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2419146.00   | 0.07%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co.                                     | Louisville Gas and Electric Co., Series LOU                                      | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2067688.20   | 0.06%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $16077656.16  | 0.46%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                          | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAB2<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   9525000 | PA      | $9398528.57   | 0.27%             | 2028-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| Boeing Co. (The)                                                    | Boeing Co. (The)                                                                 | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $850433.88    | 0.02%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140W0QY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11889744 | PA      | $12298436.46  | 0.36%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140L06D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1246313 | PA      | $999660.57    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                          | Constellation Brands, Inc.                                                       | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   2677000 | PA      | $2543034.94   | 0.07%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| Extra Space Storage LP                                              | Extra Space Storage LP                                                           | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1302377.87   | 0.04%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138MRLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72363 | PA      | $67898.23     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                             | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  12445000 | PA      | $12490755.04  | 0.36%             | 2027-04-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Electricite de France SA                                            | Electricite de France SA                                                         | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    779000 | PA      | $802456.00    | 0.02%             | 2028-05-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                         | Citibank NA                                                                      | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6319033.49   | 0.18%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                   | Philip Morris International, Inc.                                                | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1816000 | PA      | $1906866.10   | 0.06%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Ford Credit Auto Owner Trust                                        | Ford Credit Auto Owner Trust, Series 2024-1, Class A                             | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2482000 | PA      | $2529489.84   | 0.07%             | 2036-08-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| World Omni Select Auto Trust                                        | World Omni Select Auto Trust, Series 2024-A, Class A3                            | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1256545.25   | 0.04%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                            | Avis Budget Rental Car Funding AESOP LLC, Series 2025-2A, Class A                | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2945000 | PA      | $2995843.07   | 0.09%             | 2031-08-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                   | Enterprise Products Operating LLC                                                | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   8055000 | PA      | $8116277.12   | 0.23%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Citigroup, Inc.                                                     | Citigroup, Inc.                                                                  | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12360000 | PA      | $12392761.66  | 0.36%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                      | AutoZone, Inc.                                                                   | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54685.43     | 0.00%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                        | Santander Holdings USA, Inc.                                                     | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1334623.73   | 0.04%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| Mutual of Omaha Cos. Global Funding                                 | Mutual of Omaha Cos. Global Funding                                              | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   4680000 | PA      | $4768611.31   | 0.14%             | 2030-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EPR Properties                                                      | EPR Properties                                                                   | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   3408000 | PA      | $3402443.22   | 0.10%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DV4B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1496589 | PA      | $1410878.99   | 0.04%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132CW5W0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4710245 | PA      | $4408836.88   | 0.13%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                          | Alexander Funding Trust II                                                       | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1892814.48   | 0.05%             | 2028-07-31      | Fixed         | 7.47%                 | Yes           |                  2 | On Loan: —       |
| Ford Credit Auto Lease Trust                                        | Ford Credit Auto Lease Trust, Series 2024-B, Class A3                            | CUSIP: 345279AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1070000 | PA      | $1077650.29   | 0.03%             | 2027-12-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179W7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6505517 | PA      | $5935242.78   | 0.17%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                       | Bridgecrest Lending Auto Securitization Trust, Series 2025-2, Class A3           | CUSIP: 10807HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6445000 | PA      | $6459561.83   | 0.19%             | 2028-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHRP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14744113 | PA      | $14213909.11  | 0.41%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWE41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3668978 | PA      | $3308820.68   | 0.10%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                            | Bimbo Bakeries USA, Inc.                                                         | CUSIP: 09031WAD5<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |  10896000 | PA      | $11633201.57  | 0.34%             | 2034-01-15      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WPG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294469 | PA      | $276270.63    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hercules Capital, Inc.                                              | Hercules Capital, Inc.                                                           | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2280316.44   | 0.07%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                               | Silgan Holdings, Inc.                                                            | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2286626.00   | 0.07%             | 2026-04-01      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| LXP Industrial Trust                                                | LXP Industrial Trust                                                             | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $8045206.02   | 0.23%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                     | Goldman Sachs Group, Inc. (The)                                                  | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3947000 | PA      | $3447096.03   | 0.10%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                                       | American National Group, Inc.                                                    | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   9180000 | PA      | $9234063.50   | 0.27%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| PSEG Power LLC                                                      | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4234843.31   | 0.12%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Carrier Global Corp.                                                | Carrier Global Corp.                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   3515000 | PA      | $3266546.97   | 0.09%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| Target Corp.                                                        | Target Corp.                                                                     | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   7405000 | PA      | $7393460.42   | 0.21%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| SCF Equipment Trust LLC                                             | SCF Equipment Trust LLC, Series 2025-1A, Class A3                                | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1980000 | PA      | $2019753.85   | 0.06%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Var Energi ASA                                                      | Var Energi ASA                                                                   | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $1058459.00   | 0.03%             | 2028-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Fells Point Funding Trust                                           | Fells Point Funding Trust                                                        | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6825000 | PA      | $6677023.01   | 0.19%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                               | NextEra Energy Capital Holdings, Inc.                                            | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2167801.25   | 0.06%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd.                                                  | Vale Overseas Ltd.                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   2790000 | PA      | $2741925.23   | 0.08%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138W9GW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    653040 | PA      | $611797.60    | 0.02%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140X7Y86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1179762 | PA      | $1036250.76   | 0.03%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                      | EPR Properties                                                                   | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    385000 | PA      | $383029.77    | 0.01%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                     | Fairfax Financial Holdings Ltd.                                                  | CUSIP: 303901BW1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   4995000 | PA      | $5110146.54   | 0.15%             | 2055-05-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138X6TP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234333 | PA      | $225265.38    | 0.01%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QUSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3906279 | PA      | $3998924.28   | 0.12%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                        | Oracle Corp.                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2801319.64   | 0.08%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                  | Crown Castle, Inc.                                                               | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1419932.94   | 0.04%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                 | Exeter Automobile Receivables Trust, Series 2024-3A, Class A3                    | CUSIP: 30165AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501034.80    | 0.01%             | 2027-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Weir Group, Inc.                                                    | Weir Group, Inc.                                                                 | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   3935000 | PA      | $3990090.04   | 0.12%             | 2030-05-06      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| American National Global Funding                                    | American National Global Funding                                                 | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5725000 | PA      | $5753615.38   | 0.17%             | 2030-06-03      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| EPR Properties                                                      | EPR Properties                                                                   | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339339.14    | 0.01%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| American Electric Power Co., Inc.                                   | American Electric Power Co., Inc.                                                | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3752962.28   | 0.11%             | 2025-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                      | Enterprise Fleet Financing LLC, Series 2025-1, Class A3                          | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1075000 | PA      | $1090733.49   | 0.03%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Siemens Funding BV                                                  | Siemens Funding BV                                                               | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   4205000 | PA      | $4247024.77   | 0.12%             | 2030-05-28      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138W7NQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691419 | PA      | $635471.80    | 0.02%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                        | CubeSmart LP                                                                     | CUSIP: 22966RAC0<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    874000 | PA      | $871486.61    | 0.03%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                  | VICI Properties LP                                                               | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2696880.48   | 0.08%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| World Omni Select Auto Trust                                        | World Omni Select Auto Trust, Series 2024-A, Class A2A                           | CUSIP: 98164LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495300 | PA      | $496421.04    | 0.01%             | 2028-02-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                           | ALA Trust, Series 2025-OANA, Class A                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1845000 | PA      | $1854804.15   | 0.05%             | 2040-06-15      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179MX47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    365707 | PA      | $342081.96    | 0.01%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                           | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1882051.83   | 0.05%             | 2029-10-01      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: —       |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  54513492 | PA      | $43265787.25  | 1.25%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                  | Crown Castle, Inc.                                                               | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429469.72    | 0.01%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DPBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3370302 | PA      | $3424137.74   | 0.10%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2817109 | PA      | $2668210.68   | 0.08%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                 | NatWest Markets plc                                                              | CUSIP: 63906YAM0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   6360000 | PA      | $6431054.49   | 0.19%             | 2028-03-21      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: —       |
| Vistra Operations Co. LLC                                           | Vistra Operations Co. LLC                                                        | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1201144.80   | 0.03%             | 2026-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132D6E97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3554835 | PA      | $3580792.93   | 0.10%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                     | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1575444.27   | 0.05%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $12379218.84  | 0.36%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                             | GA Global Funding Trust                                                          | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   5505000 | PA      | $5595527.52   | 0.16%             | 2032-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Public Storage Operating Co.                                        | Public Storage Operating Co.                                                     | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6733779.62   | 0.19%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                              | University of Michigan, Series C                                                 | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3285000 | PA      | $2713386.68   | 0.08%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133AGNS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1830657 | PA      | $1468103.09   | 0.04%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWCS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6665701 | PA      | $5013661.68   | 0.14%             | 2051-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHQF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6053989 | PA      | $5516230.85   | 0.16%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  60877000 | PA      | $59699885.98  | 1.73%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XBS43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1751527 | PA      | $1466876.08   | 0.04%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini BV                                                  | Bacardi-Martini BV                                                               | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |   5225000 | PA      | $5362059.64   | 0.16%             | 2030-02-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XCCQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1297551 | PA      | $1081016.65   | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6200000 | PA      | $5549968.75   | 0.16%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                           | Ford Motor Credit Co. LLC                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    585000 | PA      | $572006.74    | 0.02%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                          | Warnermedia Holdings, Inc.                                                       | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $1896562.50   | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XTAN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3301551 | PA      | $2930733.10   | 0.08%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                            | PNC Financial Services Group, Inc. (The)                                         | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2671000 | PA      | $2745770.91   | 0.08%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 3132MANN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243016 | PA      | $227068.53    | 0.01%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                      | NiSource, Inc.                                                                   | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    485000 | PA      | $496507.63    | 0.01%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| DTE Energy Co.                                                      | DTE Energy Co.                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2513000 | PA      | $2541770.96   | 0.07%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Ryder System, Inc.                                                  | Ryder System, Inc.                                                               | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1369399.55   | 0.04%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                        | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $2952925.67   | 0.09%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| LXP Industrial Trust                                                | LXP Industrial Trust                                                             | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    471000 | PA      | $397714.30    | 0.01%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140A1DZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384851 | PA      | $399373.21    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EnFin Residential Solar Receivables Trust                           | EnFin Residential Solar Receivables Trust, Series 2024-1A, Class A               | CUSIP: 29281LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2055-02-20      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                 | Citigroup Commercial Mortgage Trust, Series 2018-C6, Class A4                    | CUSIP: 17327GAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4505000 | PA      | $4459622.49   | 0.13%             | 2051-11-10      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                    | Equitable America Global Funding                                                 | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   6570000 | PA      | $6641583.63   | 0.19%             | 2030-06-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                              | Duke Energy Ohio, Inc.                                                           | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   4385000 | PA      | $4516048.75   | 0.13%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West, Inc.                                          | Evergy Missouri West, Inc.                                                       | CUSIP: 30037EAA1<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   3140000 | PA      | $2830187.79   | 0.08%             | 2032-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418DET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3956000 | PA      | $3604506.31   | 0.10%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHAE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6160035 | PA      | $5775985.73   | 0.17%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                    | Wheels Fleet Lease Funding 1 LLC, Series 2024-2A, Class A1                       | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   3924245 | PA      | $3946070.05   | 0.11%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Harbour Energy plc                                                  | Harbour Energy plc                                                               | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   1145000 | PA      | $1138273.47   | 0.03%             | 2035-04-01      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                   | Philip Morris International, Inc.                                                | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3803000 | PA      | $3425937.11   | 0.10%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| Kite Realty Group LP                                                | Kite Realty Group LP                                                             | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1244923.54   | 0.04%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                               | DB Master Finance LLC, Series 2021-1A, Class A2I                                 | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   4039490 | PA      | $3888885.29   | 0.11%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                               | SBNA Auto Lease Trust, Series 2024-B, Class A3                                   | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2218260.88   | 0.06%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                                        | CaixaBank SA                                                                     | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   4995000 | PA      | $5014660.52   | 0.15%             | 2031-07-03      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                                   | BAT Capital Corp.                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4044614.05   | 0.12%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: —       |
| HPS Corporate Lending Fund                                          | HPS Corporate Lending Fund                                                       | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   4590000 | PA      | $4602937.51   | 0.13%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                        | Exelon Corp.                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   4977000 | PA      | $4896094.44   | 0.14%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| Vornado Realty LP                                                   | Vornado Realty LP                                                                | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3302661.88   | 0.10%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                          | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3087920.93   | 0.09%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                      | EPR Properties                                                                   | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133302.72    | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                     | Goldman Sachs Group, Inc. (The)                                                  | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $724130.59    | 0.02%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XAA77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6991204 | PA      | $6417206.95   | 0.19%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                    | OneMain Financial Issuance Trust, Series 2019-2A, Class A                        | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3625000 | PA      | $3535000.68   | 0.10%             | 2036-10-14      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue | Metropolitan Washington Airports Authority Dulles Toll Road Revenue, Series D    | CUSIP: 592643BN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2425896.20   | 0.07%             | 2047-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15933171 | PA      | $16206879.44  | 0.47%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                      | M&T Bank Corp.                                                                   | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2934770.45   | 0.08%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: —       |
| AutoNation Finance Trust                                            | AutoNation Finance Trust, Series 2025-1A, Class A3                               | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2180000 | PA      | $2197109.95   | 0.06%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                           | Navient Private Education Refi Loan Trust, Series 2021-EA, Class A               | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3931634 | PA      | $3517676.04   | 0.10%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                          | Aviation Capital Group LLC                                                       | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3800557.75   | 0.11%             | 2030-04-10      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                                              | Extra Space Storage LP                                                           | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1252896.33   | 0.04%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QLEL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1080188 | PA      | $904838.38    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 720 East CLO V Ltd.                                                 | 720 East CLO V Ltd., Series 2024-2A, Class A1                                    | CUSIP: 81789MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8524531.00   | 0.25%             | 2037-07-20      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                 | Constellation Energy Generation LLC                                              | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   4027000 | PA      | $4258183.26   | 0.12%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DV6V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6717283 | PA      | $5877904.62   | 0.17%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                             | CUSIP: 31381RN91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    752681 | PA      | $760574.19    | 0.02%             | 2028-06-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust                                         | Daimler Trucks Retail Trust, Series 2023-1, Class A3                             | CUSIP: 233868AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2943618 | PA      | $2961637.60   | 0.09%             | 2027-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWHP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4410226 | PA      | $4103362.08   | 0.12%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XPV55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9288121 | PA      | $9305311.14   | 0.27%             | 2053-10-01      | Fixed         | 5.50%                 | 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        |   4960000 | PA      | $5047894.42   | 0.15%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XNPR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11193091 | PA      | $9884969.37   | 0.29%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                      | Element Fleet Management Corp.                                                   | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   4355000 | PA      | $4393271.48   | 0.13%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| ING FINANCIAL MARKETS LLC                                           | Government Agency Repurchase Agreement                                           | CUSIP: N/A<br>LEI: KBVRJ5K57JZ3E2AVWX40       | Long             | RA               | CORP              | US        |  20000000 | PA      | $20000000.00  | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3647608 | PA      | $3290142.86   | 0.10%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                             | Duke Energy Indiana LLC, Series YYY                                              | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1695898.90   | 0.05%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS Group AG                                                                     | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1359000 | PA      | $1478166.12   | 0.04%             | 2033-08-12      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp.                                                      | M&T Bank Corp.                                                                   | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3598641.13   | 0.10%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: —       |
| United States of America                                            | U.S. Treasury Notes                                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62540000 | PA      | $62637718.75  | 1.81%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                     | Danske Bank A/S                                                                  | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3335000 | PA      | $3372795.96   | 0.10%             | 2031-03-04      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DUNX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18195134 | PA      | $17430209.00  | 0.50%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue | Metropolitan Washington Airports Authority Dulles Toll Road Revenue, Series D    | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $6939469.20   | 0.20%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                               | Westpac Banking Corp.                                                            | CUSIP: 961214GC1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  12075000 | PA      | $12099850.23  | 0.35%             | 2030-07-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3142GS5R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6564882 | PA      | $6464090.01   | 0.19%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                             | CUSIP: 31381MQW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2188113 | PA      | $2181397.00   | 0.06%             | 2028-04-01      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                            | Octane Receivables Trust, Series 2024-3A, Class A2                               | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    766814 | PA      | $768966.16    | 0.02%             | 2030-05-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XI LLC                           | Amur Equipment Finance Receivables XI LLC, Series 2022-2A, Class A2              | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |    176293 | PA      | $176654.71    | 0.01%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                 | EOG Resources, Inc.                                                              | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   7130000 | PA      | $7216714.13   | 0.21%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                | Kite Realty Group LP                                                             | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2647870.73   | 0.08%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Affirm Master Trust                                                 | Affirm Master Trust, Series 2025-2A, Class A                                     | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6660000 | PA      | $6682153.16   | 0.19%             | 2033-07-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                          | US Bancorp                                                                       | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5855000 | PA      | $5972343.22   | 0.17%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XJK44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10858970 | PA      | $10913960.01  | 0.32%             | 2042-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                 | Antares Holdings LP                                                              | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1904363.08   | 0.06%             | 2029-10-23      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2253692 | PA      | $2099913.21   | 0.06%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                         | Amgen, Inc.                                                                      | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1655577.74   | 0.05%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| CITIGROUP GLOBAL MARKETS INC                                        | Treasury Repurchase Agreement                                                    | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | Long             | RA               | CORP              | US        |   7000000 | PA      | $7000000.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                               | United Mexican States                                                            | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   7110000 | PA      | $7195320.00   | 0.21%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WGFE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    376555 | PA      | $348716.95    | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XRAN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    885283 | PA      | $907240.23    | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                            | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   9105000 | PA      | $9234449.61   | 0.27%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.                                | Textainer Marine Containers VII Ltd., Series 2020-2A, Class A                    | CUSIP: 88315LAG3<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   2281518 | PA      | $2131677.51   | 0.06%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DN2T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7204072 | PA      | $7261813.22   | 0.21%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XH25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7439147 | PA      | $7519402.97   | 0.22%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                       | Comcast Corp.                                                                    | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3905000 | PA      | $3627505.62   | 0.10%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3609307 | PA      | $3306165.64   | 0.10%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                      | BNP Paribas SA                                                                   | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   8500000 | PA      | $8480624.93   | 0.25%             | 2026-05-12      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2025-1, Class C                   | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3081000 | PA      | $3115716.09   | 0.09%             | 2031-03-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133B93G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8198544 | PA      | $6801429.95   | 0.20%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75000000 | PA      | $36023437.50  | 1.04%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XLHN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5259519 | PA      | $5453756.96   | 0.16%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    397893 | PA      | $367782.21    | 0.01%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GE Capital Funding LLC                                              | GE Capital Funding LLC                                                           | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1199366.96   | 0.03%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| United States of America                                            | U.S. Treasury Notes                                                              | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14817000 | PA      | $14966906.40  | 0.43%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140L2QD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1419282 | PA      | $1138288.73   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                               | Bank of America Corp.                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3087894.50   | 0.09%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: —       |
| Aircastle Ltd.                                                      | Aircastle Ltd.                                                                   | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1463000 | PA      | $1503216.54   | 0.04%             | 2031-10-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Pioneer Natural Resources Co.                                       | Pioneer Natural Resources Co.                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   4695000 | PA      | $4170198.35   | 0.12%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                              | Truist Financial Corp.                                                           | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7585000 | PA      | $7700287.30   | 0.22%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust                                     | Carmax Select Receivables Trust, Series 2024-A, Class A3                         | CUSIP: 14319FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1010862.60   | 0.03%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHBZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6286417 | PA      | $5888873.03   | 0.17%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                                                     | BofA Auto Trust, Series 2025-1A, Class A3                                        | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1515000 | PA      | $1521948.40   | 0.04%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Chase Issuance Trust                                                | Chase Issuance Trust, Series 2023-A1, Class A                                    | CUSIP: 161571HT4<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $8598233.65   | 0.25%             | 2028-09-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                             | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    525000 | PA      | $487057.46    | 0.01%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| HSBC USA, Inc.                                                      | HSBC USA, Inc.                                                                   | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   3115000 | PA      | $3139570.12   | 0.09%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                        | Hilton Grand Vacations Trust, Series 2023-1A, Class A                            | CUSIP: 432917AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460071 | PA      | $469534.16    | 0.01%             | 2038-01-25      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust                           | Navient Private Education Refi Loan Trust, Series 2021-GA, Class A               | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4003512 | PA      | $3616015.34   | 0.10%             | 2070-04-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140X84A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1356950 | PA      | $1085314.54   | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124051 | PA      | $115324.72    | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                        | CubeSmart LP                                                                     | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3073687.03   | 0.09%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd.                                                       | Wise CLO Ltd., Series 2024-2A, Class A                                           | CUSIP: 97718GAA1<br>LEI: 254900UJ1RZE30CBZ497 | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8515827.00   | 0.25%             | 2037-07-15      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                        | Oracle Corp.                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $933847.26    | 0.03%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| GLS Auto Receivables Issuer Trust                                   | GLS Auto Receivables Issuer Trust, Series 2025-2A, Class C                       | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1840000 | PA      | $1860615.18   | 0.05%             | 2031-01-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5145157 | PA      | $5228350.37   | 0.15%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                           | Chesapeake Funding II LLC, Series 2023-2A, Class A1                              | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    758503 | PA      | $768615.48    | 0.02%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                   | World Omni Auto Receivables Trust, Series 2024-C, Class A3                       | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2424000 | PA      | $2433325.13   | 0.07%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Amcor Group Finance plc                                             | Amcor Group Finance plc                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   3615000 | PA      | $3716908.40   | 0.11%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| SoFi Consumer Loan Program Trust                                    | SoFi Consumer Loan Program Trust, Series 2025-2, Class A                         | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2260000 | PA      | $2263542.78   | 0.07%             | 2034-06-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                | Honda Motor Co. Ltd.                                                             | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |  12025000 | PA      | $12045683.36  | 0.35%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Reach ABS Trust                                                     | Reach ABS Trust, Series 2024-2A, Class A                                         | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1073733 | PA      | $1076353.48   | 0.03%             | 2031-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132CWRM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7085192 | PA      | $6515475.30   | 0.19%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 3132L7NM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82886 | PA      | $81059.40     | 0.00%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NLG Global Funding                                                  | NLG Global Funding                                                               | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   3635000 | PA      | $3741388.13   | 0.11%             | 2030-01-23      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7499285 | PA      | $5956303.96   | 0.17%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140KHUF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1098713 | PA      | $924180.28    | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO 3 Ltd.                                    | Wellington Management CLO 3 Ltd., Series 2024-3A, Class B                        | CUSIP: 949575AC8<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $501188.00    | 0.01%             | 2037-07-18      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                                        | Barclays plc                                                                     | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2305000 | PA      | $2354526.47   | 0.07%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133KMR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6277456 | PA      | $5691194.41   | 0.16%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                  | Energy Transfer LP                                                               | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3499961.75   | 0.10%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Nasdaq, Inc.                                                        | Nasdaq, Inc.                                                                     | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1267477.51   | 0.04%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Auxilior Term Funding LLC                                           | Auxilior Term Funding LLC, Series 2023-1A, Class A2                              | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580814 | PA      | $585494.87    | 0.02%             | 2028-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                      | Public Service Co. of Colorado                                                   | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   4185000 | PA      | $4143059.60   | 0.12%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                | Jackson National Life Global Funding                                             | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $6943144.53   | 0.20%             | 2028-06-05      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                | Charter Communications Operating LLC                                             | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3165000 | PA      | $2108239.23   | 0.06%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.                           | Westinghouse Air Brake Technologies Corp.                                        | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2099205.86   | 0.06%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Healthpeak OP LLC                                                   | Healthpeak OP LLC                                                                | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1012699.43   | 0.03%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    468994 | PA      | $433209.32    | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2024-3A, Class A3                  | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3010739.70   | 0.09%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                | Entergy Arkansas LLC                                                             | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2780466.75   | 0.08%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                               | United Airlines, Inc.                                                            | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   3032000 | PA      | $2943056.89   | 0.09%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp.                                                  | Ares Capital Corp.                                                               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1842258.77   | 0.05%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4631745 | PA      | $4081207.72   | 0.12%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                   | NatWest Group plc                                                                | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   8755000 | PA      | $8898267.61   | 0.26%             | 2031-05-23      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                              | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class A4                  | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1032365 | PA      | $1041025.45   | 0.03%             | 2059-10-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54800000 | PA      | $33472952.99  | 0.97%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                         | Targa Resources Partners LP                                                      | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1255844.74   | 0.04%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133A2D64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    957117 | PA      | $838438.45    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26590099 | PA      | $26184829.58  | 0.76%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co.                                                | Eastman Chemical Co.                                                             | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1546270.46   | 0.04%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO 3 Ltd.                                    | Wellington Management CLO 3 Ltd., Series 2024-3A, Class A1                       | CUSIP: 949575AA2<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |   1350000 | PA      | $1353735.45   | 0.04%             | 2037-07-18      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| NiSource, Inc.                                                      | NiSource, Inc.                                                                   | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  12035000 | PA      | $11908716.14  | 0.34%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 3132L5R62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91320 | PA      | $88024.44     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | Morgan Stanley                                                                   | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4630000 | PA      | $3958603.28   | 0.11%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                             | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   5310000 | PA      | $5270175.00   | 0.15%             | 2032-07-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                          | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2230000 | PA      | $2279003.80   | 0.07%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                            | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  12165000 | PA      | $12334886.05  | 0.36%             | 2031-05-27      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: —       |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DPQF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1480019 | PA      | $1341516.32   | 0.04%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DQG67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13428403 | PA      | $12917243.91  | 0.37%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                               | Delta Air Lines, Inc.                                                            | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2480822.84   | 0.07%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating LLC                                | Charter Communications Operating LLC                                             | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1376117.42   | 0.04%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Mizuho Financial Group, Inc.                                        | Mizuho Financial Group, Inc.                                                     | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2990000 | PA      | $3045359.13   | 0.09%             | 2031-05-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: —       |
| General Motors Financial Co., Inc.                                  | General Motors Financial Co., Inc.                                               | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5540000 | PA      | $5617796.23   | 0.16%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10909425 | PA      | $10980847.88  | 0.32%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                | Sprint Capital Corp.                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    195000 | PA      | $209339.75    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes Trust                                         | Tricon American Homes Trust, Series 2019-SFR1, Class A                           | CUSIP: 89612LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7504064 | PA      | $7403404.88   | 0.21%             | 2038-03-17      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| OWN Equipment Fund II LLC                                           | OWN Equipment Fund II LLC, Series 2025-1M, Class A                               | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2550000 | PA      | $2556818.70   | 0.07%             | 2033-09-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Nuveen LLC                                                          | Nuveen LLC                                                                       | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1041579.66   | 0.03%             | 2030-01-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: —       |
| Sammons Financial Group Global Funding                              | Sammons Financial Group Global Funding                                           | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   8045000 | PA      | $8133317.37   | 0.24%             | 2030-06-12      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                        | ING Groep NV                                                                     | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1770000 | PA      | $1788008.49   | 0.05%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                          | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   2510000 | PA      | $2484646.77   | 0.07%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DNQZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17934631 | PA      | $14962063.88  | 0.43%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                         | Toronto-Dominion Bank (The)                                                      | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1539461.64   | 0.04%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group, Inc.                                       | Sammons Financial Group, Inc.                                                    | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $4095358.11   | 0.12%             | 2034-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Targa Resources Corp.                                               | Targa Resources Corp.                                                            | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3604896.50   | 0.10%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                             | BMW Vehicle Lease Trust, Series 2025-1, Class A3                                 | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1655000 | PA      | $1664471.23   | 0.05%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179X5K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2434695 | PA      | $2507727.81   | 0.07%             | 2053-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                               | GM Financial Automobile Leasing Trust, Series 2025-1, Class A3                   | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1825000 | PA      | $1837166.18   | 0.05%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                        | Exelon Corp.                                                                     | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   4170000 | PA      | $4288107.33   | 0.12%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                                        | Ecolab, Inc.                                                                     | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1636318.87   | 0.05%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Danske Bank A/S                                                     | Danske Bank A/S                                                                  | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   4106000 | PA      | $4260099.33   | 0.12%             | 2030-03-01      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                             | Hyundai Capital America                                                          | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    672000 | PA      | $626285.30    | 0.02%             | 2028-01-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| JB Hunt Transport Services, Inc.                                    | JB Hunt Transport Services, Inc.                                                 | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |   4920000 | PA      | $4992708.45   | 0.14%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                             | MPLX LP                                                                          | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3343000 | PA      | $3278424.81   | 0.09%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                | Glencore Funding LLC                                                             | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3109604.11   | 0.09%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                          | Constellation Brands, Inc.                                                       | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2274044.96   | 0.07%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Walmart, Inc.                                                       | Walmart, Inc.                                                                    | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   5825000 | PA      | $5899775.99   | 0.17%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Barclays plc                                                        | Barclays plc                                                                     | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   8000000 | PA      | $8081454.16   | 0.23%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                              | Northrop Grumman Corp.                                                           | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2254590.49   | 0.07%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1310640 | PA      | $1333510.15   | 0.04%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9390980 | PA      | $8316725.28   | 0.24%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Partners LP                                           | Valero Energy Partners LP                                                        | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320763.71    | 0.01%             | 2028-03-15      | 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        |   2040000 | PA      | $2098771.62   | 0.06%             | 2030-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XMSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10096907 | PA      | $8419160.39   | 0.24%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce plc                                                     | Rolls-Royce plc                                                                  | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   3620000 | PA      | $3715314.60   | 0.11%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Lennar Corp.                                                        | Lennar Corp.                                                                     | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   4585000 | PA      | $4671225.79   | 0.14%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Carrier Global Corp.                                                | Carrier Global Corp.                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1017966.16   | 0.03%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                        | National Australia Bank Ltd.                                                     | CUSIP: 632525CK5<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   8435000 | PA      | $8528341.04   | 0.25%             | 2030-06-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: —       |
| Citadel Securities Global Holdings LLC                              | Citadel Securities Global Holdings LLC                                           | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1629128.33   | 0.05%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140MM3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8439168 | PA      | $7314189.83   | 0.21%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                     | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1837959.20   | 0.05%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138AG3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7787 | PA      | $7743.13      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT International Finance plc                                       | BAT International Finance plc                                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   3036000 | PA      | $2973032.57   | 0.09%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                    | GE HealthCare Technologies, Inc.                                                 | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1741000 | PA      | $1766517.80   | 0.05%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Santander Holdings USA, Inc.                                        | Santander Holdings USA, Inc.                                                     | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3390000 | PA      | $3480003.65   | 0.10%             | 2031-03-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6139165 | PA      | $5112258.27   | 0.15%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                           | Williams Cos., Inc. (The)                                                        | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3115000 | PA      | $3117155.83   | 0.09%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                              | Boardwalk Pipelines LP                                                           | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1247305.78   | 0.04%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2025-1, Class A3                  | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3910000 | PA      | $3925041.77   | 0.11%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                | Bayer US Finance LLC                                                             | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1401845.09   | 0.04%             | 2029-01-21      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Partners LP                                         | Targa Resources Partners LP                                                      | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501055.34   | 0.04%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2024-3, Class A3                  | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3818904.62   | 0.11%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                   | HSBC Holdings plc                                                                | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6520000 | PA      | $6638581.20   | 0.19%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: —       |
| Credit Agricole SA                                                  | Credit Agricole SA                                                               | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   4250000 | PA      | $4319115.88   | 0.12%             | 2029-01-09      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: —       |
| Microsoft Corp.                                                     | Microsoft Corp.                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4490500.25   | 0.13%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                         | Huntington Bancshares, Inc.                                                      | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2627000 | PA      | $2691616.35   | 0.08%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: —       |
| MassMutual Global Funding II                                        | MassMutual Global Funding II                                                     | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   4628000 | PA      | $4725611.23   | 0.14%             | 2030-01-10      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| New Mountain Finance Corp.                                          | New Mountain Finance Corp.                                                       | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1867817.86   | 0.05%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| PPL Capital Funding, Inc.                                           | PPL Capital Funding, Inc.                                                        | CUSIP: 69352PAQ6<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    472000 | PA      | $462988.54    | 0.01%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                   | Wells Fargo & Co.                                                                | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4944852.95   | 0.14%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS Group AG                                                                     | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1250000 | PA      | $1134703.88   | 0.03%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: —       |
| Stellantis Finance US, Inc.                                         | Stellantis Finance US, Inc.                                                      | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   4010000 | PA      | $4029574.65   | 0.12%             | 2035-03-18      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: —       |
| NYMT Loan Trust                                                     | NYMT Loan Trust, Series 2024-BPL2, Class A1                                      | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |   4393000 | PA      | $4440074.95   | 0.13%             | 2039-05-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                      | Southern Co. Gas Capital Corp., Series 20-A                                      | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $2681675.44   | 0.08%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Commonwealth Bank of Australia                                      | Commonwealth Bank of Australia                                                   | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   7145000 | PA      | $7215680.41   | 0.21%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: —       |
| Las Vegas Sands Corp.                                               | Las Vegas Sands Corp.                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   6405000 | PA      | $6533325.90   | 0.19%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                           | Ford Motor Credit Co. LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2711222.30   | 0.08%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XJM67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7833550 | PA      | $6943980.82   | 0.20%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                                       | Bank of New York Mellon (The)                                                    | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   7720000 | PA      | $7829064.30   | 0.23%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133A3GU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    799680 | PA      | $708182.49    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | Morgan Stanley                                                                   | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3965551.24   | 0.11%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TIF Funding III LLC                                                 | TIF Funding III LLC, Series 2024-1A, Class A                                     | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3630438 | PA      | $3682271.07   | 0.11%             | 2049-04-20      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133KNEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8908653 | PA      | $7390790.32   | 0.21%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                          | AerCap Ireland Capital DAC                                                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    743000 | PA      | $772117.74    | 0.02%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: —       |
| US Bank NA                                                          | US Bank NA, Series 2023-1, Class B                                               | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418FDD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8263140 | PA      | $8553214.76   | 0.25%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                        | American Express Credit Account Master Trust, Series 2022-3, Class A             | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3496533.25   | 0.10%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 3132JA6S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    684678 | PA      | $654116.03    | 0.02%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    723301 | PA      | $664002.86    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                         | Sysco Corp.                                                                      | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2571560.18   | 0.07%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5049912 | PA      | $4839899.77   | 0.14%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13355000 | PA      | $13000257.81  | 0.38%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132E0RD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7697082 | PA      | $7778029.97   | 0.22%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                 | Bank of New York Mellon Corp. (The)                                              | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   4615000 | PA      | $4712692.95   | 0.14%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2937311 | PA      | $2995148.62   | 0.09%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                               | Bank of America Corp.                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2303282.12   | 0.07%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: —       |
| Harley-Davidson Motorcycle Trust                                    | Harley-Davidson Motorcycle Trust, Series 2023-A, Class A3                        | CUSIP: 41285JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3538947 | PA      | $3546148.03   | 0.10%             | 2027-12-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                 | Fifth Third Bank NA                                                              | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1400177.25   | 0.04%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31417GBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    423407 | PA      | $397021.76    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                             | Texas Instruments, Inc.                                                          | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |  10515000 | PA      | $10712775.90  | 0.31%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                          | AT&T, Inc.                                                                       | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   8073000 | PA      | $6756342.22   | 0.20%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| ONEOK, Inc.                                                         | ONEOK, Inc.                                                                      | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2126199.97   | 0.06%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                    | Omega Healthcare Investors, Inc.                                                 | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   6255000 | PA      | $6290106.88   | 0.18%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Macy's Retail Holdings LLC                                          | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3428000.50   | 0.10%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| Credit Agricole SA                                                  | Credit Agricole SA                                                               | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   6840000 | PA      | $6967548.63   | 0.20%             | 2031-05-27      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140J7WR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1152948 | PA      | $1059979.26   | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                         | Toll Brothers Finance Corp.                                                      | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3860000 | PA      | $3890754.59   | 0.11%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                      | Commonwealth Bank of Australia                                                   | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1250000 | PA      | $1156746.91   | 0.03%             | 2032-03-14      | Fixed         | 3.78%                 | Yes           |                  2 | On Loan: —       |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133BGVR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6994202 | PA      | $6506107.84   | 0.19%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                   | Xcel Energy, Inc.                                                                | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1534756.39   | 0.04%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11255000 | PA      | $11191690.63  | 0.32%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                        | American Credit Acceptance Receivables Trust, Series 2025-2, Class C             | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3095000 | PA      | $3117148.13   | 0.09%             | 2031-03-12      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp.                                                    | Sealed Air Corp.                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   4545000 | PA      | $4349796.16   | 0.13%             | 2026-10-15      | Fixed         | 1.57%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QDKB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1717555 | PA      | $1523233.30   | 0.04%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Belrose Funding Trust II                                            | Belrose Funding Trust II                                                         | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5140000 | PA      | $5254059.32   | 0.15%             | 2055-05-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Pacific Life Global Funding II                                      | Pacific Life Global Funding II                                                   | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   4620000 | PA      | $4690438.09   | 0.14%             | 2030-02-10      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Eaton Capital ULC                                                   | Eaton Capital ULC                                                                | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   2305000 | PA      | $2315798.44   | 0.07%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                 | Kinder Morgan, Inc.                                                              | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2863960.37   | 0.08%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Black Hills Corp.                                                   | Black Hills Corp.                                                                | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1265674.99   | 0.04%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Capital Power US Holdings, Inc.                                     | Capital Power US Holdings, Inc.                                                  | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2346357.95   | 0.07%             | 2028-06-01      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bond                                                               | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  79420000 | PA      | $75684778.13  | 2.19%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2728048 | PA      | $2631972.74   | 0.08%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                          | Occidental Petroleum Corp.                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2215060.34   | 0.06%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                                                | Analog Devices, Inc.                                                             | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   9230000 | PA      | $9272596.91   | 0.27%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Zayo Issuer LLC                                                     | Zayo Issuer LLC, Series 2025-2A, Class A2                                        | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7765000 | PA      | $8010116.20   | 0.23%             | 2055-06-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                      | Citizens Financial Group, Inc.                                                   | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1930518.07   | 0.06%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                        | MassMutual Global Funding II                                                     | CUSIP: 57629WCW8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1723112.54   | 0.05%             | 2030-10-09      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                               | Bank of America Corp., Series L                                                  | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3983852.96   | 0.12%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 3128MAFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202839 | PA      | $189109.20    | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XJC43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10402527 | PA      | $10267045.66  | 0.30%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132E0FL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12302871 | PA      | $10291921.83  | 0.30%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                           | Corebridge Global Funding                                                        | CUSIP: 00138CBF4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   8620000 | PA      | $8693291.55   | 0.25%             | 2030-06-06      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                               | Bank of America Corp.                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1013565.21   | 0.03%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                           | Ford Motor Credit Co. LLC                                                        | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1137357.61   | 0.03%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WHYE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4402863 | PA      | $3909138.04   | 0.11%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XXXIX LP                                      | Cerberus Loan Funding XXXIX LP, Series 2022-3A, Class AR                         | CUSIP: 15673VAG0<br>LEI: 635400YPAUXKTFEV3V98 | Long             | ABS-CBDO         | CORP              | US        |   2243467 | PA      | $2246890.96   | 0.06%             | 2033-01-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                        | Verizon Communications, Inc.                                                     | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1535472.51   | 0.04%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                  | T-Mobile USA, Inc.                                                               | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $500484.11    | 0.01%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DNS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5475177 | PA      | $4950836.94   | 0.14%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                             | Micron Technology, Inc.                                                          | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   7363000 | PA      | $7614415.16   | 0.22%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Caterpillar, Inc.                                                   | Caterpillar, Inc.                                                                | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5555459.95   | 0.16%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Kraft Heinz Foods Co.                                               | Kraft Heinz Foods Co.                                                            | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $3054750.33   | 0.09%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                                    | Deutsche Bank AG                                                                 | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   7520000 | PA      | $7637466.31   | 0.22%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                           | HCA, Inc.                                                                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149285.82    | 0.00%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QNYW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6155196 | PA      | $5921518.04   | 0.17%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2727533 | PA      | $2777424.21   | 0.08%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WEXD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    401632 | PA      | $373437.68    | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                        | Ameren Corp.                                                                     | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2596110.42   | 0.08%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust                                                         | BANK5 Trust, Series 2024-5YR6, Class A3                                          | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2737284.94   | 0.08%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XSCS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13904423 | PA      | $14196897.65  | 0.41%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138EPEE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437531 | PA      | $415994.16    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                               | Dominion Energy, Inc.                                                            | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   5135000 | PA      | $5168829.53   | 0.15%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                                  | Ralph Lauren Corp.                                                               | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |   4585000 | PA      | $4653243.83   | 0.13%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Nomura Holdings, Inc.                                               | Nomura Holdings, Inc.                                                            | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2950000 | PA      | $2960063.84   | 0.09%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | Morgan Stanley                                                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5630311.61   | 0.16%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                      | Citizens Financial Group, Inc.                                                   | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1383751.08   | 0.04%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                                            | UnitedHealth Group, Inc.                                                         | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2264726.50   | 0.07%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                         | Schlumberger Holdings Corp.                                                      | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   4389000 | PA      | $4344789.16   | 0.13%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                                         | ONEOK, Inc.                                                                      | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1265575.24   | 0.04%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                  | T-Mobile USA, Inc.                                                               | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $1765533.29   | 0.05%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XRYP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5753458 | PA      | $5859365.44   | 0.17%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                     | SBA Tower Trust                                                                  | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3130000 | PA      | $2729397.56   | 0.08%             | 2031-10-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                        | NY Commercial Mortgage Trust, Series 2025-299P, Class A                          | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    739000 | PA      | $767896.90    | 0.02%             | 2047-02-10      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140Q9W74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    753403 | PA      | $712176.00    | 0.02%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                            | JBS USA Holding Lux Sarl                                                         | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12040000 | PA      | $12079972.80  | 0.35%             | 2056-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                   | Wells Fargo & Co.                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3183000 | PA      | $3138833.42   | 0.09%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Dell International LLC                                              | Dell International LLC                                                           | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $676332.53    | 0.02%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: —       |
| Comcast Corp.                                                       | Comcast Corp.                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3432000 | PA      | $2015102.95   | 0.06%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                     | NGPL PipeCo LLC                                                                  | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $4810603.61   | 0.14%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $40012500.00  | 1.16%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XJXV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4994652 | PA      | $4210871.82   | 0.12%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                  | DT Midstream, Inc.                                                               | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $651932.24    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: —       |
| Southern California Edison Co.                                      | Southern California Edison Co.                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2151798.98   | 0.06%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises, Inc.                                            | IPALCO Enterprises, Inc.                                                         | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   2309000 | PA      | $2319566.31   | 0.07%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2024-5, Class A3                  | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1501352.70   | 0.04%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140MA2R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16649683 | PA      | $14423719.49  | 0.42%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4999096 | PA      | $5163321.77   | 0.15%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                   | Duke Energy Corp.                                                                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $1830218.07   | 0.05%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4151859 | PA      | $3598826.10   | 0.10%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                 | Frontier Issuer LLC, Series 2023-1, Class A2                                     | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2090000 | PA      | $2123028.69   | 0.06%             | 2053-08-20      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                   | Enterprise Products Operating LLC, Series E                                      | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2473541.78   | 0.07%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18968581 | PA      | $16019358.44  | 0.46%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    795000 | PA      | $786490.30    | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Blue Owl Credit Income Corp.                                        | Blue Owl Credit Income Corp.                                                     | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2649540.25   | 0.08%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                                 | CBRE Services, Inc.                                                              | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2485800.89   | 0.07%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 3132GUKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    195163 | PA      | $183533.24    | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                   | HSBC Holdings plc                                                                | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3415000 | PA      | $3433823.65   | 0.10%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DNEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3919484 | PA      | $3447259.86   | 0.10%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2025-1A, Class C                   | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1769000 | PA      | $1792892.47   | 0.05%             | 2030-10-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140H5DW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1747051 | PA      | $1601919.08   | 0.05%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6375000 | PA      | $4486406.25   | 0.13%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                               | United Airlines, Inc.                                                            | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    817000 | PA      | $811598.89    | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2974376 | PA      | $2637152.36   | 0.08%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                            | Marathon Petroleum Corp.                                                         | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3326913.64   | 0.10%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| New Economy Assets Phase 1 Sponsor LLC                              | New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1                  | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7268000 | PA      | $6842734.06   | 0.20%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding VIII CLO Ltd.                                         | Cedar Funding VIII CLO Ltd., Series 2017-8A, Class DRR                           | CUSIP: 15032EBE8<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |   3269319 | PA      | $3269155.53   | 0.09%             | 2038-01-17      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| Applebee's Funding LLC                                              | Applebee's Funding LLC, Series 2025-1A, Class A2                                 | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12135000 | PA      | $12088552.41  | 0.35%             | 2055-06-07      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                               | Bank of America Corp.                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10200337.50  | 0.29%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                 | GS Mortgage-Backed Securities Trust, Series 2024-HE1, Class A1                   | CUSIP: 36270AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         0 | PA      | $0.05         | 0.00%             | 2054-08-25      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                     | Southwestern Public Service Co.                                                  | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   8270000 | PA      | $8312392.85   | 0.24%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133A1QB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91087 | PA      | $80060.36     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers VII Ltd.                                | Textainer Marine Containers VII Ltd., Series 2021-2A, Class A                    | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   2516667 | PA      | $2346764.06   | 0.07%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1874763 | PA      | $1656226.87   | 0.05%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30860000 | PA      | $23763405.39  | 0.69%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                    | Boeing Co. (The)                                                                 | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2292000 | PA      | $2509088.80   | 0.07%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                      | Southern Co. Gas Capital Corp.                                                   | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1236117.15   | 0.04%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Evergy Kansas Central, Inc.                                         | Evergy Kansas Central, Inc.                                                      | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2120253.06   | 0.06%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                     | Eli Lilly & Co.                                                                  | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1830118.14   | 0.05%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                  | Macquarie Airfinance Holdings Ltd.                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   3625000 | PA      | $3665393.38   | 0.11%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: —       |
| Targa Resources Partners LP                                         | Targa Resources Partners LP                                                      | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5893000 | PA      | $5980677.11   | 0.17%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                    | Paramount Global                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3107036.40   | 0.09%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                  | MetroNet Infrastructure Issuer LLC, Series 2024-1A, Class A2                     | CUSIP: 59170JAG3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    418400 | PA      | $427546.31    | 0.01%             | 2054-04-20      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                           | Toyota Motor Credit Corp.                                                        | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2656709.46   | 0.08%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DS5L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11022051 | PA      | $9736943.35   | 0.28%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179M2Q2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    454665 | PA      | $425245.10    | 0.01%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marex Group plc                                                     | Marex Group plc                                                                  | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   6085000 | PA      | $6163836.23   | 0.18%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                          | LAD Auto Receivables Trust, Series 2025-1A, Class A3                             | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2930000 | PA      | $2949188.86   | 0.09%             | 2029-07-16      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Notes                                                              | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  88735000 | PA      | $89660478.54  | 2.59%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                             | Hyundai Capital America                                                          | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2911820.61   | 0.08%             | 2032-06-23      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Aventura Mall Trust                                                 | Aventura Mall Trust, Series 2018-AVM, Class A                                    | CUSIP: 05359AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1375319.96   | 0.04%             | 2040-07-05      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138EKFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4287326 | PA      | $4023269.59   | 0.12%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                   | Wells Fargo & Co.                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3576004.46   | 0.10%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Cummins, Inc.                                                       | Cummins, Inc.                                                                    | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   8840000 | PA      | $8976429.84   | 0.26%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Regional Management Issuance Trust                                  | Regional Management Issuance Trust, Series 2024-2, Class A                       | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1865000 | PA      | $1875204.16   | 0.05%             | 2033-12-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                  | United Airlines Pass-Through Trust, Series 2020-1, Class A                       | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4094207 | PA      | $4177723.60   | 0.12%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XXXVII LP                                     | Cerberus Loan Funding XXXVII LP, Series 2022-1A, Class A1                        | CUSIP: 15672QAA5<br>LEI: 635400N8FQLKT6GMFM47 | Long             | ABS-CBDO         | CORP              | US        |   5600000 | PA      | $5600386.40   | 0.16%             | 2034-04-15      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                            | JBS USA Holding Lux Sarl                                                         | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    641000 | PA      | $586123.80    | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Protective Life Global Funding                                      | Protective Life Global Funding                                                   | CUSIP: 74368CCC6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   5235000 | PA      | $5300413.63   | 0.15%             | 2030-06-05      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: —       |
| UBS Group AG                                                        | UBS Group AG                                                                     | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5000000 | PA      | $4991685.80   | 0.14%             | 2025-09-24      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                  | Discover Card Execution Note Trust, Series 2023-A1, Class A                      | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3996344.80   | 0.12%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                        | Ford Credit Auto Lease Trust, Series 2025-A, Class A3                            | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1355000 | PA      | $1365712.22   | 0.04%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    274590 | PA      | $253583.92    | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 31292LGC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    350442 | PA      | $329340.20    | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                         | Toronto-Dominion Bank (The)                                                      | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  17250000 | PA      | $17377072.82  | 0.50%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: —       |
| Hyundai Auto Receivables Trust                                      | Hyundai Auto Receivables Trust, Series 2025-B, Class A3                          | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2110000 | PA      | $2123508.22   | 0.06%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance, Inc.                                | Bain Capital Specialty Finance, Inc.                                             | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1112093.39   | 0.03%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| 3M Co.                                                              | 3M Co.                                                                           | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   5235000 | PA      | $5322006.69   | 0.15%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138ABQZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187347 | PA      | $186920.75    | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    786971 | PA      | $761792.94    | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                  | State Street Corp.                                                               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3710000 | PA      | $3778820.39   | 0.11%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: —       |
| Huntington National Bank (The)                                      | Huntington National Bank (The)                                                   | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2079678.96   | 0.06%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                   | GLS Auto Select Receivables Trust, Series 2025-1A, Class A2                      | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1423086 | PA      | $1426260.24   | 0.04%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                              | Standard Chartered plc                                                           | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   8110000 | PA      | $8229075.24   | 0.24%             | 2031-05-13      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Bacardi Ltd.                                                        | Bacardi Ltd.                                                                     | CUSIP: 067316AH2<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    825000 | PA      | $725974.69    | 0.02%             | 2048-05-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                                    | Boeing Co. (The)                                                                 | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4607000 | PA      | $4535095.19   | 0.13%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XQXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17848682 | PA      | $18156904.86  | 0.53%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                | Royal Bank of Canada                                                             | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   6405000 | PA      | $6536697.50   | 0.19%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: —       |
| CANTOR FITZGERAL & CO                                               | Government Agency Repurchase Agreement                                           | CUSIP: N/A<br>LEI: 5493004J7H4GCPG6OB62       | Long             | RA               | CORP              | US        |  47000000 | PA      | $47000000.00  | 1.36%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8916798 | PA      | $7265234.24   | 0.21%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                | American Express Co.                                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3701539.23   | 0.11%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XA7B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2299428 | PA      | $1934335.55   | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ares XXXIX CLO Ltd.                                                 | Ares XXXIX CLO Ltd., Series 2016-39A, Class AR3                                  | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |  14900000 | PA      | $14969091.30  | 0.43%             | 2037-07-18      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Var Energi ASA                                                      | Var Energi ASA                                                                   | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   3815623 | PA      | $3839643.61   | 0.11%             | 2027-05-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                               | Athene Global Funding                                                            | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  10815000 | PA      | $10875730.88  | 0.31%             | 2028-05-09      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                  | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   8935000 | PA      | $9031113.17   | 0.26%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138A5PY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    154919 | PA      | $154088.77    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                               | Westlake Automobile Receivables Trust, Series 2025-1A, Class A3                  | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2675000 | PA      | $2686971.16   | 0.08%             | 2028-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                  | United Airlines Pass-Through Trust, Series 2024-1, Class A                       | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2973892 | PA      | $2960050.53   | 0.09%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 47 Ltd.                          | Neuberger Berman Loan Advisers CLO 47 Ltd., Series 2022-47A, Class A             | CUSIP: 64135DAA3<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |  12721428 | PA      | $12736655.55  | 0.37%             | 2035-04-14      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                      | Southern Co. Gas Capital Corp.                                                   | CUSIP: 001192AL7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2813376.93   | 0.08%             | 2025-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Enbridge, Inc.                                                      | Enbridge, Inc.                                                                   | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2720000 | PA      | $2747238.32   | 0.08%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| NSTAR Electric Co.                                                  | NSTAR Electric Co.                                                               | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1194746.91   | 0.03%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Vistra Operations Co. LLC                                           | Vistra Operations Co. LLC                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5921875.98   | 0.17%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140FTMF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3538481 | PA      | $3265966.62   | 0.09%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    299015 | PA      | $274070.16    | 0.01%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BGC Group, Inc.                                                     | BGC Group, Inc.                                                                  | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1860514.06   | 0.05%             | 2030-04-02      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                                       | Comcast Corp.                                                                    | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2701455.76   | 0.08%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Pacific Gas and Electric Co.                                        | Pacific Gas and Electric Co.                                                     | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5225000 | PA      | $4875022.34   | 0.14%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AASET                                                               | AASET, Series 2025-1A, Class A                                                   | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3191860 | PA      | $3249949.90   | 0.09%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                    | Jersey Central Power & Light Co.                                                 | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1996048.70   | 0.06%             | 2026-01-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Dllad LLC                                                           | Dllad LLC, Series 2024-1A, Class A2                                              | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    522322 | PA      | $524674.00    | 0.02%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                  | Compass Datacenters Issuer III LLC, Series 2025-1A, Class A2                     | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1313113.49   | 0.04%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Aker BP ASA                                                         | Aker BP ASA                                                                      | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $1030965.58   | 0.03%             | 2033-06-13      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Synchrony Financial                                                 | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1215506.02   | 0.04%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: —       |
| QUALCOMM, Inc.                                                      | QUALCOMM, Inc.                                                                   | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |  10390000 | PA      | $10461961.87  | 0.30%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                | Ally Financial, Inc.                                                             | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2971984.82   | 0.09%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: —       |
| MassMutual Global Funding II                                        | MassMutual Global Funding II                                                     | CUSIP: 57629TBX4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   5842000 | PA      | $5883707.03   | 0.17%             | 2030-05-07      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                    | Bank of Montreal                                                                 | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1855000 | PA      | $1885037.44   | 0.05%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: —       |
| Glencore Funding LLC                                                | Glencore Funding LLC                                                             | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    420000 | PA      | $417821.01    | 0.01%             | 2025-09-01      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                               | Saudi Arabian Oil Co.                                                            | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |   6935000 | PA      | $6932406.59   | 0.20%             | 2055-06-02      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Exeter Automobile Receivables Trust                                 | Exeter Automobile Receivables Trust, Series 2025-1A, Class C                     | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8147000 | PA      | $8230304.70   | 0.24%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Marathon CLO Ltd.                                                   | Marathon CLO Ltd., Series 2020-15A, Class A1R3                                   | CUSIP: 56579UBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8750000 | PA      | $8762792.50   | 0.25%             | 2037-08-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                                      | Enbridge, Inc.                                                                   | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4136000 | PA      | $4297254.16   | 0.12%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                              | Truist Financial Corp.                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    123000 | PA      | $133047.52    | 0.00%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: —       |
| Broadcom, Inc.                                                      | Broadcom, Inc.                                                                   | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1813857.38   | 0.05%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp.                                                         | Intel Corp.                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    588000 | PA      | $592970.64    | 0.02%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| State of California                                                 | State of California                                                              | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3595445.40   | 0.10%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $18496132.87  | 0.53%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| International Game Technology plc                                   | International Game Technology plc                                                | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   4145000 | PA      | $4107836.59   | 0.12%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3123480 | PA      | $3157178.31   | 0.09%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XBGG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12477640 | PA      | $10603303.91  | 0.31%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133AMKD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17064308 | PA      | $14235305.32  | 0.41%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXXIX Ltd.                                               | Apidos CLO XXXIX Ltd., Series 2022-39A, Class A1                                 | CUSIP: 03766HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8660000 | PA      | $8663723.80   | 0.25%             | 2035-04-21      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                         | Imperial Brands Finance plc                                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   5970000 | PA      | $5969286.11   | 0.17%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179YU93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2296939 | PA      | $2379509.32   | 0.07%             | 2054-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WAWV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437172 | PA      | $420830.84    | 0.01%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                           | SFS Auto Receivables Securitization Trust, Series 2025-1A, Class A3              | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    910000 | PA      | $919539.71    | 0.03%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QHPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14072639 | PA      | $13235356.55  | 0.38%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QVMK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13135065 | PA      | $12933400.72  | 0.37%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                        | Pacific Gas and Electric Co.                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1845542.48   | 0.05%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Target Corp.                                                        | Target Corp.                                                                     | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2972761.12   | 0.09%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138XRXG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80919 | PA      | $79069.71     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                            | Motorola Solutions, Inc.                                                         | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $3830833.88   | 0.11%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XMBS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11125758 | PA      | $9792451.15   | 0.28%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                         | Amgen, Inc.                                                                      | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $1049959.14   | 0.03%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA                                                                             | CUSIP: 31381RA46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1025997 | PA      | $1071463.10   | 0.03%             | 2041-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DNYC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9591946 | PA      | $8121020.54   | 0.23%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XRNY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4382864 | PA      | $4460730.56   | 0.13%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                  | CyrusOne Data Centers Issuer I LLC, Series 2025-1A, Class A2                     | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2170000 | PA      | $2211828.92   | 0.06%             | 2050-02-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                        | Zimmer Biomet Holdings, Inc.                                                     | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   4265000 | PA      | $4370752.04   | 0.13%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12928735 | PA      | $11659675.10  | 0.34%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                    | CVS Health Corp.                                                                 | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $2996810.53   | 0.09%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| HCA, Inc.                                                           | HCA, Inc.                                                                        | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1076054.76   | 0.03%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Kite Realty Group LP                                                | Kite Realty Group LP                                                             | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2157507.09   | 0.06%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                            | BX Trust, Series 2024-VLT4, Class A                                              | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $274914.06    | 0.01%             | 2029-07-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                      | Carvana Auto Receivables Trust, Series 2025-P2, Class A4                         | CUSIP: 14688YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6015000 | PA      | $6081599.28   | 0.18%             | 2031-06-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                                          | Microchip Technology, Inc.                                                       | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2054205.08   | 0.06%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                            | UnitedHealth Group, Inc.                                                         | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2729344.05   | 0.08%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140EUFW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1992988 | PA      | $1889521.19   | 0.05%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                  | American International Group, Inc.                                               | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2336611.22   | 0.07%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| T-Mobile USA, Inc.                                                  | T-Mobile USA, Inc.                                                               | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2561000 | PA      | $2384610.54   | 0.07%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DN3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7359470 | PA      | $7302562.35   | 0.21%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3133KH5K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    800008 | PA      | $704213.07    | 0.02%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138WJXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1928631 | PA      | $1696432.48   | 0.05%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                          | Sprint LLC                                                                       | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    315000 | PA      | $318021.82    | 0.01%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                  | United Airlines Pass-Through Trust, Series 2020-1, Class B                       | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18281 | PA      | $18255.21     | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                        | Mizuho Financial Group, Inc.                                                     | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   8545000 | PA      | $8543918.97   | 0.25%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| BANK5                                                               | BANK5, Series 2024-5YR11, Class A3                                               | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14000000 | PA      | $14666282.40  | 0.42%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5917063 | PA      | $5537156.14   | 0.16%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                               | Bank of America Corp.                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5145000 | PA      | $4483474.78   | 0.13%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                            | Benchmark Mortgage Trust, Series 2024-V7, Class A3                               | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2405000 | PA      | $2532879.62   | 0.07%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                   | Credit Acceptance Auto Loan Trust, Series 2025-1A, Class A                       | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11265000 | PA      | $11384472.08  | 0.33%             | 2035-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                      | Morgan Stanley                                                                   | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2391084.14   | 0.07%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: —       |
| Boeing Co. (The)                                                    | Boeing Co. (The)                                                                 | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2947814.80   | 0.09%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140L2PP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1757315 | PA      | $1409532.05   | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                            | AmeriCredit Automobile Receivables Trust, Series 2022-2, Class B                 | CUSIP: 03065WAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1814000 | PA      | $1813986.58   | 0.05%             | 2028-04-18      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp.                                                  | Hyatt Hotels Corp.                                                               | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2453613.91   | 0.07%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                               | Bank of America Corp.                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4605000 | PA      | $4209893.81   | 0.12%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: —       |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12069656 | PA      | $10035190.77  | 0.29%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                               | Bank of America Corp.                                                            | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4155000 | PA      | $4150582.78   | 0.12%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                      | Broadcom, Inc.                                                                   | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $3771906.55   | 0.11%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: —       |
| Kentucky Utilities Co.                                              | Kentucky Utilities Co.                                                           | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $1576733.68   | 0.05%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17036146 | PA      | $13532995.98  | 0.39%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                             | Commonwealth Edison Co.                                                          | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $2517684.48   | 0.07%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| PACCAR Financial Corp.                                              | PACCAR Financial Corp.                                                           | CUSIP: 69371RT71<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   4380000 | PA      | $4435268.90   | 0.13%             | 2030-05-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                     | CSL Finance plc                                                                  | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $6830612.32   | 0.20%             | 2032-04-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| Public Service Co. of New Hampshire                                 | Public Service Co. of New Hampshire                                              | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3468219.80   | 0.10%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                                | USB Auto Owner Trust, Series 2025-1A, Class A3                                   | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    870000 | PA      | $877001.59    | 0.03%             | 2030-06-17      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| CANTOR FITZGERAL & CO                                               | Government Agency Repurchase Agreement                                           | CUSIP: N/A<br>LEI: 5493004J7H4GCPG6OB62       | Long             | RA               | CORP              | US        |   5577819 | PA      | $5577819.20   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XLK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3196116 | PA      | $3267688.90   | 0.09%             | 2052-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                 | Sonoco Products Co.                                                              | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   4680000 | PA      | $4669201.23   | 0.14%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Dllad LLC                                                           | Dllad LLC, Series 2024-1A, Class A3                                              | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1274713.88   | 0.04%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Kyndryl Holdings, Inc.                                              | Kyndryl Holdings, Inc.                                                           | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1021443.29   | 0.03%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                | JPMorgan Chase & Co.                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $1671701.40   | 0.05%             | 2041-11-19      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138W9GU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414487 | PA      | $388526.67    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA, Series 2023-19, Class WB                                                   | CUSIP: 38383V4Z8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1871078 | PA      | $1934563.09   | 0.06%             | 2051-11-20      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                         | Phillips 66                                                                      | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2372186.97   | 0.07%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 31427MBQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9017833 | PA      | $9209520.68   | 0.27%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                                     | CarMax Select Receivables Trust, Series 2025-A, Class A3                         | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4565000 | PA      | $4595872.18   | 0.13%             | 2029-09-17      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                              | Home Depot, Inc. (The)                                                           | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3137415.07   | 0.09%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XGRA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6555605 | PA      | $5940385.20   | 0.17%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pine Street Trust III                                               | Pine Street Trust III                                                            | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2995000 | PA      | $2956683.08   | 0.09%             | 2054-05-15      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XDTV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11795404 | PA      | $10307244.21  | 0.30%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | FNMA, Series 2007-6, Class PA                                                    | CUSIP: 31396PRK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24126 | PA      | $24380.41     | 0.00%             | 2037-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                           | SFS Auto Receivables Securitization Trust, Series 2025-2A, Class A3              | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5965000 | PA      | $6008805.77   | 0.17%             | 2030-12-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                                                    | CVS Health Corp.                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4080000 | PA      | $3526482.19   | 0.10%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Ashtead Capital, Inc.                                               | Ashtead Capital, Inc.                                                            | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1694021.88   | 0.05%             | 2029-11-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3415963 | PA      | $3486943.80   | 0.10%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                               | Ashtead Capital, Inc.                                                            | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6401691.79   | 0.19%             | 2028-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                             | Hyundai Capital America                                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   8520000 | PA      | $8622333.38   | 0.25%             | 2030-03-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Cousins Properties LP                                               | Cousins Properties LP                                                            | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   5335000 | PA      | $5435807.23   | 0.16%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Regional Management Issuance Trust                                  | Regional Management Issuance Trust, Series 2024-1, Class A                       | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    929000 | PA      | $949878.07    | 0.03%             | 2036-07-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                          | AT&T, Inc.                                                                       | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4105000 | PA      | $3532964.84   | 0.10%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                     | Santander UK Group Holdings plc                                                  | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3040000 | PA      | $3135531.60   | 0.09%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                                             | Carmax Auto Owner Trust, Series 2025-2, Class A3                                 | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2875000 | PA      | $2901325.51   | 0.08%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    261617 | PA      | $243469.79    | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust              | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2025-BMS, Class A | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1960000 | PA      | $1950200.00   | 0.06%             | 2042-01-15      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    271064 | PA      | $250494.52    | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                            | John Deere Capital Corp., Series I                                               | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   9830000 | PA      | $9921103.65   | 0.29%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Brighthouse Financial Global Funding                                | Brighthouse Financial Global Funding                                             | CUSIP: 10921U2L1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4254691.59   | 0.12%             | 2029-06-10      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: —       |
| BMO Mortgage Trust                                                  | BMO Mortgage Trust, Series 2024-5C6, Class A3                                    | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10888000 | PA      | $11145749.45  | 0.32%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                 | Amcor Flexibles North America, Inc.                                              | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   5645000 | PA      | $5683548.41   | 0.16%             | 2028-03-17      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: —       |
| BNP Paribas SA                                                      | BNP Paribas SA                                                                   | CUSIP: 05581KAA9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $4990102.75   | 0.14%             | 2025-09-28      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                 | Exeter Automobile Receivables Trust, Series 2025-2A, Class A3                    | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7590000 | PA      | $7607674.83   | 0.22%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                   | Wells Fargo & Co.                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $4025655.78   | 0.12%             | 2036-04-23      | Variable      | 5.60%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                     | Goldman Sachs Group, Inc. (The)                                                  | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $3449701.93   | 0.10%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                    | CVS Health Corp.                                                                 | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8010478.08   | 0.23%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CenterPoint Energy Houston Electric LLC                             | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2081292.27   | 0.06%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Amphenol Corp.                                                      | Amphenol Corp.                                                                   | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   6655000 | PA      | $6701340.76   | 0.19%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                          | VMware LLC                                                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2204562.62   | 0.06%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHLC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4753151 | PA      | $4129529.04   | 0.12%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSMC OA LLC                                                         | CSMC OA LLC, Series 2014-USA, Class A2                                           | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $1854225.00   | 0.05%             | 2037-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                  | T-Mobile USA, Inc.                                                               | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2636112.10   | 0.08%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| GLS Auto Receivables Issuer Trust                                   | GLS Auto Receivables Issuer Trust, Series 2024-4A, Class A3                      | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002230.40   | 0.03%             | 2028-07-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                  | General Motors Financial Co., Inc.                                               | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3405000 | PA      | $3430814.50   | 0.10%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                | Government Agency Repurchase Agreement                                           | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Co.                                                  | General Motors Co.                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   6590000 | PA      | $6735651.52   | 0.19%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Dell International LLC                                              | Dell International LLC                                                           | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2479039.44   | 0.07%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22438 | PA      | $20881.65     | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CGI, Inc.                                                           | CGI, Inc.                                                                        | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   7805000 | PA      | $7882588.33   | 0.23%             | 2030-03-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| American National Global Funding                                    | American National Global Funding                                                 | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2869682.74   | 0.08%             | 2030-01-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                  | DT Midstream, Inc.                                                               | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3995000 | PA      | $3737933.34   | 0.11%             | 2032-04-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140L3AR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2037823 | PA      | $1628972.65   | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PERSHING LLC                                                        | Government Agency Repurchase Agreement                                           | CUSIP: N/A<br>LEI: ZI8Q1A8EI8LQFJNM0D94       | Long             | RA               | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                               | Dominion Energy, Inc.                                                            | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   6790000 | PA      | $6847669.17   | 0.20%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Biogen, Inc.                                                        | Biogen, Inc.                                                                     | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   5090000 | PA      | $5241755.19   | 0.15%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XHSM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5042369 | PA      | $4718851.25   | 0.14%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11500000 | PA      | $9512207.06   | 0.28%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                           | APA Corp.                                                                        | CUSIP: 03743QAS7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2616574.88   | 0.08%             | 2055-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| FirstEnergy Pennsylvania Electric Co.                               | FirstEnergy Pennsylvania Electric Co.                                            | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5943870.72   | 0.17%             | 2029-01-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $4585820.33   | 0.13%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                  | RGA Global Funding                                                               | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1539014.27   | 0.04%             | 2030-01-09      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: —       |
| GLS Auto Select Receivables Trust                                   | GLS Auto Select Receivables Trust, Series 2025-3A, Class A2                      | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2165000 | PA      | $2165000.65   | 0.06%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                             | Capital One Multi-Asset Execution Trust, Series 2023-A1, Class A                 | CUSIP: 14041NGD7<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4003888.80   | 0.12%             | 2028-05-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                  | GS Mortgage Securities Corp. Trust, Series 2013-PEMB, Class A                    | CUSIP: 36197VAA6<br>LEI: 549300E4QCAQ0FY44H36 | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $107500.00    | 0.00%             | 2033-03-05      | Variable      | 3.67%                 | Yes           |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                              | CVS Pass-Through Trust                                                           | CUSIP: 126650BQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4961766 | PA      | $5121615.90   | 0.15%             | 2030-01-10      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital, Inc.                                       | GlaxoSmithKline Capital, Inc.                                                    | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   6960000 | PA      | $7015357.40   | 0.20%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Pricoa Global Funding I                                             | Pricoa Global Funding I                                                          | CUSIP: 74153WCW7<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   5255000 | PA      | $5313450.37   | 0.15%             | 2030-05-28      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                     | Automatic Data Processing, Inc.                                                  | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   6235000 | PA      | $6324553.68   | 0.18%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Magnetite XVII Ltd.                                                 | Magnetite XVII Ltd., Series 2016-17A, Class AR2                                  | CUSIP: 55954EAY5<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8526001.50   | 0.25%             | 2037-04-20      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corp.                                                      | McKesson Corp.                                                                   | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |  10365000 | PA      | $10528984.25  | 0.30%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12661900 | PA      | $8406314.55   | 0.24%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XA5M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    774252 | PA      | $619191.12    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                  | Crown Castle, Inc.                                                               | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3870000 | PA      | $3836493.19   | 0.11%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bond                                                               | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54195000 | PA      | $53051824.22  | 1.53%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 3617MVTY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3092050 | PA      | $2724621.03   | 0.08%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                  | Atmos Energy Corp.                                                               | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   3760000 | PA      | $3803951.28   | 0.11%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                    | Lincoln Financial Global Funding                                                 | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   4860000 | PA      | $4890085.98   | 0.14%             | 2028-05-28      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                              | Kentucky Utilities Co., Series KENT                                              | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3790700.87   | 0.11%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                            | U.S. Treasury Bonds                                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16215000 | PA      | $16128857.81  | 0.47%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                      | Morgan Stanley                                                                   | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2784667.56   | 0.08%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                        | Hilton Grand Vacations Trust, Series 2022-2A, Class A                            | CUSIP: 43283GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $243079.29    | 0.01%             | 2037-01-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                   | Wells Fargo & Co.                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5665000 | PA      | $5796694.93   | 0.17%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                               | Athene Global Funding                                                            | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1155440.84   | 0.03%             | 2030-01-07      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| United Airlines Pass-Through Trust                                  | United Airlines Pass-Through Trust, Series 2024-1, Class AA                      | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2726068 | PA      | $2751202.12   | 0.08%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC                                                | Government Agency Repurchase Agreement                                           | CUSIP: N/A<br>LEI: 549300HN4UKV1E2R3U73       | Long             | RA               | CORP              | US        |   8000000 | PA      | $8000000.00   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                    | Boeing Co. (The)                                                                 | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $3749693.09   | 0.11%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                  | LPL Holdings, Inc.                                                               | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   5120000 | PA      | $5183481.70   | 0.15%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                         | ONEOK, Inc.                                                                      | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1628264.28   | 0.05%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust                                     | M&T Bank Auto Receivables Trust, Series 2025-1A, Class A3                        | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935000 | PA      | $945802.80    | 0.03%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4388614 | PA      | $4088499.84   | 0.12%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XQRF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16582253 | PA      | $16754582.86  | 0.48%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                            | Avis Budget Rental Car Funding AESOP LLC, Series 2020-1A, Class A                | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $822966.13    | 0.02%             | 2026-08-20      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                            | Lloyds Banking Group plc                                                         | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5645000 | PA      | $5695872.51   | 0.16%             | 2029-06-13      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                               | Ashtead Capital, Inc.                                                            | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2489747.08   | 0.07%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138X3EQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228720 | PA      | $214466.01    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140K45H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    537567 | PA      | $472178.07    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10532 | PA      | $9757.57      | 0.00%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                           | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1935540.11   | 0.06%             | 2032-03-15      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: —       |
| FHLMC                                                               | FHLMC                                                                            | CUSIP: 31335BM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    569495 | PA      | $523091.87    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS Group AG                                                                     | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $10058335.20  | 0.29%             | 2028-05-12      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3217815 | PA      | $3324089.12   | 0.10%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                                  | Morgan Stanley Direct Lending Fund                                               | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2454224.76   | 0.07%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Santander Drive Auto Receivables Trust                              | Santander Drive Auto Receivables Trust, Series 2025-2, Class A3                  | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10805000 | PA      | $10884125.02  | 0.31%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                           | HCA, Inc.                                                                        | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    690000 | PA      | $693485.82    | 0.02%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                          | Nuveen LLC                                                                       | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5335000 | PA      | $5552358.52   | 0.16%             | 2034-04-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Micron Technology, Inc.                                             | Micron Technology, Inc.                                                          | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $977752.90    | 0.03%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Huntington Bank Auto Credit-Linked Notes                            | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class B1                | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    594018 | PA      | $599597.59    | 0.02%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DWGK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1532915 | PA      | $1589272.11   | 0.05%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    630000 | PA      | $564754.84    | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XQY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1413417 | PA      | $1435785.65   | 0.04%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DNDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7154080 | PA      | $5959363.00   | 0.17%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31417G6A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151458 | PA      | $141987.85    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                                   | Chevron USA, Inc.                                                                | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   5285000 | PA      | $5390425.34   | 0.16%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: —       |
| Ladder Capital Finance Holdings LLLP                                | Ladder Capital Finance Holdings LLLP                                             | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2692248.94   | 0.08%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                    | Omega Healthcare Investors, Inc.                                                 | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $3241599.20   | 0.09%             | 2026-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FNMA                                                                | UMBS                                                                             | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16359275 | PA      | $15677753.44  | 0.45%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                | BA Credit Card Trust, Series 2023-A1, Class A1                                   | CUSIP: 05522RDG0<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   2912000 | PA      | $2924455.50   | 0.08%             | 2028-05-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                          | UMBS                                                                             | CUSIP: 3132DTLF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7949366 | PA      | $6943597.49   | 0.20%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3140XKW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2040991 | PA      | $2036124.18   | 0.06%             | 2038-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                | UMBS                                                                             | CUSIP: 3138X32U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66556 | PA      | $64089.01     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Bank                                                      | Synchrony Bank                                                                   | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   2951000 | PA      | $2950401.15   | 0.09%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                | GNMA                                                                             | CUSIP: 36179XVU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2503843 | PA      | $2558196.04   | 0.07%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MSD Investment Corp.                                                | MSD Investment Corp.                                                             | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1597456.71   | 0.05%             | 2030-05-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2025-07-30

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

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer