# EDGAR Filing Document

**Accession Number:** 0001112996
**File Stem:** 0001112996-25-000074
**Filing Date:** 2025-10
**Character Count:** 889829
**Document Hash:** 6efeb7bdc9ccada9d72000bc438b12d1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001112996-25-000074.hdr.sgml**: 20251030

**ACCESSION NUMBER**: 0001112996-25-000074

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251030

**DATE AS OF CHANGE**: 20251030

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AIM COUNSELOR SERIES TRUST (INVESCO COUNSELOR SERIES TRUST)
- **CENTRAL INDEX KEY:** 0001112996

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09913
- **FILM NUMBER:** 251433411

**BUSINESS ADDRESS:**
- **STREET 1:** 11 GREENWAY PLAZA
- **STREET 2:** SUITE 1000
- **CITY:** HOUSTON
- **STATE:** TX
- **ZIP:** 77046
- **BUSINESS PHONE:** 713-626-1919

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM COUNSELOR SERIES TRUST
- **DATE OF NAME CHANGE:** 20040322

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM COUNSELOR SERIES FUNDS
- **DATE OF NAME CHANGE:** 20031126

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIM COUNSELOR SERIES FUNDS INC
- **DATE OF NAME CHANGE:** 20031001

## Series and Classes Contracts Data

### INVESCO CORE PLUS BOND FUND (Series ID: S000025657)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000076854 | CLASS A      | ACPSX           |
| C000076856 | CLASS C      | CPCFX           |
| C000076857 | CLASS R      | CPBRX           |
| C000076858 | CLASS Y      | CPBYX           |
| C000076859 | CLASS R5     | CPIIX           |
| C000120777 | Class R6     | CPBFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AIM Counselor Series Trust (Invesco Counselor Series Trust)

- **b. Investment Company Act file number:** 811-09913

- **c. CIK number of Registrant:** 0001112996

- **d. LEI of Registrant:** LZYC3CZ7P12IRF1LLV60

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

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

  - **City:** Houston

  - **State:** TX

  - **Foreign country:** US

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

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

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

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

- **b. EDGAR series identifier (if any):** S000025657

- **c. LEI of Series:** NCXB2DT3OPGBTXZ48T67

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

- **a. Date of fiscal year-end:** 2025-08-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7220488331.76

**Total Liabilities:** $1923355217.37

**Net Assets:** $5297133114.39

**Delayed Delivery Securities:** $1499200304.78

**Cash Not Reported:** $32186811.07

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -22895.98490047 | **1-Year:** -300181.14615606 | **5-Year:** -897424.14026245 | **10-Year:** -1214464.28542853 | **30-Year:** -438799.65844138

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

- **3-Month:** -6417.36801052 | **1-Year:** -29228.88451876 | **5-Year:** -115157.03039973 | **10-Year:** -86552.96310005 | **30-Year:** -20040.97680236

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000076854 | 1.71%                | -0.05%               | 1.22%                |
| Class ID C000076859 | 1.73%                | -0.14%               | 1.35%                |
| Class ID C000076858 | 1.73%                | -0.14%               | 1.35%                |
| Class ID C000120777 | 1.73%                | -0.03%               | 1.24%                |
| Class ID C000076857 | 1.69%                | -0.18%               | 1.31%                |
| Class ID C000076856 | 1.64%                | -0.22%               | 1.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5631397.79             | $74387567.77                               |
| Month 2  | $15525067.82             | $-36612052.04                              |
| Month 3  | $22011781.91             | $31594132.13                               |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                                | Title                                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc.                                                             | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    203000 | PA      | $209461.05    | 0.00%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213CPZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       634 | PA      | $639.32       | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                      | Apollo Global Management, Inc.                                                                | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    211000 | PA      | $232792.67    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                                 | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51390.41     | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9172.18      | 0.00%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3034000 | PA      | $3068468.97   | 0.06%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2024-NQM3, Class A1                               | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |   2732973 | PA      | $2763067.50   | 0.05%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                             | KeyCorp                                                                                       | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     34000 | PA      | $31811.14     | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, ARM                                                    | CUSIP: 31418MKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11094 | PA      | $11346.10     | 0.00%             | 2038-03-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                             | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $958358.44    | 0.02%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                           | Bank of Nova Scotia (The)                                                                     | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    810000 | PA      | $859908.96    | 0.02%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                             | EnerSys                                                                                       | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    256000 | PA      | $264006.40    | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                             | Sasol Financing USA LLC                                                                       | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    360000 | PA      | $364267.80    | 0.01%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EnfraGen Energia Sur SAU/ EnfraGen Chile SpA/ EnfraGen Spain SAU                    | EnfraGen Energia Sur SAU/ EnfraGen Chile SpA/ EnfraGen Spain SAU                              | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    300000 | PA      | $309657.00    | 0.01%             | 2032-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    133000 | PA      | $135996.81    | 0.00%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                                 | CUSIP: 21H052694<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  83978000 | PA      | $84620680.27  | 1.60%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gulfstream Natural Gas System, L.L.C.                                               | Gulfstream Natural Gas System, L.L.C.                                                         | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6207000 | PA      | $6283049.22   | 0.12%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1468000 | PA      | $1498148.32   | 0.03%             | N/A             | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30143.12     | 0.00%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance Trust                                             | Mello Mortgage Capital Acceptance Trust, Series 2021-INV2, Class A4                           | CUSIP: 58549XAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5781756 | PA      | $5177859.70   | 0.10%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                  | Macquarie Airfinance Holdings Ltd.                                                            | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |     29000 | PA      | $29397.36     | 0.00%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                           | Ivory Coast Government International Bond                                                     | CUSIP: ZF4885009<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    400000 | PA      | $399439.68    | 0.01%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    289000 | PA      | $292804.54    | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                      | PSEG Power LLC                                                                                | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2756000 | PA      | $2837109.82   | 0.05%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                      | Var Energi ASA                                                                                | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   2397000 | PA      | $2511638.92   | 0.05%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust, Series 2019-L2, Class A4                                      | CUSIP: 61768HAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17430000 | PA      | $17086982.83  | 0.32%             | 2052-03-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp.                                                                        | Wabtec Corp.                                                                                  | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   2517000 | PA      | $2575802.58   | 0.05%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Carlyle Global Market Strategies CLO Ltd.                                           | Carlyle Global Market Strategies CLO Ltd., Series 2015-5A, Class A1R3                         | CUSIP: 14312JBG6<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |   3207715 | PA      | $3214262.14   | 0.06%             | 2032-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                         | Kenvue Inc.                                                                                   | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    282000 | PA      | $291749.22    | 0.01%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| FirstCash, Inc.                                                                     | FirstCash, Inc.                                                                               | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |    650000 | PA      | $638696.44    | 0.01%             | 2028-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    582000 | PA      | $578358.59    | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1267033.67   | 0.02%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2471000 | PA      | $2449346.26   | 0.05%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| EMD Finance LLC                                                                     | EMD Finance LLC                                                                               | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   5098000 | PA      | $5048900.19   | 0.10%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3U5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2644000 | PA      | $2686225.00   | 0.05%             | 2029-04-23      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                                   | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204612.36    | 0.00%             | N/A             | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bond                                            | Costa Rica Government International Bond                                                      | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |   3279000 | PA      | $3467952.38   | 0.07%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                               | Kioxia Holdings Corp.                                                                         | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   1537000 | PA      | $1529568.50   | 0.03%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2022-NQM2, Class A1                               | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6132097 | PA      | $5837803.98   | 0.11%             | 2062-03-27      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                     | BAE Systems PLC                                                                               | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $733412.63    | 0.01%             | 2054-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Port Of Spain Waterfront Development                                                | Port Of Spain Waterfront Development                                                          | CUSIP: 73500YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    193333 | PA      | $191980.00    | 0.00%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                      | NCL Corp. Ltd.                                                                                | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     65000 | PA      | $67075.97     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian infrastructure Holdings Ltd.                                     | South Bow Canadian infrastructure Holdings Ltd.                                               | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   3112000 | PA      | $3254582.50   | 0.06%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: —       |
| Mello Mortgage Capital Acceptance Trust                                             | Mello Mortgage Capital Acceptance Trust, Series 2021-INV3, Class A4                           | CUSIP: 585491AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5776139 | PA      | $5183542.49   | 0.10%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2020-1, Class A1                                  | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187075 | PA      | $179209.92    | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2022-1, Class A1                                   | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6209138 | PA      | $5497092.66   | 0.10%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | Mercedes-Benz Finance North America LLC                                                       | CUSIP: 58769JAR8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    595000 | PA      | $606901.89    | 0.01%             | 2029-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116081.48    | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| YUM! Brands, Inc.                                                                   | YUM! Brands, Inc.                                                                             | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496319.40    | 0.01%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                         | Truist Bank                                                                                   | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  12473000 | PA      | $12480305.69  | 0.24%             | 2028-07-24      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59060.20     | 0.00%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                          | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $814442.87    | 0.02%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: —       |
| Sensata Technologies B.V.                                                           | Sensata Technologies B.V.                                                                     | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    275000 | PA      | $263660.76    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| El Puerto de Liverpool, S.A.B. de C.V.                                              | El Puerto de Liverpool, S.A.B. de C.V.                                                        | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |   4483000 | PA      | $4759601.10   | 0.09%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: —       |
| Cedar Funding XI Clo Ltd.                                                           | Cedar Funding XI Clo Ltd., Series 2019-11A, Class A1R2                                        | CUSIP: 15033LAW2<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |   6705740 | PA      | $6698364.17   | 0.13%             | 2032-05-29      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                                                      | Starz Capital Holdings 1, Inc.                                                                | CUSIP: 535939AA0<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    280000 | PA      | $256880.40    | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                          | Ball Corp.                                                                                    | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |  11822000 | PA      | $11972159.85  | 0.23%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31418MP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3140 | PA      | $3309.40      | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution, Ltd.                                                            | LG Energy Solution, Ltd.                                                                      | CUSIP: 50205MAJ8<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    410000 | PA      | $421810.48    | 0.01%             | 2035-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                                      | Adjustable Rate Mortgage Trust, Series 2005-1, Class 4A1                                      | CUSIP: 007036FT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230372 | PA      | $226183.95    | 0.00%             | 2035-05-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31335AXK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2721386 | PA      | $2725156.17   | 0.05%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31287XG26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       507 | PA      | $525.65       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                                  | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31631.93     | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 128301900 | PA      | $128843173.64 | 2.43%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                              | GFL Environmental Inc.                                                                        | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $243352.40    | 0.00%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371KF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       835 | PA      | $875.83       | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                                | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    647000 | PA      | $652774.84    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3446000 | PA      | $3454387.32   | 0.07%             | N/A             | Variable      | 6.60%                 | No            |                  2 | On Loan: —       |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10204.56     | 0.00%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                      | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   3282000 | PA      | $3326750.07   | 0.06%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                                           | PPL Capital Funding, Inc.                                                                     | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    181000 | PA      | $183948.52    | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp.                                                                | Northern Trust Corp.                                                                          | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7625.94      | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    913000 | PA      | $932365.72    | 0.02%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    556000 | PA      | $561998.70    | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                                                      | Autodesk, Inc.                                                                                | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1583304.50   | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                             | AS Mileage Plan IP Ltd.                                                                       | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    641000 | PA      | $642428.76    | 0.01%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                                     | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    187000 | PA      | $196397.89    | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Qdoba Funding LLC                                                                   | Qdoba Funding LLC, Series 2023-1A, Class A2                                                   | CUSIP: 746954AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13584952 | PA      | $14219758.31  | 0.27%             | 2053-09-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                            | OCP S.A.                                                                                      | CUSIP: BQ0169574<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $183530.00    | 0.00%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp. (An Electric Membership Corp.)                               | Oglethorpe Power Corp. (An Electric Membership Corp.)                                         | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    614000 | PA      | $602337.43    | 0.01%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| Cascades Inc./Cascades USA Inc.                                                     | Cascades Inc./Cascades USA Inc.                                                               | CUSIP: 14739LAD4<br>LEI: FPD41G4F3GH7OJ38TS94 | Long             | DBT              | CORP              | CA        |   2453000 | PA      | $2493977.37   | 0.05%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    223000 | PA      | $230656.83    | 0.00%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FL2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2034490 | PA      | $1884888.91   | 0.04%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Manufacturers and Traders Trust Co.                                                 | Manufacturers and Traders Trust Co.                                                           | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    799000 | PA      | $809189.14    | 0.02%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding, Inc.                                                             | BlackRock Funding, Inc.                                                                       | CUSIP: 09290DAJ0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234193.19    | 0.00%             | 2035-01-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31390RXU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2665 | PA      | $2761.32      | 0.00%             | 2032-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                           | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    132000 | PA      | $133660.79    | 0.00%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil S.A.                                                                | Banco do Brasil S.A.                                                                          | CUSIP: 059578AK0<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    800000 | PA      | $817194.40    | 0.02%             | 2031-03-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                    | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    109000 | PA      | $110147.01    | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    118000 | PA      | $121893.83    | 0.00%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust                                                 | Thornburg Mortgage Securities Trust, Series 2005-1, Class A3                                  | CUSIP: 885220HB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246956 | PA      | $241886.43    | 0.00%             | 2045-04-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                  | Smith & Nephew PLC                                                                            | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    312000 | PA      | $316489.46    | 0.01%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    271000 | PA      | $286991.44    | 0.01%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1172000 | PA      | $1184365.63   | 0.02%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13156.88     | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    961000 | PA      | $968399.27    | 0.02%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                       | Veralto Corp.                                                                                 | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    280000 | PA      | $289306.25    | 0.01%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                           | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64291.53     | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                                   | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    352000 | PA      | $362869.74    | 0.01%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                                 | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  10280000 | PA      | $10380693.63  | 0.20%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Arizona Public Service Co.                                                          | Arizona Public Service Co.                                                                    | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   8608000 | PA      | $8589234.13   | 0.16%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                   | Sonic Capital LLC, Series 2020-1A, Class A2I                                                  | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8958500 | PA      | $8809028.32   | 0.17%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust, Series 2019-L3, Class AS                                      | CUSIP: 61691UBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10950000 | PA      | $10328315.94  | 0.19%             | 2052-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                       | SM Energy Co.                                                                                 | CUSIP: 78454LAW0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505083.00    | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Metronet Infrastructure Issuer LLC                                                  | Metronet Infrastructure Issuer LLC                                                            | CUSIP: 59170JAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7250000 | PA      | $7268391.08   | 0.14%             | 2055-07-20      | Fixed         | 6.01%                 | No            |                  3 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                              | Citadel Securities Global Holdings LLC                                                        | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1572323.94   | 0.03%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd.                                                  | Ooredoo International Finance Ltd.                                                            | CUSIP: 68341PAB5<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    265000 | PA      | $263394.43    | 0.00%             | 2034-10-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31307TDS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    698460 | PA      | $681480.13    | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     41000 | PA      | $42480.40     | 0.00%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                                                | Select Medical Corp., Term Loan B                                                             | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    156175 | PA      | $156760.86    | 0.00%             | 2031-11-30      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                      | Hewlett Packard Enterprise Co.                                                                | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    837000 | PA      | $823190.24    | 0.02%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                      | Structured Adjustable Rate Mortgage Loan Trust, Series 2004-12, Class 3A2                     | CUSIP: 863579AQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86352 | PA      | $84680.20     | 0.00%             | 2034-09-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                        | Royal Caribbean Cruises Ltd.                                                                  | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    818000 | PA      | $839755.53    | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 2 Year Notes Future                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      2361 | NC      | $1121574.16   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213CQ86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1690 | PA      | $1699.01      | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2396000 | PA      | $2450747.35   | 0.05%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Coca-Cola FEMSA, S.A.B. de C.V.                                                     | Coca-Cola FEMSA, S.A.B. de C.V.                                                               | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   9654000 | PA      | $9683058.54   | 0.18%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                        | Cummins Inc.                                                                                  | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   6064000 | PA      | $6163872.69   | 0.12%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                                   | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    681000 | PA      | $654079.20    | 0.01%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Idaho Power Co.                                                                     | Idaho Power Co.                                                                               | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    207000 | PA      | $212610.00    | 0.00%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                        | CCO Holdings, LLC/CCO Holdings Capital Corp.                                                  | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1085194.89   | 0.02%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                                   | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    497000 | PA      | $506503.87    | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                               | Gilead Sciences, Inc.                                                                         | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96924.03     | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana, LLC                                                            | Duke Energy Indiana, LLC                                                                      | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    106000 | PA      | $101020.18    | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                                  | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1786000 | PA      | $1786367.61   | 0.03%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $3052694.36   | 0.06%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                                      | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    504000 | PA      | $516918.28    | 0.01%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     96000 | PA      | $98686.39     | 0.00%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                                                       | FirstEnergy Transmission, LLC                                                                 | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    389000 | PA      | $386116.86    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                               | Delta Air Lines, Inc.                                                                         | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2019000 | PA      | $2060256.25   | 0.04%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| J. M. Smucker Co. (The)                                                             | J. M. Smucker Co. (The)                                                                       | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    111000 | PA      | $119431.48    | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1079830.03   | 0.02%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III L.P.                                                    | Hertz Vehicle Financing III L.P., Series 2021-2A, Class B                                     | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2030419.86   | 0.04%             | 2027-12-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                           | UDR, Inc.                                                                                     | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190904.86    | 0.00%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                                  | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3853000 | PA      | $3839304.32   | 0.07%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Block, Inc.                                                                         | Block, Inc.                                                                                   | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1553000 | PA      | $1595359.18   | 0.03%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                                 | Union Pacific Corp.                                                                           | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26296.69     | 0.00%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp., Series ..                                              | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1848000 | PA      | $1878334.14   | 0.04%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1121124.44   | 0.02%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                               | Amrize Finance US LLC                                                                         | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    531000 | PA      | $542181.86    | 0.01%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Regal Rexnord Corp.                                                                 | Regal Rexnord Corp.                                                                           | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9321.53      | 0.00%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   9777000 | PA      | $9981828.15   | 0.19%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201V5K4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46461 | PA      | $47243.17     | 0.00%             | 2032-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    629000 | PA      | $640519.56    | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                                   | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1904000 | PA      | $1952760.89   | 0.04%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Cougar JV Subsidiary, LLC                                                           | Cougar JV Subsidiary, LLC                                                                     | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $262051.69    | 0.00%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM4 Trust                                                                 | OBX 2021-NQM4 Trust, Series 2021-NQM4, Class A1                                               | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9070943 | PA      | $7770484.66   | 0.15%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                             | Sociedad Quimica y Minera de Chile S.A.                                                       | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    340000 | PA      | $338616.20    | 0.01%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  10318000 | PA      | $10293230.20  | 0.19%             | 2056-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1141121.72   | 0.02%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                         | Bank Gospodarstwa Krajowego                                                                   | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $205395.61    | 0.00%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                            | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    336000 | PA      | $347538.94    | 0.01%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98677.57     | 0.00%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                       | Empresa Nacional del Petroleo                                                                 | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |   2578000 | PA      | $2669560.25   | 0.05%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2021-5, Class A1                                             | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2818121 | PA      | $2553217.33   | 0.05%             | 2066-11-26      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    199000 | PA      | $204080.73    | 0.00%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-1, Class A1                                           | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6061410 | PA      | $5690132.69   | 0.11%             | 2067-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp.                                                             | Synovus Financial Corp.                                                                       | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    458000 | PA      | $476586.14    | 0.01%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP, LLC                                                                | Kimco Realty OP, LLC                                                                          | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   5970000 | PA      | $6036181.63   | 0.11%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                            | Benchmark Mortgage Trust, Series 2019-B14, Class A5                                           | CUSIP: 08162YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16455000 | PA      | $15524206.47  | 0.29%             | 2062-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                         | Kenvue Inc.                                                                                   | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92302.50     | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                               | Amrize Finance US LLC                                                                         | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2948990.44   | 0.06%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                               | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1165190.09   | 0.02%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                         | Kaiser Foundation Hospitals, Series 2021                                                      | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     44000 | PA      | $28204.18     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                                   | Rocket Cos., Inc.                                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4006000 | PA      | $4162134.09   | 0.08%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| McCormick & Co., Inc.                                                               | McCormick & Co., Inc.                                                                         | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    710000 | PA      | $689889.96    | 0.01%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96100.99     | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                                        | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     22000 | PA      | $22788.43     | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31283HTS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1836 | PA      | $1892.16      | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EE5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6240000 | PA      | $6329808.14   | 0.12%             | 2029-04-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                        | Phillips Edison Grocery Center Operating Partnership I, L.P.                                  | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   3276000 | PA      | $3345575.82   | 0.06%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alsea, S.A.B. de C.V.                                                               | Alsea, S.A.B. de C.V.                                                                         | CUSIP: BS8792951<br>LEI: 4469000001BJLPKNUN21 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $400972.80    | 0.01%             | 2026-12-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                         | Saks Global Enterprises LLC                                                                   | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |    151980 | PA      | $61536.70     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1304409.85   | 0.02%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    406000 | PA      | $418369.98    | 0.01%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp.                                 | NGL Energy Operating LLC / NGL Energy Finance Corp.                                           | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2600517.33   | 0.05%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2022-1A, Class C                           | CUSIP: 05377RFD1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   5417000 | PA      | $5388519.04   | 0.10%             | 2028-08-21      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     53000 | PA      | $54126.09     | 0.00%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    348000 | PA      | $353912.50    | 0.01%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                          | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2400000 | PA      | $2662749.53   | 0.05%             | N/A             | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust 2025-AZ                                              | VDCM Commercial Mortgage Trust 2025-AZ, Series 2025-AZ, Class C                               | CUSIP: 91825CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5635000 | PA      | $5707657.69   | 0.11%             | 2044-07-13      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 5 Year Notes Future                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -3086 | NC      | $-807699.60   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| TierPoint Issuer LLC                                                                | TierPoint Issuer LLC, Series 2025-1A, Class A2                                                | CUSIP: 88651CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11433000 | PA      | $11634464.32  | 0.22%             | 2055-04-26      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3127000 | PA      | $3224189.04   | 0.06%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: —       |
| A.P. Moller - Maersk A/S                                                            | A.P. Moller - Maersk A/S                                                                      | CUSIP: 00203QAF4<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | DK        |    135000 | PA      | $142814.22    | 0.00%             | 2033-09-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                 | EOG Resources, Inc.                                                                           | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1205915.36   | 0.02%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 10 Year Ultra Future                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -2611 | NC      | $-779500.99   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Holdings Inc.                                                             | RB Global Holdings Inc.                                                                       | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |   1812000 | PA      | $1856899.55   | 0.04%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc.                                                           | Ferguson Enterprises Inc.                                                                     | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    497000 | PA      | $492347.83    | 0.01%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A4                            | CUSIP: 07336GAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9449306 | PA      | $7719742.67   | 0.15%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31287LES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        24 | PA      | $24.50        | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1357000 | PA      | $1399790.85   | 0.03%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                          | Sherwin-Williams Co. (The)                                                                    | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   3648000 | PA      | $3669924.15   | 0.07%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                          | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   4800000 | PA      | $4850066.06   | 0.09%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Mobilux Finance                                                                     | Mobilux Finance                                                                               | CUSIP: BQ1615468<br>LEI: 9695002JF900PZD9TO50 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $231141.32    | 0.00%             | 2028-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                                    | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class AR                                   | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9187317 | PA      | $9198359.96   | 0.17%             | 2032-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    162000 | PA      | $162377.25    | 0.00%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series FRN                                                   | CUSIP: 38141GXN9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    191000 | PA      | $191216.78    | 0.00%             | 2026-12-09      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| MHPA Commercial Mortgage Trust                                                      | MHPA Commercial Mortgage Trust, Series 2021-STOR, Class A                                     | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5810000 | PA      | $5811254.96   | 0.11%             | 2038-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class A                                                           | CUSIP: 12433EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10965000 | PA      | $10967809.23  | 0.21%             | 2039-01-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Central American Bottling Corp. / CBC Bottling Holdco SL / Beliv Holdco SL          | Central American Bottling Corp. / CBC Bottling Holdco SL / Beliv Holdco SL                    | CUSIP: BT6737410<br>LEI: 549300DT8SH0CF6BTT37 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $391104.04    | 0.01%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc.                              | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc.                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    206000 | PA      | $250069.87    | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a.r.l. / JBS USA Foods Group Holdings Inc / JBS USA Food Co.  | JBS USA Holding Lux S.a.r.l. / JBS USA Foods Group Holdings Inc / JBS USA Food Co.            | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10193000 | PA      | $10233001.82  | 0.19%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                               | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3436000 | PA      | $3536631.27   | 0.07%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2005-A5, Class 1A2                                         | CUSIP: 466247SE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53332 | PA      | $51677.03     | 0.00%             | 2035-08-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                        | MPH Acquisition Holdings LLC, Term Loan                                                       | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    124688 | PA      | $124936.88    | 0.00%             | 2030-12-31      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188994.98    | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                               | Alexandria Real Estate Equities, Inc.                                                         | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    515000 | PA      | $484104.88    | 0.01%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                                     | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    248000 | PA      | $252693.31    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1226000 | PA      | $1233750.96   | 0.02%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                               | OneMain Finance Corp.                                                                         | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    265000 | PA      | $272827.31    | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36212M7L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       243 | PA      | $254.43       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                              | Hilcorp Energy I, L.P.                                                                        | CUSIP: 431318BE3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    920000 | PA      | $883704.71    | 0.02%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series AA                                                                     | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5457000 | PA      | $5721391.65   | 0.11%             | N/A             | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1576939.53   | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                                        | American Water Capital Corp.                                                                  | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   2872000 | PA      | $2830197.47   | 0.05%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                 | Georgia-Pacific LLC                                                                           | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1246550.04   | 0.02%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9066.06      | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sunrise FinCo I B.V.                                                                | Sunrise FinCo I B.V.                                                                          | CUSIP: N/A<br>LEI: 213800MNFBDEQRS6HZ22       | Long             | DBT              | CORP              | NL        |    250000 | PA      | $295676.66    | 0.01%             | 2032-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    740000 | PA      | $750743.84    | 0.01%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2392220.26   | 0.05%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                         | Imperial Brands Finance PLC                                                                   | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   3796000 | PA      | $3836130.63   | 0.07%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36207NKG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13728 | PA      | $13893.33     | 0.00%             | 2027-01-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1676315.88   | 0.03%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                                          | Allison Transmission, Inc.                                                                    | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    775000 | PA      | $768862.78    | 0.01%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Synchrony Card Funding, LLC                                                         | Synchrony Card Funding, LLC, Series 2024-A2, Class A                                          | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5010000 | PA      | $5096379.41   | 0.10%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                               | OneMain Finance Corp.                                                                         | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3891000 | PA      | $4056407.58   | 0.08%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class A Pass Through Trust                                   | United Airlines 2024-1 Class A Pass Through Trust, Series 24-A                                | CUSIP: 90932WAB9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    725107 | PA      | $739222.42    | 0.01%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                      | Apollo Global Management, Inc.                                                                | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   5212000 | PA      | $5192501.49   | 0.10%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Sempra                                                                              | Sempra                                                                                        | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   7022000 | PA      | $7081873.86   | 0.13%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                    | DTE Electric Co.                                                                              | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    831000 | PA      | $850846.81    | 0.02%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Wynn Macau, Ltd.                                                                    | Wynn Macau, Ltd.                                                                              | CUSIP: ZQ9658860<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $385978.59    | 0.01%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                           | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55794.64     | 0.00%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312940ZC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12973 | PA      | $13235.09     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco L.P.                                                              | Boots Group Finco L.P.                                                                        | CUSIP: YM3458762<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1234934.24   | 0.02%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                               | Kioxia Holdings Corp.                                                                         | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   1569000 | PA      | $1571610.82   | 0.03%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3324000 | PA      | $3423220.57   | 0.06%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Cadence Design Systems, Inc.                                                        | Cadence Design Systems, Inc.                                                                  | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    278000 | PA      | $275324.28    | 0.01%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd.                                                            | Studio City Finance Ltd.                                                                      | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    550000 | PA      | $521670.01    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Kroger Co. (The)                                                                    | Kroger Co. (The)                                                                              | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    729000 | PA      | $726986.85    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F060691<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  58896676 | PA      | $60175906.50  | 1.14%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M7V29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    408170 | PA      | $416426.85    | 0.01%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes Trust                                                         | Tricon American Homes Trust, Series 2020-SFR2, Class A                                        | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10782421 | PA      | $10177011.66  | 0.19%             | 2039-11-17      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 PLC                                                         | INEOS Quattro Finance 2 PLC                                                                   | CUSIP: ZH9739041<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $234148.22    | 0.00%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                                     | Comision Ejecutiva Hidroelectrica del Rio Lempa                                               | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    333000 | PA      | $342607.05    | 0.01%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2023-DNA1, Class M1                                                       | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | USGSE             | US        |   1768650 | PA      | $1797461.42   | 0.03%             | 2043-03-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2021-NQM1, Class A1                              | CUSIP: 126407AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1153212 | PA      | $1050195.95   | 0.02%             | 2065-05-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co., Series W                                                                | CUSIP: 48123UAB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     48000 | PA      | $42708.87     | 0.00%             | 2047-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                       | Univision Communications Inc.                                                                 | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    698000 | PA      | $735494.47    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                                  | RGA Global Funding                                                                            | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |  14170000 | PA      | $14234635.60  | 0.27%             | 2032-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                         | goeasy Ltd.                                                                                   | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   2019000 | PA      | $2020317.09   | 0.04%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Prosus N.V.                                                                         | Prosus N.V.                                                                                   | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $190263.29    | 0.00%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                  | ConocoPhillips Co.                                                                            | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104755.62    | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36292AYN2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13539 | PA      | $13768.06     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ACY1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179713.76    | 0.00%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                               | Dominican Republic International Bond                                                         | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  13542000 | PA      | $14138525.10  | 0.27%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Synovus Bank                                                                        | Synovus Bank                                                                                  | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    774000 | PA      | $790301.24    | 0.01%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Sealed Air Corp.                                                                    | Sealed Air Corp.                                                                              | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    267000 | PA      | $265036.27    | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    111000 | PA      | $114859.19    | 0.00%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                          | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    208000 | PA      | $211256.51    | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                             | Republic Services, Inc.                                                                       | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    284000 | PA      | $291366.03    | 0.01%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  20671000 | PA      | $21572420.97  | 0.41%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| Alabama Power Co.                                                                   | Alabama Power Co.                                                                             | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     84000 | PA      | $89811.34     | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                                   | Rocket Cos., Inc.                                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1696000 | PA      | $1746244.00   | 0.03%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                                                      | Apollo Global Management, Inc., Pfd.                                                          | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |    508150 | NS      | $13440567.50  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                                  | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    152000 | PA      | $158408.65    | 0.00%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1391930.51   | 0.03%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Co., LLC                                                   | Florida Gas Transmission Co., LLC                                                             | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   7392000 | PA      | $7622254.89   | 0.14%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                  | Newell Brands Inc.                                                                            | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    128000 | PA      | $128862.08    | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36202SBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5808 | PA      | $6021.95      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                        | CCO Holdings, LLC/CCO Holdings Capital Corp.                                                  | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    272000 | PA      | $242830.69    | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                                     | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   8179000 | PA      | $8187620.58   | 0.15%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36798100 | PA      | $36848409.99  | 0.70%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                                  | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    683000 | PA      | $636746.22    | 0.01%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                         | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    132000 | PA      | $135228.09    | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                                 | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1252322.78   | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                                                    | CMS Energy Corp.                                                                              | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $1025610.63   | 0.02%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                                      | CUSIP: 110122EB0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    108000 | PA      | $114536.76    | 0.00%             | 2053-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77477.78     | 0.00%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1446000 | PA      | $1427889.92   | 0.03%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GKH1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92865.78     | 0.00%             | 2028-02-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Engie                                                                               | Engie                                                                                         | CUSIP: 29286DAC9<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    770000 | PA      | $778903.53    | 0.01%             | 2054-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36291LXL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17756 | PA      | $18065.18     | 0.00%             | 2034-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-3, Class A1                                           | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7204658 | PA      | $6956057.21   | 0.13%             | 2067-02-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp., ARM                                                         | CUSIP: 3128NHZZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37498 | PA      | $38749.15     | 0.00%             | 2037-05-01      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class AA Pass Through Trust                                  | United Airlines 2024-1 Class AA Pass Through Trust, Series AA                                 | CUSIP: 90932WAA1<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    594761 | PA      | $611522.01    | 0.01%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding, LLC                                                                | Wendy's Funding, LLC, Series 2019-1A, Class A2II                                              | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   4867053 | PA      | $4752427.18   | 0.09%             | 2049-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust, Series 2021-ESH, Class B                                         | CUSIP: 30227FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7858022 | PA      | $7863452.11   | 0.15%             | 2038-07-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Empower CLO 2024-1 Ltd.                                                             | Empower CLO 2024-1 Ltd., Series 2024-1A, Class A1                                             | CUSIP: 29244RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10250000 | PA      | $10299528.00  | 0.19%             | 2037-04-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM2                                                                      | EFMT 2025-NQM2, Series 2025-NQM2, Class A1                                                    | CUSIP: 281917AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9441569 | PA      | $9546313.17   | 0.18%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                           | IP 2025-IP Mortgage Trust, Series 2025-IP, Class A                                            | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10963000 | PA      | $11192306.49  | 0.21%             | 2042-06-10      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co., Series BB                                                                  | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2076000 | PA      | $2057331.36   | 0.04%             | N/A             | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| JSC Uzbekneftegaz                                                                   | JSC Uzbekneftegaz                                                                             | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |   7487000 | PA      | $7097224.76   | 0.13%             | 2028-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                      | Hyundai Capital Services, Inc.                                                                | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |   4005000 | PA      | $4087695.48   | 0.08%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2782822.47   | 0.05%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp.                                                        | Chase Mortgage Finance Corp., Series 2016-SH2, Class M3                                       | CUSIP: 16164AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1592694 | PA      | $1479805.05   | 0.03%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Invesco Treasury Portfolio                                                          | Invesco Treasury Portfolio, Institutional Class                                               | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        | 128905675 | NS      | $128905675.03 | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                                                                     | AES Corp. (The)                                                                               | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   4154000 | PA      | $4276169.64   | 0.08%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Banque Federative du Credit Mutuel                                                  | Banque Federative du Credit Mutuel                                                            | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  10216000 | PA      | $10312303.27  | 0.19%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Summit Midstream Holdings, LLC                                                      | Summit Midstream Holdings, LLC                                                                | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    259000 | PA      | $258510.90    | 0.00%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                   | Alabama Power Co.                                                                             | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    712000 | PA      | $721298.13    | 0.01%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Kaiser Foundation Hospitals                                                         | Kaiser Foundation Hospitals, Series 2021                                                      | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     65000 | PA      | $46877.79     | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                      | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   3134000 | PA      | $3122614.80   | 0.06%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A8                            | CUSIP: 07336GAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8281078 | PA      | $7447409.01   | 0.14%             | 2051-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                                                     | Transocean Titan Financing Ltd.                                                               | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1236952 | PA      | $1271819.59   | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| nVent Finance S.a.r.l.                                                              | nVent Finance S.a.r.l.                                                                        | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    165000 | PA      | $169853.95    | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1832000 | PA      | $1819013.43   | 0.03%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2024-VLT5, Class A                                       | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7025000 | PA      | $7140299.92   | 0.13%             | 2046-11-13      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2024-VLT5, Class B                                       | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4590000 | PA      | $4697115.91   | 0.09%             | 2046-11-13      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                                | Jane Street Group / JSG Finance Inc.                                                          | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   3467000 | PA      | $3485520.71   | 0.07%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                    | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    262000 | PA      | $260878.67    | 0.00%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                       | Citigroup Mortgage Loan Trust, Series 2024-1, Class A3A                                       | CUSIP: 17332CAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7925483 | PA      | $8045588.70   | 0.15%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc.                                                | Public Service Enterprise Group Inc.                                                          | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    320000 | PA      | $335211.09    | 0.01%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                                 | Regal Rexnord Corp.                                                                           | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     68000 | PA      | $72078.04     | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                                     | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    469000 | PA      | $445720.86    | 0.01%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: —       |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                        | CCO Holdings, LLC/CCO Holdings Capital Corp.                                                  | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1530205.12   | 0.03%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371JBE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        38 | PA      | $39.02        | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                       | Cencora, Inc.                                                                                 | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    182000 | PA      | $184095.08    | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                                                | TierPoint Issuer LLC, Series 2023-1A, Class A2                                                | CUSIP: 88651CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2229667 | PA      | $2234105.71   | 0.04%             | 2053-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967QB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5456000 | PA      | $5547408.57   | 0.10%             | 2031-05-07      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Co.                                                           | Global Atlantic (Fin) Co.                                                                     | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    545000 | PA      | $557448.25    | 0.01%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe, LLC                                                   | Burlington Northern Santa Fe, LLC                                                             | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6455000 | PA      | $6555670.44   | 0.12%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36208R2G8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       805 | PA      | $814.44       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                                | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  12940000 | PA      | $13273463.80  | 0.25%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                                      | Piedmont Natural Gas Co., Inc.                                                                | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    142000 | PA      | $146735.18    | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                   | GGAM Finance Ltd.                                                                             | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    750000 | PA      | $796293.00    | 0.02%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-1A, Class A2I                                                 | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7763335 | PA      | $7893717.11   | 0.15%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                             | Centersquare Issuer LLC, Series 2025-4A, Class A2                                             | CUSIP: 15201EAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10250000 | PA      | $9668887.53   | 0.18%             | 2055-08-25      | Fixed         | 5.20%                 | No            |                  3 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                                  | Columbia Pipelines Holding Co. LLC                                                            | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    507000 | PA      | $515624.53    | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                          | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     49000 | PA      | $49169.19     | 0.00%             | 2027-01-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                                                 | Hanover Insurance Group, Inc. (The)                                                           | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2827420.18   | 0.05%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Navoiy Kon-Metallurgiya Kombinati Aksiyadorlik Jamiyati                             | Navoiy Kon-Metallurgiya Kombinati Aksiyadorlik Jamiyati                                       | CUSIP: 63890CAB0<br>LEI: 213800YLNAGERZ4C3M60 | Long             | DBT              | CORP              | UZ        |    600000 | PA      | $634425.95    | 0.01%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                                  | Union Electric Co.                                                                            | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    472000 | PA      | $431729.38    | 0.01%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |  11622000 | PA      | $11635830.18  | 0.22%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                                   | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    154000 | PA      | $160442.92    | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust                                                 | Thornburg Mortgage Securities Trust, Series 2003-6, Class A2                                  | CUSIP: 885220EQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110082 | PA      | $106600.23    | 0.00%             | 2033-12-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                                                   | Western Midstream Operating, L.P.                                                             | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    499000 | PA      | $493148.68    | 0.01%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC, Series                                                                     | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    722000 | PA      | $746431.04    | 0.01%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                          | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    430000 | PA      | $387574.97    | 0.01%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Southern Natural Gas Co., L.L.C.                                                    | Southern Natural Gas Co., L.L.C.                                                              | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |   1734000 | PA      | $1744729.71   | 0.03%             | 2035-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-2, Class A4                                       | CUSIP: 29375RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1991000 | PA      | $2065251.96   | 0.04%             | 2030-12-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Caturus Energy, LLC                                                                 | Caturus Energy, LLC                                                                           | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    255000 | PA      | $264781.04    | 0.00%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FL2P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    887956 | PA      | $821138.55    | 0.02%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding                                                               | Jersey Mike's Funding, Series 2025-1A, Class A2                                               | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7100000 | PA      | $7252759.34   | 0.14%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10                                                                    | BANK5 2024-5YR10, Series 2024-5YR10, Class A                                                  | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3175000 | PA      | $3264173.05   | 0.06%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                                     | Virginia Electric and Power Co.                                                               | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     79000 | PA      | $80142.23     | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2025-VLT6, Class B                                                           | CUSIP: 12433KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5740000 | PA      | $5745632.09   | 0.11%             | 2042-03-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    789000 | PA      | $866668.37    | 0.02%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                      | British Telecommunications PLC                                                                | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   8833000 | PA      | $8762299.78   | 0.17%             | 2081-11-23      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1682000 | PA      | $1634591.53   | 0.03%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                               | Targa Resources Corp.                                                                         | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7063.47      | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371KNJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       252 | PA      | $258.78       | 0.00%             | 2032-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200RAD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       358 | PA      | $366.05       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Agl Clo 17 Ltd.                                                                     | Agl Clo 17 Ltd., Series 2022-17A, Class AR                                                    | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |  12106000 | PA      | $12112767.25  | 0.23%             | 2035-01-21      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                                      | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133560.87    | 0.00%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91550.11     | 0.00%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                               | Saudi Arabian Oil Co.                                                                         | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   7924000 | PA      | $8058374.00   | 0.15%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cencosud S.A.                                                                       | Cencosud S.A.                                                                                 | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |    800000 | PA      | $833952.00    | 0.02%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5744000 | PA      | $5837098.75   | 0.11%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-1, Class A1B                                          | CUSIP: 92537QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1531951 | PA      | $1377746.47   | 0.03%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust II                                                            | Wynnton Funding Trust II                                                                      | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9884000 | PA      | $9835327.23   | 0.19%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                                      | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    886000 | PA      | $891002.30    | 0.02%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                     | Trust Fibra Uno                                                                               | CUSIP: 898339AB2<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $178526.54    | 0.00%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                                  | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    183000 | PA      | $188750.92    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                 | Synchrony Financial                                                                           | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1027464.90   | 0.02%             | 2029-07-29      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| LG Electronics Inc.                                                                 | LG Electronics Inc.                                                                           | CUSIP: 50186QAC7<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |   1070000 | PA      | $1090934.53   | 0.02%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                         | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200802.31    | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana, LLC                                                              | Entergy Louisiana, LLC                                                                        | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    334000 | PA      | $338249.59    | 0.01%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2024-7, Class A1                                           | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |   4512579 | PA      | $4509112.79   | 0.09%             | 2069-09-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Panama Infrastructure Receivable Purchaser PLC                                      | Panama Infrastructure Receivable Purchaser PLC                                                | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |   4414000 | PA      | $3300700.92   | 0.06%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group, L.P.                                                          | Simon Property Group, L.P.                                                                    | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1330753.20   | 0.03%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Chase Home Lending Mortgage Trust                                                   | Chase Home Lending Mortgage Trust, Series 2024-9, Class A6                                    | CUSIP: 16160QAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1132538 | PA      | $1134069.43   | 0.02%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K083, Class AM                  | CUSIP: 3137FJXW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |   4736000 | PA      | $4733352.58   | 0.09%             | 2028-10-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2020-3, Class A1                                             | CUSIP: 03465LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2268643 | PA      | $2152007.60   | 0.04%             | 2065-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                        | Walmart Inc.                                                                                  | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   5778000 | PA      | $5871790.86   | 0.11%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2022-3, Class A1                                             | CUSIP: 12659YAA2<br>LEI: 213800PIMH7Q7M27DB82 | Long             | ABS-MBS          | CORP              | US        |   8576779 | PA      | $8468036.43   | 0.16%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US CLO 1 Ltd.                                            | Goldentree Loan Management US CLO 1 Ltd., Series 2017-1A, Class A1R3                          | CUSIP: 38136FBU6<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |   4358000 | PA      | $4355302.40   | 0.08%             | 2034-04-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                        | American National Group Inc.                                                                  | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   6186000 | PA      | $6257230.31   | 0.12%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                           | Nippon Life Insurance Co.                                                                     | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    996000 | PA      | $1032884.42   | 0.02%             | 2054-04-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                          | CNH Industrial Capital LLC                                                                    | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    785000 | PA      | $794022.08    | 0.01%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| RR 17 Ltd.                                                                          | RR 17 Ltd., Series 2021-17A, Class A1AR                                                       | CUSIP: 74980QAL5<br>LEI: 549300H1BYT42IUZDL59 | Long             | ABS-CBDO         | CORP              | US        |  22060000 | PA      | $22076545.00  | 0.42%             | 2034-07-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2494000 | PA      | $2520245.51   | 0.05%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                          | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    101000 | PA      | $109635.67    | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Intuit Inc.                                                                         | Intuit Inc.                                                                                   | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    231000 | PA      | $239656.98    | 0.00%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                               | Cardinal Health, Inc.                                                                         | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   2302000 | PA      | $2286977.54   | 0.04%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Electricite de France                                                               | Electricite de France                                                                         | CUSIP: 28504DAG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |  12881000 | PA      | $12943350.87  | 0.24%             | 2055-01-13      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co., Series OO                                                               | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1073844.64   | 0.02%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc.                                                                         | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    109000 | PA      | $112577.37    | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                                | UPMC                                                                                          | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    264000 | PA      | $252912.89    | 0.00%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    114000 | PA      | $116633.64    | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    162000 | PA      | $166901.72    | 0.00%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    236000 | PA      | $242277.93    | 0.00%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2022-ATH2, Class A1                              | CUSIP: 12665WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8448143 | PA      | $8423102.34   | 0.16%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2020-INV1, Class A1                               | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1061488 | PA      | $1008024.62   | 0.02%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                              | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    159000 | PA      | $163686.19    | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners LLC                                                   | Greystar Real Estate Partners LLC, Term Loan B                                                | CUSIP: 39806LAD9<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |    246880 | PA      | $247496.91    | 0.00%             | 2030-08-21      | Floating      | 7.05%                 | No            |                  3 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2144692.04   | 0.04%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5988000 | PA      | $6095619.81   | 0.12%             | 2031-05-13      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission, LLC                                                       | FirstEnergy Transmission, LLC                                                                 | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    532000 | PA      | $536812.89    | 0.01%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    291000 | PA      | $265288.79    | 0.01%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                            | Cox Communications, Inc.                                                                      | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60741.35     | 0.00%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FKJZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1476817 | PA      | $1366299.61   | 0.03%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                         | Bank Gospodarstwa Krajowego                                                                   | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    445000 | PA      | $465109.76    | 0.01%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    999000 | PA      | $1019351.63   | 0.02%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                    | American National Global Funding                                                              | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    598000 | PA      | $616647.53    | 0.01%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                               | Woodside Finance Ltd.                                                                         | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    614000 | PA      | $634801.84    | 0.01%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                                      | Baltimore Gas and Electric Co.                                                                | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1764000 | PA      | $1818790.81   | 0.03%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Neuberger Berman Loan Advisers CLO 49 Ltd.                                          | Neuberger Berman Loan Advisers CLO 49 Ltd., Series 2022-49A, Class AR                         | CUSIP: 64135JAL6<br>LEI: 549300IN02DS1MN5HW62 | Long             | ABS-CBDO         | CORP              | JE        |  10044000 | PA      | $10052005.07  | 0.19%             | 2035-07-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC S.A.                                                               | Inversiones CMPC S.A.                                                                         | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    225000 | PA      | $233772.53    | 0.00%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                    | Mitsubishi Corp.                                                                              | CUSIP: 606769AJ6<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |   1423000 | PA      | $1465204.66   | 0.03%             | 2029-07-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    272000 | PA      | $285194.91    | 0.01%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                          | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1149000 | PA      | $1204200.26   | 0.02%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp.                                                                                 | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    132000 | PA      | $139198.94    | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                          | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    466667 | PA      | $507722.03    | 0.01%             | N/A             | Variable      | 8.00%                 | No            |                  2 | On Loan: —       |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                            | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $1453414.12   | 0.03%             | 2053-09-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                               | Athene Global Funding                                                                         | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    580000 | PA      | $600505.77    | 0.01%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                     | Trust Fibra Uno                                                                               | CUSIP: 89834JAC7<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | CORP              | MX        |    655000 | PA      | $710937.00    | 0.01%             | 2037-01-23      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a.r.l.                                                  | GreenSaif Pipelines Bidco S.a.r.l.                                                            | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   5540000 | PA      | $5744961.27   | 0.11%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, N.A.                                                   | Morgan Stanley Private Bank, N.A.                                                             | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   5030000 | PA      | $5054018.35   | 0.10%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17500.09     | 0.00%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                                                    | Lincoln Financial Global Funding                                                              | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   2769000 | PA      | $2797979.33   | 0.05%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                               | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1067913.91   | 0.02%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                                 | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1078193.28   | 0.02%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                                        | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10208.26     | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-3A, Class A2I                                                 | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7607512 | PA      | $7639121.71   | 0.14%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Eni S.p.A.                                                                          | Eni S.p.A.                                                                                    | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    722000 | PA      | $736672.40    | 0.01%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                                 | Bank of New Zealand                                                                           | CUSIP: 064064AB4<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |   1056000 | PA      | $1090167.14   | 0.02%             | 2035-01-28      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group, L.P.                                                             | Kite Realty Group, L.P.                                                                       | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75743.92     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                              | Peruvian Government International Bond                                                        | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2934000 | PA      | $2974723.92   | 0.06%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                               | Keurig Dr Pepper Inc.                                                                         | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1057143.06   | 0.02%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    475000 | PA      | $490370.79    | 0.01%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: —       |
| DaVita Inc.                                                                         | DaVita Inc.                                                                                   | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144521.16    | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                         | ONEOK, Inc.                                                                                   | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60633.20     | 0.00%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cross 2024-H8 Mortgage Trust                                                        | Cross 2024-H8 Mortgage Trust, Series 2024-H8, Class A1                                        | CUSIP: 22757GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6452948 | PA      | $6498508.58   | 0.12%             | 2069-12-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VBQ1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1058000 | PA      | $1092192.31   | 0.02%             | 2029-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                          | Niagara Mohawk Power Corp.                                                                    | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   5406000 | PA      | $5382030.93   | 0.10%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                       | Citigroup Mortgage Loan Trust, Series 2004-UST1, Class A4                                     | CUSIP: 17307GLB2<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     49183 | PA      | $46493.18     | 0.00%             | 2034-08-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                                | Jane Street Group / JSG Finance Inc.                                                          | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   3524000 | PA      | $3643766.66   | 0.07%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39228.68     | 0.00%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371NCK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        12 | PA      | $12.50        | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc.                                               | 1011778 BC ULC / New Red Finance Inc.                                                         | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1959000 | PA      | $1984762.81   | 0.04%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, ARM                                                    | CUSIP: 31410KWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28344 | PA      | $29303.12     | 0.00%             | 2035-05-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp., Series ..                                              | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   4813000 | PA      | $4934656.28   | 0.09%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Venture Global Plaquemines LNG, LLC                                                 | Venture Global Plaquemines LNG, LLC                                                           | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1552010.85   | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                            | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   4439000 | PA      | $4883073.12   | 0.09%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| SG Residential Mortgage Trust                                                       | SG Residential Mortgage Trust, Series 2022-1, Class A1                                        | CUSIP: 78433QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11111709 | PA      | $10466900.69  | 0.20%             | 2062-03-27      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                                 | Georgia-Pacific LLC                                                                           | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1688225.13   | 0.03%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31386XQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132219 | PA      | $137450.89    | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4348000 | PA      | $4490349.00   | 0.08%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    881000 | PA      | $889009.75    | 0.02%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: —       |
| Citadel L.P.                                                                        | Citadel L.P.                                                                                  | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    380000 | PA      | $400372.94    | 0.01%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A2                            | CUSIP: 07336JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11946892 | PA      | $9779114.32   | 0.18%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    257000 | PA      | $257462.21    | 0.00%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2024-8, Class A3                                           | CUSIP: 46658GAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1909533 | PA      | $1915292.62   | 0.04%             | 2055-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2020-1, Class A1                                             | CUSIP: 03464RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470915 | PA      | $459134.78    | 0.01%             | 2059-12-25      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust, Series 2025-1A, Class A                                         | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2365646 | PA      | $2402370.39   | 0.05%             | 2042-05-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                          | Duke Energy Carolinas, LLC                                                                    | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     96000 | PA      | $91152.45     | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2023-6, Class A1                                             | CUSIP: 03464UAA4<br>LEI: 254900QAUT3NUZVCSB04 | Long             | ABS-MBS          | CORP              | US        |   2818725 | PA      | $2847411.45   | 0.05%             | 2067-12-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     24000 | PA      | $25781.44     | 0.00%             | 2034-11-21      | Variable      | 6.12%                 | No            |                  2 | On Loan: —       |
| FS Luxembourg S.a.r.l.                                                              | FS Luxembourg S.a.r.l.                                                                        | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $613158.00    | 0.01%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                            | Advance Auto Parts, Inc.                                                                      | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   2283000 | PA      | $2344247.87   | 0.04%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Engie                                                                               | Engie                                                                                         | CUSIP: 29286DAB1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $622690.20    | 0.01%             | 2034-04-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     91000 | PA      | $93069.39     | 0.00%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2694000 | PA      | $2720658.61   | 0.05%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   5030000 | PA      | $5238188.48   | 0.10%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                      | AIA Group Ltd.                                                                                | CUSIP: 00131LAR6<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   6976000 | PA      | $7013248.56   | 0.13%             | 2035-03-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-VOLT, Class C                                       | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6200500 | PA      | $6179708.48   | 0.12%             | 2036-09-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                                 | Athene Holding Ltd.                                                                           | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   2903000 | PA      | $2979156.02   | 0.06%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   2685000 | PA      | $2754068.16   | 0.05%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                           | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     41000 | PA      | $45522.33     | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | CSAIL Commercial Mortgage Trust, Series 2020-C19, Class A3                                    | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22374000 | PA      | $20319489.55  | 0.38%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon A.S.                                                          | Turk Telekomunikasyon A.S.                                                                    | CUSIP: 90011QAD2<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |    700000 | PA      | $727407.59    | 0.01%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                              | Verisk Analytics, Inc.                                                                        | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1857000 | PA      | $1865556.70   | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                                                 | Zaxby's Funding LLC, Series 2021-1A, Class A2                                                 | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21089760 | PA      | $19881310.43  | 0.38%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp. S.A.B. de CV                                                    | Orbia Advance Corp. S.A.B. de CV                                                              | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $722491.00    | 0.01%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline L.L.C.                                                 | Abu Dhabi Crude Oil Pipeline L.L.C.                                                           | CUSIP: 00401MAA4<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $196130.38    | 0.00%             | 2029-11-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                        | Cummins Inc.                                                                                  | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   4760000 | PA      | $4865808.71   | 0.09%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    225000 | PA      | $232069.65    | 0.00%             | 2035-04-17      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-7, Class A1                                           | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2843390 | PA      | $2835132.40   | 0.05%             | 2067-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                           | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    168000 | PA      | $159302.78    | 0.00%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                    | Capital Power (US Holdings) Inc.                                                              | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3563000 | PA      | $3687833.70   | 0.07%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series Y                                                                      | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264199.00    | 0.00%             | N/A             | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | Mercedes-Benz Finance North America LLC                                                       | CUSIP: 58769JAX5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $1135848.39   | 0.02%             | 2034-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Obx 2024-Nqm18 Trust                                                                | Obx 2024-Nqm18 Trust, Series 2024-NQM18, Class A1                                             | CUSIP: 673913AA7<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |   3583046 | PA      | $3601792.62   | 0.07%             | 2064-10-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo S.A. - COFIDE                                        | Corp. Financiera de Desarrollo S.A. - COFIDE                                                  | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    390000 | PA      | $398488.35    | 0.01%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boroo Investments Pte. Ltd.                                                         | Boroo Investments Pte. Ltd.                                                                   | CUSIP: 10001AAA3<br>LEI: 254900NL0ALM1NCHOQ65 | Long             | DBT              | CORP              | SG        |   8256000 | PA      | $7905120.00   | 0.15%             | 2032-08-07      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                               | Howmet Aerospace Inc.                                                                         | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    313000 | PA      | $320732.98    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| MidAmerican Energy Co.                                                              | MidAmerican Energy Co.                                                                        | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    109000 | PA      | $112060.04    | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                        | Barclays PLC                                                                                  | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4411000 | PA      | $4384782.12   | 0.08%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                                                      | M&T Bank Corp., Series J, Pfd.                                                                | CUSIP: 55261F864<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |    348527 | NS      | $9445081.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MidAmerican Energy Co.                                                              | MidAmerican Energy Co.                                                                        | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     81000 | PA      | $84231.45     | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2022-INV2, Class A1                                        | CUSIP: 924923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600756 | PA      | $3594515.96   | 0.07%             | 2067-10-25      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    426000 | PA      | $427589.56    | 0.01%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Carrier Global Corp.                                                                | Carrier Global Corp.                                                                          | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     79000 | PA      | $84262.79     | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class C                                                           | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3630000 | PA      | $3631013.50   | 0.07%             | 2039-01-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                                | Columbia Pipelines Operating Co. LLC                                                          | CUSIP: 19828TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1079000 | PA      | $997811.10    | 0.02%             | 2054-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                      | Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                                | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |   3803000 | PA      | $3935439.48   | 0.07%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                                       | CUSIP: 233853BJ8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  13744000 | PA      | $13756412.89  | 0.26%             | 2032-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                                      | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    805000 | PA      | $797211.16    | 0.02%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   3285000 | PA      | $3312632.37   | 0.06%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| Vantage Drilling International Ltd.                                                 | Vantage Drilling International Ltd.                                                           | CUSIP: G9325C105<br>LEI: 549300T9QN1134QR7185 | Long             | EC               | CORP              | KY        |        95 | NS      | $1140.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66 Co.                                                                     | Phillips 66 Co.                                                                               | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    148000 | PA      | $151402.39    | 0.00%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4450510.70   | 0.08%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: —       |
| Barclays PLC                                                                        | Barclays PLC                                                                                  | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $219172.51    | 0.00%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FKKX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1552240 | PA      | $1439613.52   | 0.03%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MAG Mutual Holding Co.                                                              | MAG Mutual Holding Co.                                                                        | CUSIP: 55261HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27101000 | PA      | $24472203.00  | 0.46%             | 2041-04-30      | Fixed         | 4.75%                 | No            |                  3 | On Loan: No      |
| Duke Energy Indiana, LLC                                                            | Duke Energy Indiana, LLC                                                                      | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    978000 | PA      | $997198.29    | 0.02%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                                 | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   3698000 | PA      | $3722385.09   | 0.07%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                                 | CUSIP: 21H022697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  64300000 | PA      | $54824567.46  | 1.03%             | 2055-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                           | Guatemala Government Bond                                                                     | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   3245000 | PA      | $3373177.50   | 0.06%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                          | WarnerMedia Holdings, Inc.                                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    968000 | PA      | $835989.00    | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                         | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2301000 | PA      | $2336174.28   | 0.04%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FKKW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1438783 | PA      | $1335038.33   | 0.03%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                         | CUSIP: 31393BZV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      1645 | PA      | $196.48       | 0.00%             | 2033-05-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                      | Synopsys, Inc.                                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    467000 | PA      | $458950.88    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Benchmark Mortgage Trust                                                            | Benchmark Mortgage Trust, Series 2019-B15, Class B                                            | CUSIP: 08160KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12220000 | PA      | $10629446.02  | 0.20%             | 2072-12-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2015-3, Class B2                                           | CUSIP: 46644MAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3026519 | PA      | $2866937.78   | 0.05%             | 2045-05-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Engie                                                                               | Engie                                                                                         | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    728000 | PA      | $749666.65    | 0.01%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                                                        | Hexcel Corp.                                                                                  | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    281000 | PA      | $286710.10    | 0.01%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                                     | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    382000 | PA      | $383292.56    | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                       | Nordson Corp.                                                                                 | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     84000 | PA      | $87143.57     | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                                     | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    143000 | PA      | $148338.18    | 0.00%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                            | Bunge Ltd. Finance Corp.                                                                      | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   9062000 | PA      | $9113925.71   | 0.17%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    144000 | PA      | $149893.86    | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    279000 | PA      | $290389.30    | 0.01%             | 2036-01-16      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Clover CLO 2021-3 LLC                                                               | Clover CLO 2021-3 LLC, Series 2021-3A, Class AR                                               | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10177000 | PA      | $10183045.14  | 0.19%             | 2035-01-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                  | Vodafone Group PLC                                                                            | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   4818000 | PA      | $3743039.54   | 0.07%             | 2081-06-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     84000 | PA      | $87247.93     | 0.00%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM14 Trust                                                                | OBX 2024-NQM14 Trust, Series 2024-NQM14, Class A1                                             | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |   5796870 | PA      | $5790384.11   | 0.11%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Liquid Telecommunications Financing PLC                                             | Liquid Telecommunications Financing PLC                                                       | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $173245.08    | 0.00%             | 2026-09-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                         | Nationwide Building Society                                                                   | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $818949.46    | 0.02%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust 2025-AZ                                              | VDCM Commercial Mortgage Trust 2025-AZ, Series 2025-AZ, Class A                               | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9585000 | PA      | $9703350.79   | 0.18%             | 2044-07-13      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                                 | Egypt Government International Bond                                                           | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    385000 | PA      | $397312.97    | 0.01%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust, Series 2005-3, Class 3A                               | CUSIP: 59020UL52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151504 | PA      | $142884.55    | 0.00%             | 2035-11-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series V                                                     | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1472032.65   | 0.03%             | N/A             | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    244000 | PA      | $254469.37    | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                         | TELUS Corp.                                                                                   | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   2831000 | PA      | $2912195.91   | 0.05%             | 2055-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                  | Smith & Nephew PLC                                                                            | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    398000 | PA      | $407709.05    | 0.01%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                                      | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1156830.72   | 0.02%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC, Series AJ                                           | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    128000 | PA      | $113727.34    | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                                          | AGCO Corp.                                                                                    | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    152000 | PA      | $154059.48    | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                               | AECOM                                                                                         | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   8885000 | PA      | $9074694.75   | 0.17%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CACI International Inc.                                                             | CACI International Inc.                                                                       | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    858000 | PA      | $886050.00    | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    758000 | PA      | $819383.86    | 0.02%             | 2030-02-08      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| MHPA Commercial Mortgage Trust                                                      | MHPA Commercial Mortgage Trust, Series 2021-STOR, Class B                                     | CUSIP: 55293BAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4355000 | PA      | $4356118.36   | 0.08%             | 2038-07-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                             | AstraZeneca Finance LLC                                                                       | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    252000 | PA      | $260765.16    | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                          | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155715.74    | 0.00%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 106392500 | PA      | $103533201.56 | 1.95%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2022-1, Class A1                                  | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7805321 | PA      | $7069042.33   | 0.13%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                    | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    158000 | PA      | $120970.58    | 0.00%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                                                  | Hilton Domestic Operating Co. Inc.                                                            | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1461188.64   | 0.03%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer, LLC                                                                    | Zayo Issuer, LLC, Series 2025-2A, Class A2                                                    | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8273000 | PA      | $8552971.56   | 0.16%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                             | EnerSys                                                                                       | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    949000 | PA      | $933181.59    | 0.02%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  12426000 | PA      | $12376071.59  | 0.23%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    896000 | PA      | $899346.76    | 0.02%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Shellpoint Asset Funding Trust                                                      | Shellpoint Asset Funding Trust, Series 2013-1, Class A3                                       | CUSIP: 822804AK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287452 | PA      | $277346.61    | 0.01%             | 2043-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp., Series frn                                                             | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $1038782.88   | 0.02%             | 2029-01-24      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Alexander Funding Trust II                                                          | Alexander Funding Trust II                                                                    | CUSIP: 014916AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $557112.18    | 0.01%             | 2028-07-31      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140XMMR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29508527 | PA      | $29906978.59  | 0.56%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II, LLC                                                        | Match Group Holdings II, LLC                                                                  | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   5339000 | PA      | $5401290.33   | 0.10%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                                                             | Invesco Senior Loan ETF                                                                       | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             | EC               | RF                | US        |    112000 | NS      | $2343040.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| American National Group Inc.                                                        | American National Group Inc.                                                                  | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   5874000 | PA      | $6025196.76   | 0.11%             | 2055-12-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd.                                                                     | ICG US CLO Ltd., Series 2016-1A, Class A1RR                                                   | CUSIP: 44931NAT8<br>LEI: 635400A7LQADQPBLJB50 | Long             | ABS-CBDO         | CORP              | KY        |  10776401 | PA      | $10786326.30  | 0.20%             | 2034-04-29      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I, L.P.                                                              | Hilcorp Energy I, L.P.                                                                        | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1390408.27   | 0.03%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc.                                                                | DENTSPLY SIRONA Inc.                                                                          | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |  12969000 | PA      | $13233515.72  | 0.25%             | 2055-09-12      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                          | Rogers Communications Inc.                                                                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   3383000 | PA      | $3478671.24   | 0.07%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                          | Amneal Pharmaceuticals LLC                                                                    | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    295000 | PA      | $303898.74    | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2019-2, Class A1                                   | CUSIP: 31573TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1259030 | PA      | $1201508.50   | 0.02%             | 2059-11-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    148000 | PA      | $159994.01    | 0.00%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc., Series NC5                                                                     | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     62000 | PA      | $66196.10     | 0.00%             | 2084-01-15      | Variable      | 8.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    693000 | PA      | $704359.05    | 0.01%             | 2028-07-21      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd.                                                                 | Elmwood CLO 15 Ltd., Series 2022-2A, Class A1R                                                | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  16550000 | PA      | $16565722.50  | 0.31%             | 2035-04-22      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC                                                      | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402136.32    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Gabon Blue Bond Master Trust                                                        | Gabon Blue Bond Master Trust                                                                  | CUSIP: 362419AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4013000 | PA      | $4057787.21   | 0.08%             | 2038-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213DG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        33 | PA      | $34.27        | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                                         | Visio Trust, Series 2020-1R, Class A1                                                         | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970524 | PA      | $935051.16    | 0.02%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                                  | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216218.09    | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential Trust, Series 2022-SFR5, Class A                                         | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9192918 | PA      | $9196858.06   | 0.17%             | 2039-06-17      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dana Inc.                                                                           | Dana Inc.                                                                                     | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48005.91     | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Eagle Funding LuxCo S.a.r.l.                                                        | Eagle Funding LuxCo S.a.r.l.                                                                  | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |  40751000 | PA      | $41376527.85  | 0.78%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                      | ING Groep N.V.                                                                                | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    885000 | PA      | $913827.69    | 0.02%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: —       |
| RLJ LODGING TRUST, L.P.                                                             | RLJ LODGING TRUST, L.P.                                                                       | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494013.15    | 0.01%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                         | Keysight Technologies, Inc.                                                                   | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1992000 | PA      | $2070204.84   | 0.04%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                        | Phillips Edison Grocery Center Operating Partnership I, L.P.                                  | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    435000 | PA      | $425635.77    | 0.01%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   3478000 | PA      | $3550606.69   | 0.07%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| FIEMEX Energia - Banco Actinver S.A. Institucion de Banca Multiple                  | FIEMEX Energia - Banco Actinver S.A. Institucion de Banca Multiple                            | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   2330664 | PA      | $2397041.19   | 0.05%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Teva Pharmaceuticals Finance Netherlands B.V.                                       | Teva Pharmaceuticals Finance Netherlands B.V.                                                 | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2790000 | PA      | $2871046.71   | 0.05%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2282819.80   | 0.04%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties L.P./ RHP Finance Corp.                                        | RHP Hotel Properties L.P./ RHP Finance Corp.                                                  | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    262000 | PA      | $270796.13    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Frigorifico Concepcion S.A.                                                         | Frigorifico Concepcion S.A.                                                                   | CUSIP: BQ5541033<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |    267000 | PA      | $200528.59    | 0.00%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                           | O'Reilly Automotive, Inc.                                                                     | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    740000 | PA      | $740797.24    | 0.01%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    281000 | PA      | $286565.86    | 0.01%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| BMO 2024-5C5 Mortgage Trust                                                         | BMO 2024-5C5 Mortgage Trust, Series 2024-5C5, Class AS                                        | CUSIP: 05593RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2636995.00   | 0.05%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2908000 | PA      | $3001079.26   | 0.06%             | N/A             | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Infraestructura Energetica Nova, S.A.P.I. de C.V.                                   | Infraestructura Energetica Nova, S.A.P.I. de C.V.                                             | CUSIP: AQ3405596<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $310704.00    | 0.01%             | 2048-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312939JC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3533133 | PA      | $3536221.42   | 0.07%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global L.P./ Clarios US Finance Co.                                         | Clarios Global L.P./ Clarios US Finance Co.                                                   | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |   2566000 | PA      | $2660544.27   | 0.05%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                                   | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113384.21    | 0.00%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1317197.05   | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                                 | GXO Logistics, Inc.                                                                           | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    367000 | PA      | $388423.65    | 0.01%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                             | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     54000 | PA      | $49164.93     | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                                               | Bioceanico Sovereign Certificate Ltd.                                                         | CUSIP: 09076AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    110990 | PA      | $89679.58     | 0.00%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                       | Broadcom Inc.                                                                                 | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4388000 | PA      | $4429676.52   | 0.08%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag                        | Magyar Export-Import Bank Zartkoruen Mukodo Reszvenytarsasag                                  | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |    325000 | PA      | $335948.43    | 0.01%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                                 | CUSIP: 21H042695<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  63574000 | PA      | $61240189.56  | 1.16%             | 2055-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXI Ltd.                                                               | Symphony CLO XXI Ltd., Series 2019-21A, Class AR2                                             | CUSIP: 87166RGE1<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |  11202675 | PA      | $11206662.91  | 0.21%             | 2032-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series DD                                                                     | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6536000 | PA      | $6876479.85   | 0.13%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1A                             | CUSIP: 12660BAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7399812 | PA      | $7200406.66   | 0.14%             | 2067-01-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                               | Saudi Arabian Oil Co.                                                                         | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   9933000 | PA      | $10227862.30  | 0.19%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                  | Ares Capital Corp.                                                                            | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29501.67     | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213UWX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       581 | PA      | $606.23       | 0.00%             | 2031-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Ltd.                                        | Australia and New Zealand Banking Group Ltd.                                                  | CUSIP: 052528AT3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    610000 | PA      | $606171.95    | 0.01%             | 2035-09-30      | Variable      | 5.20%                 | No            |                  2 | On Loan: —       |
| Enbridge Inc.                                                                       | Enbridge Inc.                                                                                 | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $117696.26    | 0.00%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                   | Golub Capital Private Credit Fund                                                             | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   2129000 | PA      | $2138130.26   | 0.04%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Banco Macro S.A.                                                                    | Banco Macro S.A.                                                                              | CUSIP: 05963GAK4<br>LEI: 579100KKDKKIFEBKK040 | Long             | DBT              | CORP              | AR        |    800000 | PA      | $794800.00    | 0.02%             | 2029-06-23      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                           | Northern States Power Co.                                                                     | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1687000 | PA      | $1675682.20   | 0.03%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                                  | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    477000 | PA      | $488975.55    | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Neuberger Berman Loan Advisers CLO 38 Ltd.                                          | Neuberger Berman Loan Advisers CLO 38 Ltd., Series 2020-38A, Class AR2                        | CUSIP: 64133RAU0<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | KY        |   8340000 | PA      | $8343853.08   | 0.16%             | 2036-10-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ADM6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2681000 | PA      | $2761947.03   | 0.05%             | 2030-01-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric, LLC                                            | CenterPoint Energy Houston Electric, LLC                                                      | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1175449.49   | 0.02%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                           | Toyota Motor Credit Corp.                                                                     | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    415000 | PA      | $422289.71    | 0.01%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXV Ltd.                                                | Benefit Street Partners CLO XXV Ltd., Series 2021-25A, Class A1R                              | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9863000 | PA      | $9867921.64   | 0.19%             | 2035-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Stena International S.A.                                                            | Stena International S.A.                                                                      | CUSIP: 85858EAE3<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |   6023000 | PA      | $6218711.36   | 0.12%             | 2031-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust 2025-AZ                                              | VDCM Commercial Mortgage Trust 2025-AZ, Series 2025-AZ, Class B                               | CUSIP: 91825CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2380000 | PA      | $2409800.22   | 0.05%             | 2044-07-13      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391BB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2340 | PA      | $2424.82      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    511000 | PA      | $519279.25    | 0.01%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M7S49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5771 | PA      | $6059.82      | 0.00%             | 2032-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                        | Phillips Edison Grocery Center Operating Partnership I, L.P.                                  | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    137000 | PA      | $141760.60    | 0.00%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co.                                                            | Northern Natural Gas Co.                                                                      | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    128000 | PA      | $121247.43    | 0.00%             | 2054-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                               | Cardinal Health, Inc.                                                                         | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    193000 | PA      | $198313.13    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                                             | NESCO Holdings II, Inc.                                                                       | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |    277000 | PA      | $270429.23    | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                           | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37851.16     | 0.00%             | 2027-11-01      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2021-LTV2, Class A1                                        | CUSIP: 46654VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10704720 | PA      | $9054851.60   | 0.17%             | 2052-05-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                                      | CUSIP: 928668CM2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    851000 | PA      | $862287.79    | 0.02%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc., Term Loan                                                                    | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   2761733 | PA      | $2765654.66   | 0.05%             | 2032-08-30      | Floating      | 6.85%                 | 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        |   1356000 | PA      | $1394515.65   | 0.03%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                               | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40568.29     | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                 | Huntington Ingalls Industries, Inc.                                                           | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    328000 | PA      | $338247.93    | 0.01%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                              | BP Capital Markets PLC                                                                        | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   2017000 | PA      | $2061450.65   | 0.04%             | N/A             | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones S.A.                                                 | Banco de Credito e Inversiones S.A.                                                           | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    430000 | PA      | $465012.75    | 0.01%             | N/A             | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K089, Class AM                  | CUSIP: 3137FL6Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |   8018000 | PA      | $7922090.29   | 0.15%             | 2029-01-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust, Series 2013-3, Class A1                                               | CUSIP: 81745RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303983 | PA      | $259885.51    | 0.00%             | 2043-03-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                                        | PPL Electric Utilities Corp.                                                                  | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2055216.70   | 0.04%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc.                                                                   | Radian Group Inc.                                                                             | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    290000 | PA      | $303928.30    | 0.01%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2020-NQM1, Class A1                               | CUSIP: 64830VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2180327 | PA      | $2071076.27   | 0.04%             | 2060-01-26      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                   | SMBC Aviation Capital Finance DAC                                                             | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $205679.61    | 0.00%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc.                                                | Acrisure LLC / Acrisure Finance Inc.                                                          | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $518503.50    | 0.01%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2931567.38   | 0.06%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc.                                                                     | Weir Group Inc.                                                                               | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1828416.34   | 0.03%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14402.51     | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                                 | Coca-Cola Co. (The)                                                                           | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    822000 | PA      | $792357.07    | 0.01%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                               | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336426.80    | 0.01%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F040693<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  93644561 | PA      | $87396889.93  | 1.65%             | 2055-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M7SU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11010 | PA      | $11525.38     | 0.00%             | 2035-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1420340.85   | 0.03%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    723000 | PA      | $776179.37    | 0.01%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                                     | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    353000 | PA      | $363195.56    | 0.01%             | 2029-01-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2140987.24   | 0.04%             | 2028-04-23      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                               | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    232000 | PA      | $242253.68    | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213FF57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       636 | PA      | $653.78       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                 | Huntington Ingalls Industries, Inc.                                                           | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    591000 | PA      | $613391.72    | 0.01%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    133000 | PA      | $142378.89    | 0.00%             | N/A             | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                                   | CIFC Funding Ltd., Series 2016-1A, Class AR3                                                  | CUSIP: 17180TBL5<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |   4453528 | PA      | $4447742.77   | 0.08%             | 2031-10-21      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3048000 | PA      | $3066253.10   | 0.06%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                  | Ryder System, Inc.                                                                            | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    614000 | PA      | $627373.20    | 0.01%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHINIA Inc.                                                                         | PHINIA Inc.                                                                                   | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    522000 | PA      | $539488.04    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1461000 | PA      | $1487085.63   | 0.03%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    424000 | PA      | $431604.97    | 0.01%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: —       |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: YQ7562081<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    300000 | PA      | $357981.86    | 0.01%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, L.P.                                                              | Medline Borrower, L.P.                                                                        | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134522.05    | 0.00%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SABIC Capital II B.V.                                                               | SABIC Capital II B.V.                                                                         | CUSIP: 78520LAB6<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201341.60    | 0.00%             | 2028-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XVI Ltd.                                                               | Symphony CLO XVI Ltd., Series 2015-16A, Class ARR                                             | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |   3729108 | PA      | $3735112.22   | 0.07%             | 2031-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31418MJQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11847 | PA      | $12447.10     | 0.00%             | 2033-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association, ARM                                                    | CUSIP: 31411EWA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15461 | PA      | $16046.87     | 0.00%             | 2037-01-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Vista Energy Argentina S.A.U.                                                       | Vista Energy Argentina S.A.U.                                                                 | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |    500000 | PA      | $508625.00    | 0.01%             | 2033-06-10      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3132DUUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  34328934 | PA      | $29816204.33  | 0.56%             | 2052-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                                             | GSR Mortgage Loan Trust, Series 2005-AR6, Class 3A2                                           | CUSIP: 362341SA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75142 | PA      | $68547.71     | 0.00%             | 2035-09-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2022-3, Class A1                                   | CUSIP: 31573EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8158361 | PA      | $8135118.11   | 0.15%             | 2067-08-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                                   | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5529000 | PA      | $5595705.89   | 0.11%             | 2029-05-09      | Floating      | 5.81%                 | No            |                  2 | On Loan: —       |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F022691<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 297706525 | PA      | $247230273.53 | 4.67%             | 2055-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                               | OneMain Finance Corp.                                                                         | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269303.16    | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                            | Comstock Resources, Inc.                                                                      | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256535.58    | 0.00%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                         | American Homes 4 Rent, L.P.                                                                   | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    436000 | PA      | $446592.01    | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200VEV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       274 | PA      | $275.85       | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    181000 | PA      | $186381.12    | 0.00%             | 2028-03-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GXO Logistics, Inc.                                                                 | GXO Logistics, Inc.                                                                           | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    541000 | PA      | $567652.60    | 0.01%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                               | Nomura Holdings, Inc.                                                                         | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   3442000 | PA      | $3516818.72   | 0.07%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co., L.P.                                                   | Atlas Warehouse Lending Co., L.P.                                                             | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256064.92    | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-4A, Class A                           | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  13131000 | PA      | $13517631.79  | 0.26%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41211.54     | 0.00%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                      | Hewlett Packard Enterprise Co.                                                                | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1193221.20   | 0.02%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    778000 | PA      | $774631.99    | 0.01%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Schaeffler AG                                                                       | Schaeffler AG                                                                                 | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |    200000 | PA      | $234116.11    | 0.00%             | 2028-10-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    706000 | PA      | $740575.67    | 0.01%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2025-R04, Class 1A1                          | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1155823 | PA      | $1158347.13   | 0.02%             | 2045-05-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2412000 | PA      | $2489156.41   | 0.05%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: —       |
| Ball Corp.                                                                          | Ball Corp.                                                                                    | CUSIP: N/A<br>LEI: 0BGI85ALH27ZJP15DY16       | Long             | DBT              | CORP              | US        |    110000 | PA      | $131412.21    | 0.00%             | 2032-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica, S.A.B. de C.V.                                                | Sitios Latinoamerica, S.A.B. de C.V.                                                          | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $196941.44    | 0.00%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3953000 | PA      | $4202458.02   | 0.08%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Aethon United BR L.P./ Aethon United Finance Corp.                                  | Aethon United BR L.P./ Aethon United Finance Corp.                                            | CUSIP: 00810GAD6<br>LEI: 5493007HPG2M9K9X5V41 | Long             | DBT              | CORP              | US        |   2121000 | PA      | $2213842.53   | 0.04%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   6846000 | PA      | $6990450.60   | 0.13%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                                    | Kroger Co. (The)                                                                              | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $950722.84    | 0.02%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Carnival PLC                                                                        | Carnival PLC                                                                                  | CUSIP: YN8739859<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $265890.15    | 0.01%             | 2031-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  11445000 | PA      | $11438637.61  | 0.22%             | 2036-08-12      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                           | Banc of America Commercial Mortgage Trust, Series 2015-UBS7, Class AS                         | CUSIP: 06054ABB4<br>LEI: 5493005NJP8BSE187672 | Long             | ABS-MBS          | CORP              | US        |   4394000 | PA      | $4382461.36   | 0.08%             | 2048-09-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                               | Nomura Holdings, Inc.                                                                         | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   4180000 | PA      | $4241585.90   | 0.08%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                             | AS Mileage Plan IP Ltd.                                                                       | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    612000 | PA      | $613247.60    | 0.01%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                  | Atmos Energy Corp.                                                                            | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    113000 | PA      | $121752.08    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                      | Var Energi ASA                                                                                | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   2502000 | PA      | $2595768.30   | 0.05%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                                      | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    740000 | PA      | $769601.81    | 0.01%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                 | Post Holdings, Inc.                                                                           | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    682000 | PA      | $687744.49    | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Residential Mortgage Loan Trust 2024-3                               | Morgan Stanley Residential Mortgage Loan Trust 2024-3, Series 2024-3, Class A1                | CUSIP: 61776QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5669660 | PA      | $5755580.80   | 0.11%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                                   | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    147000 | PA      | $145926.00    | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                        | Vistra Corp.                                                                                  | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   3538000 | PA      | $3590970.94   | 0.07%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                              | Colombia Government International Bond                                                        | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $215018.00    | 0.00%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AGCO Corp.                                                                          | AGCO Corp.                                                                                    | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    287000 | PA      | $295666.03    | 0.01%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Hilton Domestic Operating Co. Inc.                                                  | Hilton Domestic Operating Co. Inc.                                                            | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275676.78    | 0.01%             | 2028-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391FT24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2274 | PA      | $2357.14      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                 | Expand Energy Corp.                                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    284000 | PA      | $287042.21    | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                                    | Clarivate Science Holdings Corp.                                                              | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    289000 | PA      | $273272.88    | 0.01%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                          | Lamb Weston Holdings, Inc.                                                                    | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    550000 | PA      | $527706.85    | 0.01%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Provident Home Equity Loan Trust                                                    | Provident Home Equity Loan Trust, Series 2000-2, Class A1                                     | CUSIP: 743844DA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81338 | PA      | $77015.09     | 0.00%             | 2031-08-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                               | Amrize Finance US LLC                                                                         | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1946000 | PA      | $1970618.57   | 0.04%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36209EVR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       288 | PA      | $290.75       | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                             | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    193000 | PA      | $196758.83    | 0.00%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                                      | Public Service Co. of Colorado                                                                | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     85000 | PA      | $77431.55     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding, LLC                                                                | Wendy's Funding, LLC, Series 2018-1A, Class A2II                                              | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |  10403846 | PA      | $10213878.11  | 0.19%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                                  | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    240000 | PA      | $227711.85    | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1315402.44   | 0.02%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Cushman & Wakefield U.S. Borrower LLC                                               | Cushman & Wakefield U.S. Borrower LLC, Term Loan                                              | CUSIP: 23340DAU6<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |    237469 | PA      | $238160.90    | 0.00%             | 2030-01-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    794000 | PA      | $743232.90    | 0.01%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Eastern Energy Gas Holdings, LLC                                                    | Eastern Energy Gas Holdings, LLC                                                              | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    571000 | PA      | $545807.89    | 0.01%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Invesco High Yield Select ETF                                                       | Invesco High Yield Select ETF                                                                 | CUSIP: 46090A754<br>LEI: 549300CIKWQL9VXSUD47 | Long             | EC               | RF                | US        |      9000 | NS      | $230850.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam S.p.A.                                                                         | Snam S.p.A.                                                                                   | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   2957000 | PA      | $3000740.33   | 0.06%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Lamar Media Corp.                                                                   | Lamar Media Corp.                                                                             | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $246818.08    | 0.00%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2025-VLT6, Class A                                                           | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9085000 | PA      | $9089969.50   | 0.17%             | 2042-03-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co.                                                       | Oklahoma Gas and Electric Co.                                                                 | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1208983.31   | 0.02%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50634.60     | 0.00%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Deuce Finco PLC                                                                     | Deuce Finco PLC                                                                               | CUSIP: BP8782677<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $270397.71    | 0.01%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                   | Enterprise Products Operating LLC                                                             | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3210000 | PA      | $3241076.27   | 0.06%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148201.31    | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                                                  | Hilton Domestic Operating Co. Inc.                                                            | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479833.05    | 0.01%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2025-SFR1 Trust                                                  | Tricon Residential 2025-SFR1 Trust, Series 2025-SFR1, Class A                                 | CUSIP: 895974AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5701865 | PA      | $5718487.89   | 0.11%             | 2042-03-17      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                                                 | CNA Financial Corp.                                                                           | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |  10222000 | PA      | $10125423.77  | 0.19%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1118086.42   | 0.02%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213HWZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       185 | PA      | $188.01       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2005-A3, Class 1A1                                         | CUSIP: 466247PV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39008 | PA      | $39447.61     | 0.00%             | 2035-06-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                               | Amrize Finance US LLC                                                                         | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1629049.98   | 0.03%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                                 | Saudi Government International Bond                                                           | CUSIP: 80413TAK5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    415000 | PA      | $416349.57    | 0.01%             | 2029-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |  10276000 | PA      | $10379952.02  | 0.20%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                                 | Entergy Texas, Inc.                                                                           | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    361000 | PA      | $344536.38    | 0.01%             | 2054-09-15      | Fixed         | 5.55%                 | 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        |  11786710 | PA      | $11981573.78  | 0.23%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of New Hampshire                                                 | Public Service Co. of New Hampshire                                                           | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    108000 | PA      | $112736.34    | 0.00%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6381000 | PA      | $6465118.11   | 0.12%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: —       |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    272000 | PA      | $284593.19    | 0.01%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4)          | Georgia (State of) Municipal Electric Authority (Plant Vogtle Units 3 & 4), Series 2010 A, RB | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    507000 | PA      | $533802.81    | 0.01%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                             | SS&C Technologies, Inc.                                                                       | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    434000 | PA      | $450687.68    | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JSC Uzbekneftegaz                                                                   | JSC Uzbekneftegaz                                                                             | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    300000 | PA      | $318284.00    | 0.01%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.           | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    361000 | PA      | $385210.39    | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $968619.27    | 0.02%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                     | Solventum Corp.                                                                               | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    535000 | PA      | $555860.26    | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    361000 | PA      | $373874.47    | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                            | John Deere Capital Corp.                                                                      | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   4126000 | PA      | $4160981.26   | 0.08%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICANAS S.A.- EM RECUPERACAO JUDICIAL                                            | AMERICANAS S.A.- EM RECUPERACAO JUDICIAL                                                      | CUSIP: P19055113<br>LEI: 254900SPM3RE7352ST93 | Long             | EC               | CORP              | BR        |     10955 | NS      | $13294.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                               | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    745000 | PA      | $746777.27    | 0.01%             | N/A             | Variable      | 6.30%                 | No            |                  2 | On Loan: —       |
| JH North America Holdings Inc.                                                      | JH North America Holdings Inc.                                                                | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   1533000 | PA      | $1556937.80   | 0.03%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2024000 | PA      | $2057506.92   | 0.04%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| EnPro Inc.                                                                          | EnPro Inc.                                                                                    | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |   5179000 | PA      | $5297681.96   | 0.10%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Horizon Mutual Holdings, Inc.                                                       | Horizon Mutual Holdings, Inc.                                                                 | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |   7770000 | PA      | $7551617.47   | 0.14%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                      | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $1252214.29   | 0.02%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Symphony CLO XX Ltd.                                                                | Symphony CLO XX Ltd., Series 2018-20A, Class AR2                                              | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7531215 | PA      | $7534130.06   | 0.14%             | 2032-01-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    187000 | PA      | $186565.43    | 0.00%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    242000 | PA      | $250121.29    | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                    | Gray Media, Inc.                                                                              | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75441.95     | 0.00%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust                                                     | Residential Mortgage Loan Trust, Series 2020-1, Class A1                                      | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104885 | PA      | $104134.44    | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    117900 | PA      | $118452.66    | 0.00%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy L.P. / Genesis Energy Finance Corp.                                  | Genesis Energy L.P. / Genesis Energy Finance Corp.                                            | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384000 | PA      | $406665.60    | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co. Inc.                                                  | Hilton Domestic Operating Co. Inc.                                                            | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4312940.63   | 0.08%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                                   | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1434000 | PA      | $1447871.01   | 0.03%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                     | Intercontinental Exchange, Inc.                                                               | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     95000 | PA      | $87494.67     | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Regatta XIII Funding Ltd.                                                           | Regatta XIII Funding Ltd., Series 2018-2A, Class A1R                                          | CUSIP: 75888FAL9<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |   4341884 | PA      | $4343212.99   | 0.08%             | 2031-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    124000 | PA      | $127413.60    | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC, Series 2019-1A, Class A2II                                             | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |  10137900 | PA      | $10087672.79  | 0.19%             | 2049-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Adventist Health System                                                             | Adventist Health System                                                                       | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    222000 | PA      | $223958.80    | 0.00%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                                                | Africa Finance Corp.                                                                          | CUSIP: 00830YAC5<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | CORP              | NG        |  20285000 | PA      | $20209185.83  | 0.38%             | 2026-04-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                    | Bank of Montreal                                                                              | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    965000 | PA      | $1013593.54   | 0.02%             | 2084-11-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                                                       | Navient Corp.                                                                                 | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248343.55    | 0.00%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F052698<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  74316596 | PA      | $74746591.08  | 1.41%             | 2025-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31385JK49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       382 | PA      | $401.57       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                                  | Evergy Metro, Inc.                                                                            | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90101.83     | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     47000 | PA      | $48167.65     | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33441.70     | 0.00%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The), Series V                                            | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    106000 | PA      | $107962.48    | 0.00%             | N/A             | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Corp. Financiera de Desarrollo S.A. - COFIDE                                        | Corp. Financiera de Desarrollo S.A. - COFIDE                                                  | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |   3865000 | PA      | $3999463.35   | 0.08%             | 2029-04-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                          | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    194000 | PA      | $205889.60    | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                     | Universal Health Services, Inc.                                                               | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1029241.16   | 0.02%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                                                 | RCKT Mortgage Trust, Series 2025-CES7, Class A1A                                              | CUSIP: 74943AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3997274 | PA      | $4037461.00   | 0.08%             | 2055-07-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                     | EMD Finance LLC                                                                               | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1728522.61   | 0.03%             | 2032-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | Royal Bank of Canada                                                                          | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     93000 | PA      | $95758.08     | 0.00%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                                        | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $908840.67    | 0.02%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a.r.l.                                               | Chile Electricity Lux MPC II S.a.r.l.                                                         | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   6624551 | PA      | $6701396.19   | 0.13%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group, Inc.                                                     | Affiliated Managers Group, Inc.                                                               | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1145862.37   | 0.02%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Invesco Short Duration Total Return Bond ETF                                        | Invesco Short Duration Total Return Bond ETF                                                  | CUSIP: 46090A739<br>LEI: 549300GDXFVEQHJBTS26 | Long             | EC               | RF                | US        |     13000 | NS      | $325455.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                       | Alphabet Inc.                                                                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1732716.09   | 0.03%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust, Series 2022-LBA6, Class B                                                           | CUSIP: 12433EAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6790000 | PA      | $6792856.55   | 0.13%             | 2039-01-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                          | Ares Strategic Income Fund                                                                    | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70446.76     | 0.00%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                                             | Minerva Luxembourg S.A.                                                                       | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |   3014000 | PA      | $3312280.51   | 0.06%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                         | Block, Inc.                                                                                   | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1324560.16   | 0.03%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-3A, Class A2I                                                 | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7428862 | PA      | $7440386.15   | 0.14%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TELUS Corp.                                                                         | TELUS Corp.                                                                                   | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   2864000 | PA      | $2914475.08   | 0.06%             | 2055-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1197807.27   | 0.02%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                      | Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Class 3A                       | CUSIP: 86359BWG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416544 | PA      | $404228.94    | 0.01%             | 2034-07-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury 10 Year Notes Future                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -2148 | NC      | $-727961.60   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SAN Miguel Industrias Pet S.A. / NG PET R&P Latin America S.A.                      | SAN Miguel Industrias Pet S.A. / NG PET R&P Latin America S.A.                                | CUSIP: BQ7344964<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    702000 | PA      | $662782.77    | 0.01%             | 2028-08-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                       | Veralto Corp.                                                                                 | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    304000 | PA      | $307250.61    | 0.01%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| High Street Funding Trust III                                                       | High Street Funding Trust III                                                                 | CUSIP: 42981FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $941479.12    | 0.02%             | 2055-02-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                               | Saudi Arabian Oil Co.                                                                         | CUSIP: 80414L3B9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   9638000 | PA      | $9902383.64   | 0.19%             | 2035-06-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Exelon Corp.                                                                        | Exelon Corp.                                                                                  | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2319226.59   | 0.04%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2024-8, Class A1                                             | CUSIP: 03465QAA2<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-MBS          | CORP              | US        |   6664513 | PA      | $6677493.21   | 0.13%             | 2069-05-27      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2021-1, Class A1                                   | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    663152 | PA      | $582194.24    | 0.01%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2025-HB1, Class A1                                           | CUSIP: 034936AA2<br>LEI: 254900ZFKOWCY24MSQ94 | Long             | ABS-MBS          | CORP              | US        |   1680047 | PA      | $1696959.03   | 0.03%             | 2055-02-25      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                                              | Kentucky Utilities Co.                                                                        | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1561046.15   | 0.03%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Cousins Properties L.P.                                                             | Cousins Properties L.P.                                                                       | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    455000 | PA      | $470825.10    | 0.01%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                                | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    186000 | PA      | $196307.75    | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                                               | Walker & Dunlop, Inc.                                                                         | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $268616.70    | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1211000 | PA      | $1261028.69   | 0.02%             | 2035-07-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: —       |
| Ameriprise Financial, Inc.                                                          | Ameriprise Financial, Inc.                                                                    | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    172000 | PA      | $176898.39    | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                             | Micron Technology, Inc.                                                                       | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1518803.25   | 0.03%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Credit Suisse Group AG                                                              | Credit Suisse Group AG                                                                        | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   3522000 | PA      | $211320.00    | 0.00%             | N/A             | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                                     | WFRBS Commercial Mortgage Trust, Series 2014-C23, Class B                                     | CUSIP: 92939HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4693000 | PA      | $4475948.75   | 0.08%             | 2057-10-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                             | Level 3 Financing, Inc.                                                                       | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    112500 | PA      | $113363.09    | 0.00%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                                  | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    346000 | PA      | $357066.19    | 0.01%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc.                                                                     | Mastercard Inc.                                                                               | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204570.40    | 0.00%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                      | DTE Energy Co.                                                                                | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    279000 | PA      | $282900.55    | 0.01%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                           | Serbia International Bond                                                                     | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    300000 | PA      | $320090.99    | 0.01%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                                                   | Lenovo Group Ltd.                                                                             | CUSIP: BX9715927<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |    400000 | PA      | $437575.32    | 0.01%             | 2032-07-27      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co.                                                 | Trans-Allegheny Interstate Line Co.                                                           | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1244430.88   | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                                                     | Fairfax Financial Holdings Ltd.                                                               | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    847000 | PA      | $836823.52    | 0.02%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts, Inc.                                                            | Advance Auto Parts, Inc.                                                                      | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   3009000 | PA      | $3086647.25   | 0.06%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                                      | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    377000 | PA      | $380239.66    | 0.01%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns Adjustable Rate Mortgage Trust, Series 2004-10, Class 21A1                       | CUSIP: 07384M4H2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170034 | PA      | $164643.56    | 0.00%             | 2035-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust 2025-FLWR                                             | SCG Commercial Mortgage Trust 2025-FLWR, Series 2025-FLWR, Class A                            | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3855000 | PA      | $3865116.29   | 0.07%             | 2042-08-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                                        | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9454.46      | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amazon Conservation DAC                                                             | Amazon Conservation DAC                                                                       | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | CORP              | IE        |  10080000 | PA      | $10263254.40  | 0.19%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-3A, Class A23                                                 | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8039250 | PA      | $8016019.78   | 0.15%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                             | Mercedes-Benz Finance North America LLC                                                       | CUSIP: 58769JAL1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    799000 | PA      | $820002.82    | 0.02%             | 2028-08-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                                      | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    238000 | PA      | $242937.05    | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                          | Niagara Mohawk Power Corp.                                                                    | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   5096000 | PA      | $5121141.42   | 0.10%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Universal Health Services, Inc.                                                     | Universal Health Services, Inc.                                                               | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    640000 | PA      | $639064.99    | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31390HA70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       219 | PA      | $229.73       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127315.26    | 0.00%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential Trust, Series 2021-SFR10, Class A                                        | CUSIP: 74333WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6063107 | PA      | $5747756.82   | 0.11%             | 2040-12-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36210AUT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       189 | PA      | $189.43       | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pluspetrol S.A.                                                                     | Pluspetrol S.A.                                                                               | CUSIP: 72942BAA3<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |    800000 | PA      | $819935.84    | 0.02%             | 2032-05-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd.                                              | Delta Air Lines Inc / SkyMiles IP Ltd.                                                        | CUSIP: 830867AA5<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | US        |     10388 | PA      | $10376.44     | 0.00%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                     | CaixaBank, S.A.                                                                               | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3259000 | PA      | $3298221.77   | 0.06%             | 2031-07-03      | Variable      | 4.88%                 | No            |                  2 | On Loan: —       |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                            | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    961000 | PA      | $944315.44    | 0.02%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                      | Antero Midstream Partners L.P./ Antero Midstream Finance Corp.                                | CUSIP: 03690AAH9<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273531.53    | 0.01%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                                             | Commonwealth Edison Co.                                                                       | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1620484.03   | 0.03%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                 | EOG Resources, Inc.                                                                           | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   2747000 | PA      | $2789648.96   | 0.05%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust                                                               | Wynnton Funding Trust                                                                         | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10312000 | PA      | $10327878.52  | 0.19%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                         | Wayfair LLC                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43951.55     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    263000 | PA      | $273862.07    | 0.01%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1033000 | PA      | $1075487.72   | 0.02%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy Inc.                                                             | Gran Tierra Energy Inc.                                                                       | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |    408000 | PA      | $332016.28    | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Emirates Semb Corp Water and Power Co. PJSC                                         | Emirates Semb Corp Water and Power Co. PJSC                                                   | CUSIP: 29135EAA4<br>LEI: 213800FF7EXWECXGTO26 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $191198.00    | 0.00%             | 2035-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion S.A.                                                 | Celulosa Arauco y Constitucion S.A.                                                           | CUSIP: ZQ2853146<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $169997.66    | 0.00%             | 2050-01-29      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    693000 | PA      | $710919.75    | 0.01%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | AMERICANAS S.A.- EM RECUPERACAO JUDICIAL, Wrts. 2027-03-16                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |      3652 | NS      | $2768.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34730.11     | 0.00%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                              | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1946000 | PA      | $2008640.96   | 0.04%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Delaware Life Global Funding                                                        | Delaware Life Global Funding, Series 21-1                                                     | CUSIP: 246114AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25986000 | PA      | $25411894.68  | 0.48%             | 2026-06-29      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco L.P.                                                              | Boots Group Finco L.P., Series 144                                                            | CUSIP: YM3484644<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $2073059.75   | 0.04%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    138000 | PA      | $142170.78    | 0.00%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    790000 | PA      | $823199.29    | 0.02%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                     | Blackstone Secured Lending Fund                                                               | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   4923000 | PA      | $4750524.22   | 0.09%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                       | Magnera Corp.                                                                                 | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    831000 | PA      | $787185.53    | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| TransDigm, Inc.                                                                     | TransDigm, Inc., Term Loan J                                                                  | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    247500 | PA      | $247977.68    | 0.00%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Trinidad & Tobago Government International Bond                                     | Trinidad & Tobago Government International Bond                                               | CUSIP: 896292AM1<br>LEI: HYBZ5SXKW67ICKUUWH81 | Long             | DBT              | NUSS              | TT        |   8505000 | PA      | $8526092.40   | 0.16%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding 2025-2 Ltd.                                              | Palmer Square Loan Funding 2025-2 Ltd., Series 2025-2A, Class A1                              | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17870000 | PA      | $17878506.12  | 0.34%             | 2033-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                                  | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    482000 | PA      | $486857.00    | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| CIFC Funding 2021-VII Ltd.                                                          | CIFC Funding 2021-VII Ltd., Series 2021-7A, Class AR                                          | CUSIP: 12567HAQ5<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |  17100000 | PA      | $17112825.00  | 0.32%             | 2035-01-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                                       | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4455000 | PA      | $4464988.42   | 0.08%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                                           | Bank of Nova Scotia (The)                                                                     | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    859000 | PA      | $917463.54    | 0.02%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    367000 | PA      | $378215.74    | 0.01%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                            | Abu Dhabi Developmental Holding Co. PJSC                                                      | CUSIP: 00402AAB7<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    492000 | PA      | $498275.92    | 0.01%             | 2035-05-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                                         | Snam S.p.A.                                                                                   | CUSIP: 83304JAB3<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   3557000 | PA      | $3654419.72   | 0.07%             | 2035-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1386236.08   | 0.03%             | 2028-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                     | Whirlpool Corp.                                                                               | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    794000 | PA      | $803449.39    | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Florida Power & Light Co.                                                           | Florida Power & Light Co.                                                                     | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    691000 | PA      | $700603.35    | 0.01%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Smurfit Kappa Treasury Unlimited Co.                                                | Smurfit Kappa Treasury Unlimited Co.                                                          | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    728000 | PA      | $754338.92    | 0.01%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Allwyn Entertainment Financing (UK) PLC                                             | Allwyn Entertainment Financing (UK) PLC                                                       | CUSIP: YM5706457<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $115806.77    | 0.00%             | 2031-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                     | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1838000 | PA      | $1895362.14   | 0.04%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp.                                                                        | Wabtec Corp.                                                                                  | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   6362000 | PA      | $6530269.30   | 0.12%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                                                       | SK hynix Inc.                                                                                 | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    600000 | PA      | $626676.10    | 0.01%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5173000 | PA      | $5271951.16   | 0.10%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $990382.09    | 0.02%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    134000 | PA      | $137769.83    | 0.00%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings, LLC                                                         | Macy's Retail Holdings, LLC                                                                   | CUSIP: 55617LAS1<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |   2578000 | PA      | $2650263.92   | 0.05%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                                     | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5273000 | PA      | $5129287.92   | 0.10%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2021-1A, Class AR                                        | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | KY        |   6388000 | PA      | $6389795.03   | 0.12%             | 2034-04-18      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                             | Brookfield Finance Inc.                                                                       | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |  15466000 | PA      | $15380009.81  | 0.29%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                               | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    385000 | PA      | $397166.04    | 0.01%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                                      | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1838000 | PA      | $1845361.34   | 0.03%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Forward Foreign Currency Contract                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $10541.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                                   | SMBC Aviation Capital Finance DAC                                                             | CUSIP: 78448TAM4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    234000 | PA      | $238756.51    | 0.00%             | 2034-04-03      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp.                                                                 | Southwest Gas Corp.                                                                           | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102955.00    | 0.00%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3132DQTR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6654614 | PA      | $6863437.63   | 0.13%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                                      | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    989000 | PA      | $1010003.77   | 0.02%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                                  | Union Electric Co.                                                                            | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    420000 | PA      | $430366.92    | 0.01%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-2, Class A3                                       | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1710000 | PA      | $1742928.44   | 0.03%             | 2028-04-20      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                                      | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $3171512.58   | 0.06%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2021-INV1, Class A6                               | CUSIP: 36263KAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7548453 | PA      | $6764056.80   | 0.13%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bahamas Government International Bond                                               | Bahamas Government International Bond                                                         | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |   3525000 | PA      | $3650419.50   | 0.07%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                  | Iron Mountain Inc.                                                                            | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515352.00    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    317000 | PA      | $332093.92    | 0.01%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXIII, Ltd.                                             | Benefit Street Partners CLO XXIII, Ltd., Series 2021-23A, Class A1R                           | CUSIP: 08186VAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15795000 | PA      | $15829243.56  | 0.30%             | 2034-04-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GMP1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    918000 | PA      | $918428.49    | 0.02%             | 2031-01-24      | Floating      | 5.38%                 | No            |                  2 | On Loan: —       |
| Jane Street Group / JSG Finance Inc.                                                | Jane Street Group / JSG Finance Inc.                                                          | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1057973.14   | 0.02%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2134000 | PA      | $2083427.21   | 0.04%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A3                            | CUSIP: 07336GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9450035 | PA      | $8043717.87   | 0.15%             | 2051-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                        | Exelon Corp.                                                                                  | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1772841.33   | 0.03%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31292HQY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1045 | PA      | $1101.18      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp., N.A.                                                                | Zions Bancorp., N.A.                                                                          | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   5658000 | PA      | $5680384.80   | 0.11%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series W                                                     | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8038000 | PA      | $8543357.10   | 0.16%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: —       |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $774338.87    | 0.01%             | 2028-02-08      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                                           | Northern States Power Co.                                                                     | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   2512000 | PA      | $2540711.76   | 0.05%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Cleveland-Cliffs Inc.                                                               | Cleveland-Cliffs Inc.                                                                         | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   3742000 | PA      | $3803177.96   | 0.07%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                               | Keurig Dr Pepper Inc.                                                                         | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1916000 | PA      | $1893124.86   | 0.04%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Public Storage Operating Co.                                                        | Public Storage Operating Co.                                                                  | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    261000 | PA      | $248903.48    | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2022-1, Class A1                                             | CUSIP: 03464BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10788771 | PA      | $10150554.55  | 0.19%             | 2066-12-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                     | Whirlpool Corp.                                                                               | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1602590.75   | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc.                                                                      | Citigroup Inc., Series Z                                                                      | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5754000 | PA      | $5992802.51   | 0.11%             | N/A             | Variable      | 7.38%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31417TP51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    213234 | PA      | $217285.24    | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                                   | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    434000 | PA      | $444445.30    | 0.01%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Republic of Poland Government International Bond                                    | Republic of Poland Government International Bond                                              | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   9760000 | PA      | $10005463.90  | 0.19%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    735000 | PA      | $788089.20    | 0.01%             | 2038-01-25      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                        | U.S. Bancorp                                                                                  | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    231000 | PA      | $239017.67    | 0.00%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1302000 | PA      | $1327315.65   | 0.03%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6726000 | PA      | $6624907.88   | 0.13%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Excelerate Energy L.P.                                                              | Excelerate Energy L.P.                                                                        | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    256000 | PA      | $272771.07    | 0.01%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                    | Xcel Energy Inc.                                                                              | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    519000 | PA      | $525621.09    | 0.01%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1                            | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1, Series 2025-NQM1, Class A1          | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6223799 | PA      | $6284030.05   | 0.12%             | 2069-11-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Provident Funding Associates L.P./ PFG Finance Corp.                                | Provident Funding Associates L.P./ PFG Finance Corp.                                          | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    376000 | PA      | $395520.42    | 0.01%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DJ0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2156000 | PA      | $2197485.73   | 0.04%             | 2031-04-24      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                    | Argentine Republic Government International Bond                                              | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   7536000 | PA      | $5105640.00   | 0.10%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4717000 | PA      | $4750378.06   | 0.09%             | 2028-05-07      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    576000 | PA      | $548485.10    | 0.01%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                        | National Australia Bank Ltd.                                                                  | CUSIP: 632525CF6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    362000 | PA      | $376690.09    | 0.01%             | 2036-01-14      | Variable      | 5.90%                 | No            |                  2 | On Loan: —       |
| Banco de Bogota S.A.                                                                | Banco de Bogota S.A.                                                                          | CUSIP: 059514AE9<br>LEI: 549300LYHE7LWSKDZT53 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $395747.42    | 0.01%             | 2027-08-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cousins Properties L.P.                                                             | Cousins Properties L.P.                                                                       | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    374000 | PA      | $382029.82    | 0.01%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                                     | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    177000 | PA      | $191240.00    | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LG Electronics Inc.                                                                 | LG Electronics Inc.                                                                           | CUSIP: 50186QAD5<br>LEI: 988400RMQFTGZIOG0609 | Long             | DBT              | CORP              | KR        |   2167500 | PA      | $2257818.47   | 0.04%             | 2029-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    585000 | PA      | $589827.58    | 0.01%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                           | Guatemala Government Bond                                                                     | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   5231000 | PA      | $5268924.75   | 0.10%             | 2055-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2024-10, Class A1                                            | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |   8594412 | PA      | $8639257.31   | 0.16%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                                  | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    456000 | PA      | $469996.54    | 0.01%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| PHINIA Inc.                                                                         | PHINIA Inc.                                                                                   | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16445.41     | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                         | Kenvue Inc.                                                                                   | CUSIP: 49177JAD4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41197.48     | 0.00%             | 2026-03-22      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    897000 | PA      | $909306.86    | 0.02%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                                           | BPCE S.A.                                                                                     | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    330000 | PA      | $347413.04    | 0.01%             | 2036-01-14      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                             | Brazilian Government International Bond                                                       | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   5979000 | PA      | $6041719.71   | 0.11%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HLF Financing S.a.r.l. LLC / Herbalife International Inc.                           | HLF Financing S.a.r.l. LLC / Herbalife International Inc.                                     | CUSIP: 40390DAC9<br>LEI: 549300VKVJUV5OGV2R51 | Long             | DBT              | CORP              | US        |     32000 | PA      | $28178.58     | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                         | First Quantum Minerals Ltd.                                                                   | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $261463.75    | 0.00%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1                          | CUSIP: 07387AGZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118937 | PA      | $113660.86    | 0.00%             | 2036-02-25      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                   | Genuine Parts Co.                                                                             | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    270000 | PA      | $303371.90    | 0.01%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Ltd.                                        | Australia and New Zealand Banking Group Ltd.                                                  | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    624000 | PA      | $632769.03    | 0.01%             | N/A             | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4477000 | PA      | $4601456.97   | 0.09%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1419281.28   | 0.03%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International (23) Ltd.                                                | CK Hutchison International (23) Ltd.                                                          | CUSIP: 12570FAB7<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |   1148000 | PA      | $1159202.90   | 0.02%             | 2033-04-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31297B4P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30400 | PA      | $30661.46     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                              | CUSIP: 709599BW3<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    147000 | PA      | $153870.96    | 0.00%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC  | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC            | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    459250 | PA      | $462687.67    | 0.01%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1878000 | PA      | $1870693.00   | 0.04%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Hilton Domestic Operating Co. Inc.                                                  | Hilton Domestic Operating Co. Inc.                                                            | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    607000 | PA      | $623799.94    | 0.01%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| C&W Senior Finance Ltd.                                                             | C&W Senior Finance Ltd.                                                                       | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $210236.60    | 0.00%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd. / Aircastle Ireland DAC                                              | Aircastle Ltd. / Aircastle Ireland DAC                                                        | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2968000 | PA      | $2993292.35   | 0.06%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                                        | American Honda Finance Corp.                                                                  | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10982.17     | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    418000 | PA      | $428311.49    | 0.01%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                        | Royal Caribbean Cruises Ltd.                                                                  | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    707000 | PA      | $730122.44    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The), Series W                                            | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162229.76    | 0.00%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                                | American Airlines Pass-Through Trust, Series A                                                | CUSIP: 02379KAA2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     33565 | PA      | $30279.51     | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust                                                            | Bear Stearns ALT-A Trust, Series 2004-11, Class 2A3                                           | CUSIP: 07386HMX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134087 | PA      | $135835.82    | 0.00%             | 2034-11-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                          | Corebridge Financial, Inc.                                                                    | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    272000 | PA      | $284365.00    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Empresa de los Ferrocarriles del Estado                                             | Empresa de los Ferrocarriles del Estado                                                       | CUSIP: 292487AB1<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |    209000 | PA      | $139153.07    | 0.00%             | 2061-09-14      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                 | BMW US Capital, LLC                                                                           | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1699120.11   | 0.03%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                      | HarborView Mortgage Loan Trust, Series 2005-9, Class 2A1C                                     | CUSIP: 41161PSM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10315 | PA      | $9736.65      | 0.00%             | 2035-06-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XII                                                                      | Apidos CLO XII, Series 2013-12A, Class ARR                                                    | CUSIP: 03764DAM3<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | KY        |   5902378 | PA      | $5906739.47   | 0.11%             | 2031-04-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                         | Kenvue Inc.                                                                                   | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    179000 | PA      | $181910.60    | 0.00%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                             | Flagstar Mortgage Trust, Series 2021-8INV, Class A6                                           | CUSIP: 33852HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2925099 | PA      | $2630927.19   | 0.05%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Jefferson Capital Holdings, LLC                                                     | Jefferson Capital Holdings, LLC                                                               | CUSIP: 472481AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1474589.05   | 0.03%             | 2029-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    538000 | PA      | $546501.68    | 0.01%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Republic of South Africa Government International Bond                              | Republic of South Africa Government International Bond                                        | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $152336.51    | 0.00%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                                  | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    561000 | PA      | $578820.64    | 0.01%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2024-VIS1, Class A1                                        | CUSIP: 465970AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7763479 | PA      | $7840078.57   | 0.15%             | 2064-07-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Comerica Inc.                                                                       | Comerica Inc.                                                                                 | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6226.32      | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd.                                                                   | GGAM Finance Ltd.                                                                             | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    251000 | PA      | $260413.50    | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F042699<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24461730 | PA      | $23530762.79  | 0.44%             | 2055-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2025-NQM3, Class A1                                        | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10299650 | PA      | $10387807.53  | 0.20%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                 | BMW US Capital, LLC                                                                           | CUSIP: 05565EDD4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   4556000 | PA      | $4533258.04   | 0.09%             | 2035-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MILE Trust 2025-STNE                                                                | MILE Trust 2025-STNE, Series 2025-STNE, Class B                                               | CUSIP: 59918AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3757986.75   | 0.07%             | 2042-07-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31296RZS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6852 | PA      | $6965.87      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    186000 | PA      | $195325.32    | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                     | BHP Billiton Finance (USA) Ltd.                                                               | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    311000 | PA      | $320440.52    | 0.01%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co., LLC                                                           | AEP Transmission Co., LLC                                                                     | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    674000 | PA      | $690950.94    | 0.01%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP, LLC                                                                  | Healthpeak OP, LLC                                                                            | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    532000 | PA      | $538136.92    | 0.01%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312935M89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    268927 | PA      | $274369.24    | 0.01%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes 2024-SFR1 Trust                                                    | Invitation Homes 2024-SFR1 Trust, Series 2024-SFR1, Class A                                   | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3479040 | PA      | $3414511.85   | 0.06%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3760000 | PA      | $4006526.20   | 0.08%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                                    | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    183000 | PA      | $173266.82    | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3298000 | PA      | $2934005.15   | 0.06%             | 2032-06-29      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC                                                                          | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245853.95    | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VDCM Commercial Mortgage Trust 2025-AZ                                              | VDCM Commercial Mortgage Trust 2025-AZ, Series 2025-AZ, Class D                               | CUSIP: 91825CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9393000 | PA      | $9512515.59   | 0.18%             | 2044-07-13      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                                 | Lithia Motors, Inc.                                                                           | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495777.90    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                               | Keurig Dr Pepper Inc.                                                                         | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   4747000 | PA      | $4749888.26   | 0.09%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing LLC, Series 2024-4, Class A3                                       | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4070000 | PA      | $4108008.10   | 0.08%             | 2028-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                                                      | Rentokil Terminix Funding, LLC                                                                | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   3499000 | PA      | $3565197.51   | 0.07%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2523507.25   | 0.05%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: —       |
| ERP Operating L.P.                                                                  | ERP Operating L.P.                                                                            | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1302000 | PA      | $1330540.01   | 0.03%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                         | Bell Canada                                                                                   | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   4321000 | PA      | $4430256.49   | 0.08%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                     | Blackstone Secured Lending Fund                                                               | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15357.73     | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-1A, Class A23                                                 | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7077518 | PA      | $7301597.37   | 0.14%             | 2054-07-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F020695<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 229511641 | PA      | $182333030.70 | 3.44%             | 2055-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The), Series K                                                          | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66677.86     | 0.00%             | N/A             | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-ACNT, Class A                                       | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5705321 | PA      | $5705194.71   | 0.11%             | 2038-11-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Banco GNB Sudameris S. A.                                                           | Banco GNB Sudameris S. A.                                                                     | CUSIP: 059593AE3<br>LEI: 549300SO7QUETMQD9D84 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $200289.22    | 0.00%             | 2031-04-16      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31298DXB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    119471 | PA      | $122372.76    | 0.00%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                               | Gilead Sciences, Inc.                                                                         | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    142000 | PA      | $147563.48    | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                                 | Entergy Texas, Inc.                                                                           | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1059153.32   | 0.02%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                    | DTE Electric Co.                                                                              | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    168000 | PA      | $173126.08    | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.                      | Tallgrass Energy Partners L.P./ Tallgrass Energy Finance Corp.                                | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |   4255000 | PA      | $4386794.37   | 0.08%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FFTV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1087950 | PA      | $1016435.87   | 0.02%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Zorlu Enerji Elektrik Uretim A.S.                                                   | Zorlu Enerji Elektrik Uretim A.S.                                                             | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |    400000 | PA      | $383140.85    | 0.01%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US Clo 8 Ltd.                                            | Goldentree Loan Management US Clo 8 Ltd., Series 2020-8A, Class ARR                           | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   5985000 | PA      | $5994456.30   | 0.11%             | 2034-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                                   | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    418000 | PA      | $401940.90    | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Consolidated Edison Co. of New York, Inc.                                           | Consolidated Edison Co. of New York, Inc.                                                     | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8355.38      | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 1 Ltd.                                                              | Signal Peak CLO 1 Ltd., Series 2014-1A, Class AR4                                             | CUSIP: 82666TAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13427000 | PA      | $13441756.27  | 0.25%             | 2034-04-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                          | Travelers Cos., Inc. (The)                                                                    | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1228627.99   | 0.02%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust, Series 2021-NQM2, Class A1                                   | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1018791 | PA      | $993374.16    | 0.02%             | 2060-03-25      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                               | Delta Air Lines, Inc.                                                                         | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2903000 | PA      | $2940506.76   | 0.06%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489016.20    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banco del Estado de Chile                                                           | Banco del Estado de Chile                                                                     | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |    421000 | PA      | $450692.00    | 0.01%             | N/A             | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                                     | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1048257.50   | 0.02%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    394000 | PA      | $398337.27    | 0.01%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gatwick Airport Finance PLC                                                         | Gatwick Airport Finance PLC                                                                   | CUSIP: N/A<br>LEI: 213800BDRHDHRGTQ1D63       | Long             | DBT              | CORP              | GB        |    200000 | PA      | $268803.52    | 0.01%             | 2026-04-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings, LLC                                                       | Fortitude Group Holdings, LLC                                                                 | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    700000 | PA      | $728005.45    | 0.01%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                             | Sociedad Quimica y Minera de Chile S.A.                                                       | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |   2961000 | PA      | $3164109.80   | 0.06%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                           | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1279549.45   | 0.02%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| General Dynamics Corp.                                                              | General Dynamics Corp.                                                                        | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1506000 | PA      | $1522596.29   | 0.03%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                         | Imperial Brands Finance PLC                                                                   | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2442000 | PA      | $2458313.15   | 0.05%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    525000 | PA      | $548365.92    | 0.01%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: —       |
| Northriver Midstream Finance L.P.                                                   | Northriver Midstream Finance L.P.                                                             | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |   1080000 | PA      | $1111421.52   | 0.02%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31407NJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3281 | PA      | $3529.76      | 0.00%             | 2035-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                                   | Nationstar Mortgage Holdings Inc.                                                             | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    518000 | PA      | $531927.47    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Jefferson Capital Holdings, LLC                                                     | Jefferson Capital Holdings, LLC                                                               | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4935000 | PA      | $5171524.68   | 0.10%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                               | Westpac Banking Corp.                                                                         | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     94000 | PA      | $95732.80     | 0.00%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                           | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28504.74     | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp.                                                              | PACCAR Financial Corp.                                                                        | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    963000 | PA      | $964696.83    | 0.02%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Enterprise Products Operating LLC                                                   | Enterprise Products Operating LLC                                                             | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3158000 | PA      | $3183020.20   | 0.06%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31292GVA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        82 | PA      | $86.02        | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                       | MetLife, Inc., Series G                                                                       | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2246000 | PA      | $2342265.81   | 0.04%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                  | Atmos Energy Corp.                                                                            | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     98000 | PA      | $104573.69    | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                          | CUSIP: 82622RAG1<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1206000 | PA      | $1251377.35   | 0.02%             | 2065-05-28      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| SG Residential Mortgage Trust                                                       | SG Residential Mortgage Trust, Series 2022-1, Class A2                                        | CUSIP: 78433QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4667647 | PA      | $4299026.45   | 0.08%             | 2062-03-27      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                           | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1399000 | PA      | $1414326.86   | 0.03%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                                   | D.R. Horton, Inc.                                                                             | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    527000 | PA      | $527402.37    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Saudi Arabian Oil Co.                                                               | Saudi Arabian Oil Co.                                                                         | CUSIP: 80414L2D6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $195060.40    | 0.00%             | 2029-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                              | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52401.19     | 0.00%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140J9H87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9615485 | PA      | $8920726.10   | 0.17%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                                            | Bunge Ltd. Finance Corp.                                                                      | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   6117000 | PA      | $6135744.08   | 0.12%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                      | Element Fleet Management Corp.                                                                | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    257000 | PA      | $272269.65    | 0.01%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                     | CoreWeave, Inc.                                                                               | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   7651000 | PA      | $7686500.64   | 0.15%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Barclays PLC                                                                        | Barclays PLC                                                                                  | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    867000 | PA      | $894501.26    | 0.02%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                  | Iron Mountain Inc.                                                                            | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34813.15     | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FirstCash, Inc.                                                                     | FirstCash, Inc.                                                                               | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |   7045000 | PA      | $7319297.08   | 0.14%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                           | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116809.64    | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                                        | Leidos, Inc.                                                                                  | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     97000 | PA      | $101715.63    | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                  | Dell International LLC / EMC Corp.                                                            | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   4835000 | PA      | $4927170.86   | 0.09%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Mid-America Apartments, L.P.                                                        | Mid-America Apartments, L.P.                                                                  | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    638000 | PA      | $664754.87    | 0.01%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage L.P.                                                            | Extra Space Storage L.P.                                                                      | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45469.77     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.           | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4634000 | PA      | $4643958.42   | 0.09%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    192000 | PA      | $196978.38    | 0.00%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                                    | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    237000 | PA      | $246108.01    | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                      | NNN REIT, Inc.                                                                                | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     83000 | PA      | $86457.87     | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    351000 | PA      | $360388.03    | 0.01%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| POSCO Holdings Inc.                                                                 | POSCO Holdings Inc.                                                                           | CUSIP: 693483AK5<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | KR        |   2329000 | PA      | $2434148.22   | 0.05%             | 2035-05-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Maya                                                                                | Maya                                                                                          | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $661928.15    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Federation des caisses Desjardins du Quebec                                         | Federation des caisses Desjardins du Quebec                                                   | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    758000 | PA      | $765418.40    | 0.01%             | 2027-08-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Empresa Nacional del Petroleo                                                       | Empresa Nacional del Petroleo                                                                 | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    600000 | PA      | $629612.40    | 0.01%             | 2033-05-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | LCH CLEARNET (US) LLC                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         1 | NC      | $-376592.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust 2025-1C                                              | BSTN Commercial Mortgage Trust 2025-1C, Series 2025-1C, Class A                               | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2065000 | PA      | $2125077.46   | 0.04%             | 2044-06-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                              | UBS AG                                                                                        | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    728000 | PA      | $760932.98    | 0.01%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                                     | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    176000 | PA      | $184238.68    | 0.00%             | 2028-09-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Maya                                                                                | Maya                                                                                          | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    295000 | PA      | $317610.34    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Invesco Private Prime Fund                                                          | Invesco Private Prime Fund                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        | 252062513 | NS      | $252062513.08 | 4.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                  | Vodafone Group PLC                                                                            | CUSIP: 92857WBV1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $245409.15    | 0.00%             | 2081-06-04      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                  | Ares Capital Corp.                                                                            | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21618.60     | 0.00%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                          | WarnerMedia Holdings, Inc.                                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  25904000 | PA      | $17473931.76  | 0.33%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc.                                                                                     | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5231000 | PA      | $5264163.23   | 0.10%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| Raizen Fuels Finance S.A.                                                           | Raizen Fuels Finance S.A.                                                                     | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   3011000 | PA      | $2888166.26   | 0.05%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                       | Netflix, Inc.                                                                                 | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126807.36    | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                                            | SBA Communications Corp.                                                                      | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    275000 | PA      | $258647.15    | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac, Series 2022-HQA3, Class M1                                                       | CUSIP: 35564KE39<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |   3020594 | PA      | $3079458.05   | 0.06%             | 2042-08-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/CCO Holdings Capital Corp.                                        | CCO Holdings, LLC/CCO Holdings Capital Corp.                                                  | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3207000 | PA      | $3257994.51   | 0.06%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BPCE S.A.                                                                           | BPCE S.A.                                                                                     | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    957000 | PA      | $998721.01    | 0.02%             | 2046-01-14      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc.                                                                   | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1834000 | PA      | $1875205.60   | 0.04%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                               | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  11473000 | PA      | $11654147.20  | 0.22%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                  | T-Mobile USA, Inc.                                                                            | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    134000 | PA      | $128429.49    | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP, LLC                                                                | Kimco Realty OP, LLC                                                                          | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    455000 | PA      | $448880.25    | 0.01%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                            | Venture Global LNG, Inc.                                                                      | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1923000 | PA      | $2095116.19   | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Delek Logistics Partners L.P./ Delek Logistics Finance Corp.                        | Delek Logistics Partners L.P./ Delek Logistics Finance Corp.                                  | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $270373.68    | 0.01%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                              | Sempra                                                                                        | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    525000 | PA      | $534053.63    | 0.01%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                               | Sumitomo Mitsui Financial Group, Inc.                                                         | CUSIP: 86562MDK3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   4929000 | PA      | $5135953.87   | 0.10%             | N/A             | Variable      | 6.60%                 | No            |                  2 | On Loan: —       |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The), Series J                                                 | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20202.19     | 0.00%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Forward Foreign Currency Contract                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $48248.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                  | Atmos Energy Corp.                                                                            | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   7316000 | PA      | $7418153.09   | 0.14%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201S6V6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     15743 | PA      | $16482.90     | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     63000 | PA      | $68193.22     | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                          | Rogers Communications Inc.                                                                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2357000 | PA      | $2447929.34   | 0.05%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                                       | Entergy Corp.                                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    286000 | PA      | $298570.70    | 0.01%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36212SUR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1142 | PA      | $1155.32      | 0.00%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Brink's Co. (The)                                                                   | Brink's Co. (The)                                                                             | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514551.50    | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROWN Americas LLC                                                                  | CROWN Americas LLC                                                                            | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |   6599000 | PA      | $6680959.58   | 0.13%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | AbbVie Inc.                                                                                   | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    414000 | PA      | $397705.63    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213F7K3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       778 | PA      | $809.23       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXV                                                                      | Apidos CLO XXV, Series 2016-25A, Class A1R3                                                   | CUSIP: 03762YBD8<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |  10795000 | PA      | $10796295.40  | 0.20%             | 2037-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                         | DaVita Inc.                                                                                   | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39341.10     | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31287QRX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       213 | PA      | $224.16       | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust, Series 2013-7, Class A2                                               | CUSIP: 81745CAB9<br>LEI: 549300DFASAA48I36408 | Long             | ABS-MBS          | CORP              | US        |    226965 | PA      | $205106.33    | 0.00%             | 2043-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Telecom Argentina S.A.                                                              | Telecom Argentina S.A.                                                                        | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |    800000 | PA      | $819935.04    | 0.02%             | 2033-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                 | Petroleos Mexicanos                                                                           | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5908000 | PA      | $6273691.38   | 0.12%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados B.V.                                                                  | Arcos Dorados B.V.                                                                            | CUSIP: 03965TAB9<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |    322000 | PA      | $329906.39    | 0.01%             | 2029-05-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                       | Enbridge Inc.                                                                                 | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    114000 | PA      | $118968.57    | 0.00%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership L.P.                                                  | Brixmor Operating Partnership L.P.                                                            | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    153000 | PA      | $158526.10    | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                     | EMD Finance LLC                                                                               | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   4684000 | PA      | $4685232.69   | 0.09%             | 2028-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                                  | Union Electric Co.                                                                            | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1486202.78   | 0.03%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Sunoco L.P.                                                                         | Sunoco L.P.                                                                                   | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281228.75    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   6683000 | PA      | $6728089.73   | 0.13%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Duke Energy Carolinas, LLC                                                          | Duke Energy Carolinas, LLC                                                                    | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1370885.73   | 0.03%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    844000 | PA      | $891142.40    | 0.02%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                         | DaVita Inc.                                                                                   | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140022.41    | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4783000 | PA      | $4882468.89   | 0.09%             | 2031-05-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: —       |
| Chase Mortgage Finance Corp.                                                        | Chase Mortgage Finance Corp., Series 2016-SH2, Class M2                                       | CUSIP: 16164AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3211069 | PA      | $2996166.88   | 0.06%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    162000 | PA      | $172242.69    | 0.00%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2020-2 Ltd.                                                          | Carlyle US CLO 2020-2 Ltd., Series 2020-2A, Class A1R2                                        | CUSIP: 14315GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14320000 | PA      | $14330740.00  | 0.27%             | 2035-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                                        | San Diego Gas & Electric Co.                                                                  | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    176000 | PA      | $164273.23    | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603466.54    | 0.01%             | 2027-04-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO Ltd.                                                              | Buckhorn Park CLO Ltd., Series 2019-1A, Class ARR                                             | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3994000 | PA      | $3995969.04   | 0.08%             | 2034-07-18      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    852000 | PA      | $864727.26    | 0.02%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Telecommunications Co. Telekom Srbija Akcionarsko drustvo, Belgrade                 | Telecommunications Co. Telekom Srbija Akcionarsko drustvo, Belgrade                           | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |    275000 | PA      | $277421.74    | 0.01%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     24000 | PA      | $24937.03     | 0.00%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana, LLC                                                              | Entergy Louisiana, LLC                                                                        | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1258000 | PA      | $1253722.16   | 0.02%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Six, LLC                                                         | Goodman US Finance Six, LLC                                                                   | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $192091.83    | 0.00%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    695000 | PA      | $718113.88    | 0.01%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Shackleton 2015-VII-R CLO, Ltd.                                                     | Shackleton 2015-VII-R CLO, Ltd., Series 2015-7RA, Class ARR                                   | CUSIP: 81883AAS8<br>LEI: 549300NCJRO2LKFZ8G86 | Long             | ABS-CBDO         | CORP              | KY        |   2168574 | PA      | $2168157.24   | 0.04%             | 2031-07-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                             | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52434.69     | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36292D6R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1263 | PA      | $1288.49      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78160.94     | 0.00%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Ingevity Corp.                                                                      | Ingevity Corp.                                                                                | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |        10 | NS      | $583.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co., Ltd.                                                               | Honda Motor Co., Ltd.                                                                         | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   5765000 | PA      | $5802731.18   | 0.11%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    678000 | PA      | $690372.50    | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                         | Pinnacle West Capital Corp.                                                                   | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1124145.19   | 0.02%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                                                         | Pinnacle West Capital Corp.                                                                   | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    636000 | PA      | $645816.59    | 0.01%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc.                                                             | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71201.08     | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The), Conv.                                                                     | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   5591000 | PA      | $5641319.00   | 0.11%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                              | Credit Suisse Group AG                                                                        | CUSIP: 225401AS7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   5650000 | PA      | $339000.00    | 0.01%             | N/A             | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31389DTA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1546 | PA      | $1604.52      | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO 6                                                                    | Pikes Peak CLO 6, Series 2020-6A, Class ARR                                                   | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |   9129000 | PA      | $9131428.31   | 0.17%             | 2034-05-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                             | AstraZeneca Finance LLC                                                                       | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    226000 | PA      | $232140.41    | 0.00%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Vail Resorts, Inc.                                                                  | Vail Resorts, Inc.                                                                            | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   3338000 | PA      | $3384581.79   | 0.06%             | 2030-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                      | Morgan Stanley, Series F, Pfd.                                                                | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    249737 | NS      | $6333330.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | Forward Foreign Currency Contract                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $66628.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                              | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    968000 | PA      | $1060707.74   | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                    | Virgin Media Secured Finance PLC                                                              | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1033359.91   | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Invesco Total Return Bond ETF                                                       | Invesco Total Return Bond ETF                                                                 | CUSIP: 46090A804<br>LEI: 549300G68D7JXKISYN27 | Long             | EC               | RF                | US        |    100000 | NS      | $4704000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                                                | Meta Platforms, Inc.                                                                          | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1946000 | PA      | $1884677.61   | 0.04%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                                | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   5133000 | PA      | $5223172.23   | 0.10%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Bank of America Merrill Lynch Trust                                  | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class B                  | CUSIP: 61765TAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15769000 | PA      | $15551909.75  | 0.29%             | 2048-10-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                            | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     54000 | PA      | $57563.92     | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                      | Element Fleet Management Corp.                                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   2467000 | PA      | $2516983.94   | 0.05%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15413.21     | 0.00%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     41000 | PA      | $43288.06     | 0.00%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                                  | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    504000 | PA      | $504980.41    | 0.01%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Cheniere Energy Partners, L.P.                                                      | Cheniere Energy Partners, L.P.                                                                | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    124000 | PA      | $129887.59    | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $225438.44    | 0.00%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                                      | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    303000 | PA      | $305295.49    | 0.01%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust, Series 2025-8, Class A4                                               | CUSIP: 81749WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5055072.50   | 0.10%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                                         | Sysco Corp.                                                                                   | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    753000 | PA      | $776770.41    | 0.01%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp.                                                                     | Brunswick Corp.                                                                               | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243739.66    | 0.00%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Prudential Financial, Inc.                                                          | Prudential Financial, Inc.                                                                    | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   3011000 | PA      | $3065568.38   | 0.06%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    221000 | PA      | $207231.51    | 0.00%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                          | Sherwin-Williams Co. (The)                                                                    | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   8825000 | PA      | $8865951.44   | 0.17%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                           | MSCI Inc.                                                                                     | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   4615000 | PA      | $4580968.99   | 0.09%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                                      | NNN REIT, Inc.                                                                                | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    168000 | PA      | $173159.07    | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                                                | TierPoint Issuer LLC, Series 2025-2A, Class A2                                                | CUSIP: 88651CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8934000 | PA      | $9033640.90   | 0.17%             | 2055-04-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4037000 | PA      | $4138260.07   | 0.08%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Mortgage Securities, Inc. Re-REMIC Trust Ctfs.                             | Deutsche Mortgage Securities, Inc. Re-REMIC Trust Ctfs., Series 2007-WM1, Class A1            | CUSIP: 25157TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2684109 | PA      | $2391441.51   | 0.05%             | 2037-06-27      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Tidewater Inc.                                                                      | Tidewater Inc.                                                                                | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    264000 | PA      | $281888.11    | 0.01%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Lowe`s Cos., Inc.                                                                   | Lowe`s Cos., Inc.                                                                             | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     79000 | PA      | $76635.26     | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312943TR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15411 | PA      | $15996.57     | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                       | NiSource Inc.                                                                                 | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    323000 | PA      | $330628.64    | 0.01%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership, L.P.                                              | Brandywine Operating Partnership, L.P.                                                        | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2192091.32   | 0.04%             | 2028-03-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: —       |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                                      | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   5767000 | PA      | $5755218.02   | 0.11%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                          | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    282000 | PA      | $276189.63    | 0.01%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                          | WarnerMedia Holdings, Inc.                                                                    | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     45000 | PA      | $28060.20     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200XFC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2042 | PA      | $2103.73      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Providence St. Joseph Health Obligated Group                                        | Providence St. Joseph Health Obligated Group, Series 21A                                      | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    588000 | PA      | $339714.61    | 0.01%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                | Credit Agricole S.A.                                                                          | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3511000 | PA      | $3593221.86   | 0.07%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Transjamaican Highway Ltd.                                                          | Transjamaican Highway Ltd.                                                                    | CUSIP: 893727AA5<br>LEI: 254900AWJ3QIGYQ04W45 | Long             | DBT              | CORP              | JM        |   1144885 | PA      | $1060023.70   | 0.02%             | 2036-10-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                                 | Ingersoll Rand Inc.                                                                           | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39323.40     | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                                       | MetLife, Inc.                                                                                 | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29151.63     | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                                      | Southern Co. Gas Capital Corp.                                                                | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     76000 | PA      | $80074.21     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                          | WarnerMedia Holdings, Inc.                                                                    | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    422000 | PA      | $401231.27    | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                           | Guatemala Government Bond                                                                     | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   2805000 | PA      | $2904577.50   | 0.05%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc.                                                | Jane Street Group / JSG Finance Inc.                                                          | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    702000 | PA      | $678485.04    | 0.01%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Raizen Fuels Finance S.A.                                                           | Raizen Fuels Finance S.A.                                                                     | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   2718000 | PA      | $2511260.77   | 0.05%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2021-4A, Class A1R                                       | CUSIP: 05685AAQ1<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |   1760000 | PA      | $1762238.72   | 0.03%             | 2034-10-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                 | Expedia Group, Inc.                                                                           | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   1454000 | PA      | $1478174.00   | 0.03%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Piedmont Healthcare, Inc.                                                           | Piedmont Healthcare, Inc.                                                                     | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    268000 | PA      | $165562.13    | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a.r.l.                                                  | GreenSaif Pipelines Bidco S.a.r.l.                                                            | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   7240000 | PA      | $7486579.41   | 0.14%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                                              | MidAmerican Energy Co.                                                                        | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198181.47    | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                                                 | Starwood Mortgage Residential Trust, Series 2021-6, Class A1                                  | CUSIP: 85573RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10440002 | PA      | $9290780.09   | 0.18%             | 2066-11-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower L.P./ Emerald Co-Issuer Inc.                                         | EMRLD Borrower L.P./ Emerald Co-Issuer Inc.                                                   | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |   3236000 | PA      | $3327501.14   | 0.06%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Verizon Communications Inc.                                                         | Verizon Communications Inc.                                                                   | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3394000 | PA      | $3427535.40   | 0.06%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| 200 Park Funding Trust                                                              | 200 Park Funding Trust                                                                        | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1584935.54   | 0.03%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    184000 | PA      | $190903.34    | 0.00%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Multibank Inc.                                                                      | Multibank Inc.                                                                                | CUSIP: 625454AB9<br>LEI: 549300QXX3SGZZ4OEU72 | Long             | DBT              | CORP              | PA        |   1701000 | PA      | $1771132.23   | 0.03%             | 2028-02-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213E2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       104 | PA      | $109.10       | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VBM0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1094000 | PA      | $1139457.96   | 0.02%             | 2028-09-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Fiserv, Inc.                                                                        | Fiserv, Inc.                                                                                  | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    212000 | PA      | $220089.98    | 0.00%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    886000 | PA      | $941762.50    | 0.02%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| Truist Bank                                                                         | Truist Bank                                                                                   | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   9987000 | PA      | $10018995.85  | 0.19%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                         | American Homes 4 Rent, L.P.                                                                   | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    423000 | PA      | $424998.23    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                                   | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    773000 | PA      | $816010.49    | 0.02%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding, LLC                                                      | Rentokil Terminix Funding, LLC                                                                | CUSIP: 760130AB0<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   5445000 | PA      | $5533501.83   | 0.10%             | 2035-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                    | Paramount Global                                                                              | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    471000 | PA      | $368008.79    | 0.01%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Lowe's Cos., Inc.                                                                   | Lowe's Cos., Inc.                                                                             | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     33000 | PA      | $31787.17     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                                       | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    662000 | PA      | $668566.59    | 0.01%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |  11530000 | PA      | $11573138.34  | 0.22%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                                                    | Mitsubishi Corp.                                                                              | CUSIP: 606769AK3<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |   1348000 | PA      | $1383717.13   | 0.03%             | 2034-07-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1893799.49   | 0.04%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM1, Class A1                                                         | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7531446 | PA      | $6782296.71   | 0.13%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co., Ltd.                                                   | Global Aircraft Leasing Co., Ltd.                                                             | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    379000 | PA      | $390437.08    | 0.01%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                                | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    471000 | PA      | $473750.37    | 0.01%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                                        | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    279000 | PA      | $287590.36    | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Takeda U.S. Financing, Inc.                                                         | Takeda U.S. Financing, Inc.                                                                   | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   7881000 | PA      | $7920278.98   | 0.15%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Smurfit WestRock PLC                                                                | Smurfit WestRock PLC                                                                          | CUSIP: G8267P108<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |        65 | NS      | $3078.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $185220.00    | 0.00%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                 | Venture Global Plaquemines LNG, LLC                                                           | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1823857.63   | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership, L.P.                                        | Americold Realty Operating Partnership, L.P.                                                  | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |   1966000 | PA      | $1994495.72   | 0.04%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    101000 | PA      | $106069.00    | 0.00%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   9374000 | PA      | $9423931.74   | 0.18%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: —       |
| TMS Issuer S.a r.l.                                                                 | TMS Issuer S.a r.l.                                                                           | CUSIP: 87266GAA8<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | LU        |    220000 | PA      | $229658.83    | 0.00%             | 2032-08-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                          | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   2555000 | PA      | $2601067.72   | 0.05%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp.                                                                | Dollar General Corp.                                                                          | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70036.31     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                | VICI Properties L.P.                                                                          | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    137000 | PA      | $133285.81    | 0.00%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                    | Paramount Global                                                                              | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    471000 | PA      | $424024.37    | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    152000 | PA      | $157130.36    | 0.00%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Ctfs.                                             | CSFB Mortgage-Backed Pass-Through Ctfs., Series 2004-AR5, Class 3A1                           | CUSIP: 22541SJB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    353327 | PA      | $335678.07    | 0.01%             | 2034-06-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                              | Citadel Securities Global Holdings LLC                                                        | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1048094.67   | 0.02%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001030.00   | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co, Inc.                                                | New Enterprise Stone & Lime Co, Inc.                                                          | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    266000 | PA      | $263159.92    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     74000 | PA      | $78391.14     | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                    | Domino's Pizza Master Issuer LLC, Series 2025-1A, Class A2I                                   | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8940000 | PA      | $9008633.72   | 0.17%             | 2055-07-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    212000 | PA      | $215384.36    | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                          | Amgen Inc.                                                                                    | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     57000 | PA      | $59060.41     | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citadel L.P.                                                                        | Citadel L.P.                                                                                  | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    244000 | PA      | $254321.96    | 0.00%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                                 | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1747000 | PA      | $1787665.41   | 0.03%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                              | Merrill Lynch Mortgage Investors Trust, Series 2005-A5, Class A9                              | CUSIP: 59020UYU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267044 | PA      | $257960.06    | 0.00%             | 2035-06-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                                          | Ball Corp.                                                                                    | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255366.00    | 0.00%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    458000 | PA      | $444259.18    | 0.01%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust, Series 2020-GC47, Class A5                                      | CUSIP: 36258RBA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   8750000 | PA      | $8017307.38   | 0.15%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC         | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                   | CUSIP: 03969YAC2<br>LEI: 635400YUJMWFYRBL5293 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200165.72    | 0.00%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                                     | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    156000 | PA      | $160321.45    | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                             | Daimler Truck Finance North America LLC                                                       | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    655000 | PA      | $665881.96    | 0.01%             | 2034-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| MPLX L.P.                                                                           | MPLX L.P.                                                                                     | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     47000 | PA      | $38758.26     | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                                  | CLI Funding IX LLC, Series 2025-1A, Class A                                                   | CUSIP: 12571WAG8<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |   3600424 | PA      | $3664381.68   | 0.07%             | 2050-06-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                               | WEC Energy Group Inc., Conv.                                                                  | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   4789000 | PA      | $4852454.25   | 0.09%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                                  | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    635000 | PA      | $645734.50    | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Rollins, Inc.                                                                       | Rollins, Inc.                                                                                 | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    804000 | PA      | $809821.31    | 0.02%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc.                           | Directv Financing LLC / Directv Financing Co-Obligor Inc.                                     | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $131306.21    | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                                                      | Amphenol Corp.                                                                                | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    397000 | PA      | $385743.72    | 0.01%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Stryker Corp.                                                                       | Stryker Corp.                                                                                 | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1063383.04   | 0.02%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    247000 | PA      | $235296.00    | 0.00%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                                  | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71428.60     | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                          | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $435869.85    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2020-5, Class A1                                             | CUSIP: 03464WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1048633 | PA      | $1006132.25   | 0.02%             | 2065-05-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                 | Petroleos Mexicanos                                                                           | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   9803000 | PA      | $8924653.16   | 0.17%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                  | Iron Mountain Inc.                                                                            | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491787.40    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd.                                              | Delta Air Lines Inc / SkyMiles IP Ltd.                                                        | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | US        |    158772 | PA      | $159709.21    | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                           | Forvia SE                                                                                     | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    196000 | PA      | $206933.08    | 0.00%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander S.A.                                                                | Banco Santander S.A.                                                                          | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2600000 | PA      | $3071312.40   | 0.06%             | N/A             | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                     | Nordea Bank Abp                                                                               | CUSIP: 65558RAN9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  12583000 | PA      | $12606648.49  | 0.24%             | 2030-08-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140FL5E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1251612 | PA      | $1159577.38   | 0.02%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                      | Prologis, L.P.                                                                                | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    554000 | PA      | $557248.09    | 0.01%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                               | Honda Motor Co., Ltd.                                                                         | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   5094000 | PA      | $5143072.34   | 0.10%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                    | Omega Healthcare Investors, Inc.                                                              | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   3539000 | PA      | $3591642.45   | 0.07%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3133KRMY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26968676 | PA      | $27362134.68  | 0.52%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                    | Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2                                    | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18587520 | PA      | $17914902.71  | 0.34%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                                  | United Airlines Pass-Through Trust, Series 20-1                                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40566 | PA      | $41559.15     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3538000 | PA      | $3638030.55   | 0.07%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp.                                                                                 | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5395000 | PA      | $5461906.58   | 0.10%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                                                          | PacifiCorp                                                                                    | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    223000 | PA      | $228538.40    | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    500000 | PA      | $523288.60    | 0.01%             | 2053-01-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                         | Imperial Brands Finance PLC                                                                   | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   3776000 | PA      | $3792894.43   | 0.07%             | 2055-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                       | Citigroup Mortgage Loan Trust, Series 2021-INV3, Class A3                                     | CUSIP: 17329VBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9456422 | PA      | $7737829.27   | 0.15%             | 2051-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co., Series NN                                                               | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    306000 | PA      | $322302.46    | 0.01%             | N/A             | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| Zaxbys Funding LLC                                                                  | Zaxbys Funding LLC, Series 2024-1A, Class A2I                                                 | CUSIP: 98920MAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4598550 | PA      | $4722102.92   | 0.09%             | 2054-04-30      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust, Series 2020-1, Class A1                                   | CUSIP: 31574PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41386 | PA      | $41191.05     | 0.00%             | 2065-05-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    446000 | PA      | $456174.50    | 0.01%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc.                                                           | Lennox International Inc.                                                                     | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    218000 | PA      | $225950.89    | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                                          | Sherwin-Williams Co. (The)                                                                    | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   2796000 | PA      | $2818000.75   | 0.05%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Volkswagen Group of America Finance, LLC                                            | Volkswagen Group of America Finance, LLC                                                      | CUSIP: 928668CH3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1089000 | PA      | $1107689.83   | 0.02%             | 2034-03-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| McKesson Corp.                                                                      | McKesson Corp.                                                                                | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   3862000 | PA      | $3940170.86   | 0.07%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2868000 | PA      | $2959346.86   | 0.06%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                                   | Georgia Power Co.                                                                             | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85061.42     | 0.00%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                                 | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1309596.98   | 0.02%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Novartis Capital Corp.                                                              | Novartis Capital Corp.                                                                        | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1248349.98   | 0.02%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Lincoln Financial Global Funding                                                    | Lincoln Financial Global Funding                                                              | CUSIP: 53359KAC5<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   2818000 | PA      | $2838514.42   | 0.05%             | 2030-08-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Consolidated Edison Co. of New York, Inc.                                           | Consolidated Edison Co. of New York, Inc.                                                     | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178770.92    | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200QSM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       726 | PA      | $730.49       | 0.00%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     79000 | PA      | $81571.25     | 0.00%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                           | Apollo Debt Solutions BDC                                                                     | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34405.03     | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXII Ltd.                                                              | Symphony CLO XXII Ltd., Series 2020-22A, Class A1AR                                           | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6149725 | PA      | $6151398.10   | 0.12%             | 2033-04-18      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                 | Venture Global Plaquemines LNG, LLC                                                           | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2652000 | PA      | $2910564.70   | 0.05%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Netflix, Inc.                                                                       | Netflix, Inc.                                                                                 | CUSIP: ZS2929843<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   5311000 | PA      | $6483036.23   | 0.12%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                          | PacifiCorp                                                                                    | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    228000 | PA      | $231896.75    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| OCP CLO Ltd.                                                                        | OCP CLO Ltd., Series 2020-8RA, Class AR                                                       | CUSIP: 670898AQ8<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |  18437000 | PA      | $18461318.40  | 0.35%             | 2036-10-17      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    300000 | PA      | $264472.30    | 0.00%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                                      | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    383000 | PA      | $393595.15    | 0.01%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Canadian Pacific Railway Co.                                                        | Canadian Pacific Railway Co.                                                                  | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1178000 | PA      | $1200845.88   | 0.02%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Global Partners L.P./ GLP Finance Corp.                                             | Global Partners L.P./ GLP Finance Corp.                                                       | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $281681.68    | 0.01%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $3102677.85   | 0.06%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies, LLC                                                  | Molex Electronic Technologies, LLC                                                            | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   2524000 | PA      | $2551553.40   | 0.05%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                             | Centersquare Issuer LLC, Series 2025-3A, Class A2                                             | CUSIP: 15201EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8430000 | PA      | $8146055.26   | 0.15%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc.                                                                                     | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    137000 | PA      | $141279.30    | 0.00%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                             | UnitedHealth Group Inc.                                                                       | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87419.23     | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a.r.l. / JBS USA Foods Group Holdings Inc / JBS USA Food Co.  | JBS USA Holding Lux S.a.r.l. / JBS USA Foods Group Holdings Inc / JBS USA Food Co.            | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4051000 | PA      | $4008680.38   | 0.08%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     97000 | PA      | $98264.57     | 0.00%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1205025.83   | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                            | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     53000 | PA      | $55912.45     | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                             | Micron Technology, Inc.                                                                       | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    192000 | PA      | $198191.22    | 0.00%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust                                                           | GMACM Mortgage Loan Trust, Series 2006-AR1, Class 1A1                                         | CUSIP: 36185MDN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331409 | PA      | $275338.12    | 0.01%             | 2036-04-19      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                                     | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  11127000 | PA      | $10989056.24  | 0.21%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                            | ICON Investments Six DAC                                                                      | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    757000 | PA      | $791955.75    | 0.01%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1792000 | PA      | $1801930.10   | 0.03%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                 | CommonSpirit Health                                                                           | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    562000 | PA      | $532580.83    | 0.01%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    515000 | PA      | $540805.11    | 0.01%             | N/A             | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                | Clear Channel Outdoor Holdings, Inc.                                                          | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127084.77    | 0.00%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                          | Amgen Inc.                                                                                    | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    194000 | PA      | $198557.09    | 0.00%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                                      | EFMT 2024-INV2, Series 2024-INV2, Class A1                                                    | CUSIP: 26844LAA6<br>LEI: 254900QTMZ2ZHRYMFA85 | Long             | ABS-MBS          | CORP              | US        |   5233962 | PA      | $5217207.68   | 0.10%             | 2069-10-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria S.A.                                                | Banco Bilbao Vizcaya Argentaria S.A.                                                          | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1807000 | PA      | $2001818.09   | 0.04%             | N/A             | Variable      | 9.38%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                                  | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    134000 | PA      | $136577.44    | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust, Series 2019-C16, Class A4                                      | CUSIP: 90276YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16770000 | PA      | $16188978.20  | 0.31%             | 2052-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp., ARM                                                         | CUSIP: 3128QJWQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2311 | PA      | $2387.25      | 0.00%             | 2037-02-01      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| OBX 2025-HE2 Trust                                                                  | OBX 2025-HE2 Trust, Series 2025-HE2, Class A1                                                 | CUSIP: 67121YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7730000 | PA      | $7730000.00   | 0.15%             | 2055-08-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                                                      | Adjustable Rate Mortgage Trust, Series 2004-2, Class 6A1                                      | CUSIP: 007036BU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34550 | PA      | $34399.19     | 0.00%             | 2035-02-25      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| IP Lending IV Ltd.                                                                  | IP Lending IV Ltd., Series 2022-4A, Class SNR                                                 | CUSIP: 44989DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |  12002000 | PA      | $11953992.00  | 0.23%             | 2027-04-28      | Fixed         | 6.05%                 | No            |                  3 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  13492000 | PA      | $13947665.32  | 0.26%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                        | Honeywell International Inc.                                                                  | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    423000 | PA      | $426024.53    | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1165000 | PA      | $1186318.89   | 0.02%             | 2030-10-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                    | Comision Federal de Electricidad                                                              | CUSIP: BU3620426<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $540016.50    | 0.01%             | 2052-02-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Windfall Mining Group Inc.                                                          | Windfall Mining Group Inc.                                                                    | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |   4540000 | PA      | $4671892.58   | 0.09%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                                    | Caterpillar Inc.                                                                              | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    595000 | PA      | $590775.57    | 0.01%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                      | Ecopetrol S.A.                                                                                | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2323000 | PA      | $2354769.35   | 0.04%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer S.A.                                                                  | BBVA Bancomer S.A.                                                                            | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $326429.91    | 0.01%             | 2038-06-29      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    114000 | PA      | $116789.96    | 0.00%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    294000 | PA      | $307327.75    | 0.01%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                    | Bank of Montreal                                                                              | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1037000 | PA      | $1083811.22   | 0.02%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31298BHK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2748 | PA      | $2829.08      | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1612000 | PA      | $1665810.17   | 0.03%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: —       |
| LCM Investments Holdings II, LLC                                                    | LCM Investments Holdings II, LLC                                                              | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    800000 | PA      | $786113.44    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37790.80     | 0.00%             | 2029-11-21      | Variable      | 5.68%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36195CBY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2573928 | PA      | $2411964.10   | 0.05%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                      | Opal Bidco SAS                                                                                | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $264744.74    | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Transocean Poseidon Ltd.                                                            | Transocean Poseidon Ltd.                                                                      | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    495000 | PA      | $496453.82    | 0.01%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                               | Electricite de France                                                                         | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1488000 | PA      | $1540280.51   | 0.03%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG, LLC                                                 | Venture Global Plaquemines LNG, LLC                                                           | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   4088000 | PA      | $4554334.51   | 0.09%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Synchrony Financial                                                                 | Synchrony Financial                                                                           | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1395761.44   | 0.03%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    569000 | PA      | $590988.58    | 0.01%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: —       |
| Zegona Finance PLC                                                                  | Zegona Finance PLC                                                                            | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   4973000 | PA      | $5297687.17   | 0.10%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                          | GATX Corp.                                                                                    | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32601.26     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                       | Univision Communications Inc.                                                                 | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    146000 | PA      | $151649.76    | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                                     | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    212000 | PA      | $216222.02    | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co.                                                            | Sierra Pacific Power Co.                                                                      | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63782.65     | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| STAR Trust                                                                          | STAR Trust, Series 2021-1, Class A1                                                           | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2975563 | PA      | $2797338.15   | 0.05%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Clarios Global L.P./ Clarios US Finance Co.                                         | Clarios Global L.P./ Clarios US Finance Co.                                                   | CUSIP: YN0904808<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |    125000 | PA      | $148527.37    | 0.00%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                                                   | Black Hills Corp.                                                                             | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    238000 | PA      | $252614.80    | 0.00%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                     | BAE Systems PLC                                                                               | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    805000 | PA      | $830525.37    | 0.02%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31283HRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       256 | PA      | $269.16       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                 | Citadel Finance LLC                                                                           | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   3018000 | PA      | $3062530.50   | 0.06%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 85325C2G6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2356000 | PA      | $2402872.27   | 0.05%             | 2031-05-13      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1245417.85   | 0.02%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                          | Travelers Cos., Inc. (The)                                                                    | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   2201000 | PA      | $2206834.01   | 0.04%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Globo Comunicacao e Participacoes S.A.                                              | Globo Comunicacao e Participacoes S.A.                                                        | CUSIP: 37959DAC8<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |    300000 | PA      | $288701.34    | 0.01%             | 2032-01-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                              | CUSIP: 709599BY9<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51621.34     | 0.00%             | 2027-01-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                             | Corporacion Nacional del Cobre de Chile                                                       | CUSIP: 21987BBF4<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   3583000 | PA      | $3541253.03   | 0.07%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                                 | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   7894000 | PA      | $7914896.13   | 0.15%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                           | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $2036819.35   | 0.04%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                         | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    380000 | PA      | $390484.37    | 0.01%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3251000 | PA      | $3175885.32   | 0.06%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3703266.72   | 0.07%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                   | Chase Home Lending Mortgage Trust, Series 2024-9, Class A4                                    | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7112272 | PA      | $7150591.43   | 0.13%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ALA Trust 2025-OANA                                                                 | ALA Trust 2025-OANA, Series 2025-OANA, Class B                                                | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7781000 | PA      | $7836114.38   | 0.15%             | 2040-06-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Zions BanCorp., N.A.                                                                | Zions BanCorp., N.A.                                                                          | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    806000 | PA      | $844898.17    | 0.02%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series -                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    974000 | PA      | $1003954.82   | 0.02%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: —       |
| Sonic Capital LLC                                                                   | Sonic Capital LLC, Series 2021-1A, Class A2II                                                 | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6168550 | PA      | $5346250.21   | 0.10%             | 2051-08-20      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K085, Class AM                  | CUSIP: 3137FKJD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |   4736000 | PA      | $4748572.19   | 0.09%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30945.25     | 0.00%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2021-3, Class A1                                             | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2172131 | PA      | $1872380.19   | 0.04%             | 2066-05-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31403VZC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99064 | PA      | $104204.58    | 0.00%             | 2034-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3864000 | PA      | $4016048.40   | 0.08%             | N/A             | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| Jimmy John's Funding, LLC                                                           | Jimmy John's Funding, LLC, Series 2017-1A, Class A2II                                         | CUSIP: 47760QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5394000 | PA      | $5368598.58   | 0.10%             | 2047-07-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                                                  | LPL Holdings, Inc.                                                                            | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    468000 | PA      | $477238.30    | 0.01%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust                                                   | Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A3                                 | CUSIP: 16159GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3365665 | PA      | $3069610.30   | 0.06%             | 2049-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Ctfs. Trust                                              | WaMu Mortgage Pass-Through Ctfs. Trust, Series 2007-HY2, Class 2A2                            | CUSIP: 92926UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116624 | PA      | $102602.86    | 0.00%             | 2036-11-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3552000 | PA      | $3634606.41   | 0.07%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                         | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    549000 | PA      | $561047.79    | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1162000 | PA      | $1190691.88   | 0.02%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                              | Republic of South Africa Government International Bond                                        | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1000000 | PA      | $774491.96    | 0.01%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2021-7, Class A1                                             | CUSIP: 03464JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5915281 | PA      | $5156434.75   | 0.10%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                       | Sixth Street Lending Partners                                                                 | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12380.30     | 0.00%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1343091.10   | 0.03%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    264000 | PA      | $270065.42    | 0.01%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR Trust, Series 2021-SFR3, Class B                                                         | CUSIP: 00180UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13340000 | PA      | $12859651.95  | 0.24%             | 2038-10-17      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp.                                                        | Chase Mortgage Finance Corp., Series 2016-SH1, Class M3                                       | CUSIP: 16163YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    783888 | PA      | $717233.48    | 0.01%             | 2045-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                              | Waste Management, Inc.                                                                        | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1607000 | PA      | $1541167.72   | 0.03%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| San Diego Gas & Electric Co.                                                        | San Diego Gas & Electric Co.                                                                  | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    402000 | PA      | $385026.25    | 0.01%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co.                                               | FirstEnergy Pennsylvania Electric Co.                                                         | CUSIP: 591894CE8<br>LEI: TBL0FUJQXXOVZMZFHZ71 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49145.41     | 0.00%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128MJY46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1228138 | PA      | $1211026.94   | 0.02%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3132E0BH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16713923 | PA      | $17251538.09  | 0.33%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICs                                                                   | Fannie Mae REMICs, IO                                                                         | CUSIP: 31393DKH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-APCP         | USGSE             | US        |      1570 | PA      | $199.54       | 0.00%             | 2033-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1130025.20   | 0.02%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Piedmont Operating Partnership, L.P.                                                | Piedmont Operating Partnership, L.P.                                                          | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     39000 | PA      | $43365.05     | 0.00%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                           | Florida Power & Light Co.                                                                     | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     58000 | PA      | $58583.13     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX L.P.                                                                           | MPLX L.P.                                                                                     | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3764000 | PA      | $3732311.03   | 0.07%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III L.P.                                                    | Hertz Vehicle Financing III L.P., Series 2021-2A, Class A                                     | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3927000 | PA      | $3810010.35   | 0.07%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                                     | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $1051904.91   | 0.02%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                               | Lehman Mortgage Trust, Series 2006-1, Class 3A5                                               | CUSIP: 52520MFL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88905 | PA      | $63182.78     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A.S.                                                   | Turkcell Iletisim Hizmetleri A.S.                                                             | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    670000 | PA      | $701752.31    | 0.01%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian infrastructure Holdings Ltd.                                     | South Bow Canadian infrastructure Holdings Ltd.                                               | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   5262000 | PA      | $5480036.23   | 0.10%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145801.96    | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    172000 | PA      | $190126.74    | 0.00%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc.                                                              | Quest Diagnostics Inc.                                                                        | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    146000 | PA      | $160937.14    | 0.00%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a.r.l.                                                  | GreenSaif Pipelines Bidco S.a.r.l.                                                            | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   5385000 | PA      | $5746785.41   | 0.11%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                          | GCAT Trust, Series 2019-NQM3, Class A1                                                        | CUSIP: 36167VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    785769 | PA      | $768069.11    | 0.01%             | 2059-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                                 | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  82162000 | PA      | $83816731.18  | 1.58%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                           | Guatemala Government Bond                                                                     | CUSIP: 401494AX7<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $217925.00    | 0.00%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| TTX Co.                                                                             | TTX Co.                                                                                       | CUSIP: 87305QCS8<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |    973000 | PA      | $992002.27    | 0.02%             | 2034-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    182000 | PA      | $186798.34    | 0.00%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                                 | Realty Income Corp.                                                                           | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    558000 | PA      | $562397.20    | 0.01%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Turkiye Ihracat Kredi Bankasi A.S.                                                  | Turkiye Ihracat Kredi Bankasi A.S.                                                            | CUSIP: 90015LAJ6<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $311277.69    | 0.01%             | 2028-02-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                             | Republic Services, Inc.                                                                       | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54982.81     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                                  | Evergy Metro, Inc.                                                                            | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |   5020000 | PA      | $5021468.00   | 0.09%             | 2035-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                           | Republic of Uzbekistan International Bond                                                     | CUSIP: YR6329449<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    800000 | PA      | $852688.62    | 0.02%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Benchmark Mortgage Trust                                                            | Benchmark Mortgage Trust, Series 2018-B3, Class C                                             | CUSIP: 08161BBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6921000 | PA      | $6073625.98   | 0.11%             | 2051-04-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391BT31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3612 | PA      | $3744.22      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                                         | L3Harris Technologies, Inc.                                                                   | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50639.30     | 0.00%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                               | Alexandria Real Estate Equities, Inc.                                                         | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99211.63     | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                              | Standard Chartered PLC                                                                        | CUSIP: 85325C2H4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2563000 | PA      | $2629044.36   | 0.05%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   3299000 | PA      | $3273992.39   | 0.06%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass-Through Ctfs.                               | Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K088, Class AM                  | CUSIP: 3137FL6F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-APCP         | USGSE             | US        |  18944000 | PA      | $18810700.54  | 0.36%             | 2029-01-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                                                   | Algonquin Power & Utilities Corp.                                                             | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    276000 | PA      | $278043.75    | 0.01%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                                  | Columbia Pipelines Holding Co. LLC                                                            | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101227.76    | 0.00%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VBG3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    539000 | PA      | $542579.41    | 0.01%             | 2026-03-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants, L.L.C.                                                  | Raising Cane's Restaurants, L.L.C.                                                            | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |   5005000 | PA      | $5282086.81   | 0.10%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                                     | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    889000 | PA      | $882258.04    | 0.02%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO 2021-2 Ltd.                                                             | Oaktree CLO 2021-2 Ltd., Series 2021-2A, Class AR                                             | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7066000 | PA      | $7069215.03   | 0.13%             | 2035-01-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                                                          | Cloud Software Group, Inc.                                                                    | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505896.00    | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                     | EMD Finance LLC                                                                               | CUSIP: 26867LAP5<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |  15910000 | PA      | $15895723.48  | 0.30%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cross 2024-H2 Mortgage Trust                                                        | Cross 2024-H2 Mortgage Trust, Series 2024-H2, Class A1                                        | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5263226 | PA      | $5318731.22   | 0.10%             | 2069-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Invesco Government & Agency Portfolio                                               | Invesco Government & Agency Portfolio, Institutional Class                                    | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |  69413412 | NS      | $69413411.67  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer L.P.                                                                | Energy Transfer L.P.                                                                          | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3819000 | PA      | $4071187.67   | 0.08%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: —       |
| Capital Power (US Holdings) Inc.                                                    | Capital Power (US Holdings) Inc.                                                              | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2759000 | PA      | $2807287.49   | 0.05%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31374TC98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2507 | PA      | $2598.03      | 0.00%             | 2028-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                                  | Oman Government International Bond                                                            | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    600000 | PA      | $645414.82    | 0.01%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corp.                                                                | Africa Finance Corp.                                                                          | CUSIP: 00832XAA9<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | CORP              | NG        |   4791000 | PA      | $4712657.04   | 0.09%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                           | Nippon Life Insurance Co.                                                                     | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1349000 | PA      | $1440049.41   | 0.03%             | 2055-04-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| Marriott International, Inc.                                                        | Marriott International, Inc.                                                                  | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    148000 | PA      | $150225.22    | 0.00%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                         | Zoetis Inc.                                                                                   | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   6886000 | PA      | $6904562.04   | 0.13%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   9603000 | PA      | $9773453.25   | 0.18%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51345.50     | 0.00%             | 2028-04-24      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                                | UPMC                                                                                          | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    449000 | PA      | $455112.34    | 0.01%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31411EUN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        23 | PA      | $24.34        | 0.00%             | 2037-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                          | ESAB Corp.                                                                                    | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514732.00    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                               | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2479000 | PA      | $2482045.85   | 0.05%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                                     | Oncor Electric Delivery Co. LLC                                                               | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    153000 | PA      | $162064.29    | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31391ANA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2866 | PA      | $2979.06      | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EZCORP, Inc.                                                                        | EZCORP, Inc.                                                                                  | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |    502000 | PA      | $530553.76    | 0.01%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Guatemala Government Bond                                                           | Guatemala Government Bond                                                                     | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   6499000 | PA      | $6681751.88   | 0.13%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Co.                                                                   | Eli Lilly and Co.                                                                             | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    260000 | PA      | $240974.52    | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                         | Rio Tinto Finance (USA) PLC                                                                   | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1276000 | PA      | $1308740.26   | 0.02%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                                          | Mars, Inc.                                                                                    | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2107000 | PA      | $2078786.07   | 0.04%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118258.17    | 0.00%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| WEST Trust 2025-ROSE                                                                | WEST Trust 2025-ROSE, Series 2025-ROSE, Class A                                               | CUSIP: 955909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5762000 | PA      | $5887124.13   | 0.11%             | 2035-04-10      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                                                 | U.S. Treasury Bills                                                                           | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23072000 | PA      | $22466436.82  | 0.42%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc.                                                     | GE HealthCare Technologies Inc.                                                               | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   2324000 | PA      | $2363694.01   | 0.04%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                 | S&P 500 Index Option                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |       134 | NC      | $2038140.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201MZ21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       766 | PA      | $792.12       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, L.P.                                                              | Medline Borrower, L.P.                                                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    269000 | PA      | $266563.64    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    189000 | PA      | $199425.96    | 0.00%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| New Gold Inc.                                                                       | New Gold Inc.                                                                                 | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |   1616000 | PA      | $1685652.83   | 0.03%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | Avolon Holdings Funding Ltd.                                                                  | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     96000 | PA      | $97722.31     | 0.00%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, L.P.                                                   | Western Midstream Operating, L.P.                                                             | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    107000 | PA      | $111840.43    | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                        | Vistra Corp., Series C                                                                        | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   4402000 | PA      | $4799443.37   | 0.09%             | N/A             | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                            | Celanese US Holdings LLC                                                                      | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521445.50    | 0.01%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| NTT Finance Corp.                                                                   | NTT Finance Corp.                                                                             | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2586000 | PA      | $2650577.41   | 0.05%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Ohio Power Co.                                                                      | Ohio Power Co.                                                                                | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    308000 | PA      | $319369.38    | 0.01%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36209LMP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        34 | PA      | $34.17        | 0.00%             | 2031-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership, L.P.                                                | Piedmont Operating Partnership, L.P.                                                          | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    571000 | PA      | $604519.36    | 0.01%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2022-1, Class A1                                             | CUSIP: 19688HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6104854 | PA      | $5584857.87   | 0.11%             | 2066-12-27      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                          | J.P. Morgan Mortgage Trust, Series 2007-A4, Class 3A1                                         | CUSIP: 46631JAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292553 | PA      | $225361.01    | 0.00%             | 2037-06-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31292HQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       106 | PA      | $111.21       | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Raising Cane's Restaurants LLC                                                      | Raising Cane's Restaurants LLC, Term Loan B                                                   | CUSIP: 75101XAP2<br>LEI: 254900V6ADXFWHYOED66 | Long             | LON              | CORP              | US        |  15060248 | PA      | $15083816.81  | 0.28%             | 2031-09-10      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                               | Cleveland-Cliffs Inc.                                                                         | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53837.36     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                                            | Roper Technologies, Inc.                                                                      | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   2297000 | PA      | $2302768.43   | 0.04%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Bank of New York Mellon Corp. (The)                                                 | Bank of New York Mellon Corp. (The)                                                           | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   5611000 | PA      | $5629168.98   | 0.11%             | 2028-06-09      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                  | Newell Brands Inc.                                                                            | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    309000 | PA      | $305517.29    | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Molex Electronic Technologies, LLC                                                  | Molex Electronic Technologies, LLC                                                            | CUSIP: 60856BAF1<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   1981000 | PA      | $2013376.63   | 0.04%             | 2032-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                          | Ares Strategic Income Fund                                                                    | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46314.00     | 0.00%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   5690000 | PA      | $5411996.56   | 0.10%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6133.44      | 0.00%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39245.50     | 0.00%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A.              | EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A.                        | CUSIP: BN0026623<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $184942.24    | 0.00%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    174000 | PA      | $174533.01    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-2A, Class A                           | CUSIP: 05377RGJ7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2475000 | PA      | $2493718.92   | 0.05%             | 2027-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                                | Flutter Treasury DAC                                                                          | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   8127000 | PA      | $8280072.05   | 0.16%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC/Charter Communications Operating Capital Corp.           | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3995000 | PA      | $3949566.22   | 0.07%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a.r.l. / JBS USA Foods Group Holdings Inc / JBS USA Food Co.  | JBS USA Holding Lux S.a.r.l. / JBS USA Foods Group Holdings Inc / JBS USA Food Co.            | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8910000 | PA      | $8791522.13   | 0.17%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                  | Macquarie Airfinance Holdings Ltd.                                                            | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      8000 | PA      | $8420.40      | 0.00%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Co.                                                | Smurfit Kappa Treasury Unlimited Co.                                                          | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    713000 | PA      | $732418.38    | 0.01%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    715000 | PA      | $723051.09    | 0.01%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                                           | Carlyle Global Market Strategies CLO Ltd., Series 2015-4A, Class A1RR                         | CUSIP: 14311NAU8<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   5038500 | PA      | $5039859.89   | 0.10%             | 2032-07-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                            | Oceanview Mortgage Trust, Series 2021-3, Class A5                                             | CUSIP: 67647WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6631014 | PA      | $5979199.71   | 0.11%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                              | Tenet Healthcare Corp.                                                                        | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    657000 | PA      | $657884.98    | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                                      | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    140000 | PA      | $150857.39    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust, Series 2019-NQM4, Class A1                               | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1042237 | PA      | $1000020.40   | 0.02%             | 2059-09-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                      | JH North America Holdings Inc.                                                                | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2711262.20   | 0.05%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1542834.88   | 0.03%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201M3D2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        44 | PA      | $45.90        | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                                      | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    240000 | PA      | $256962.54    | 0.00%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                          | Constellation Brands, Inc.                                                                    | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31939.43     | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International, LLC                                                | Graphic Packaging International, LLC                                                          | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1265517.47   | 0.02%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| MILE Trust 2025-STNE                                                                | MILE Trust 2025-STNE, Series 2025-STNE, Class C                                               | CUSIP: 59918AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3165000 | PA      | $3173000.80   | 0.06%             | 2042-07-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS Mortgage Securities Trust, Series 2020-GC45, Class A5                                      | CUSIP: 36258YBG2<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   8325000 | PA      | $7807548.80   | 0.15%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                                | VICI Properties L.P.                                                                          | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    118000 | PA      | $121437.07    | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                                           | AT&T Inc., Series MPLE                                                                        | CUSIP: 00206RGC0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3527000 | PA      | $2466729.89   | 0.05%             | 2048-11-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    603000 | PA      | $616012.32    | 0.01%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                    | Republic of Poland Government International Bond                                              | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    340000 | PA      | $319928.78    | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                    | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    326000 | PA      | $330405.24    | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                  | General Motors Financial Co., Inc.                                                            | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35170.55     | 0.00%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                               | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1448000 | PA      | $1486815.33   | 0.03%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    583000 | PA      | $597008.10    | 0.01%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                                                      | McKesson Corp.                                                                                | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   6960000 | PA      | $7096568.63   | 0.13%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P. / PTL Finance Corp.                                   | Penske Truck Leasing Co. L.P. / PTL Finance Corp.                                             | CUSIP: 709599BS2<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80335.33     | 0.00%             | 2028-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                                        | Bain Capital Credit CLO Ltd., Series 2019-4A, Class A1RR                                      | CUSIP: 05684AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1170000 | PA      | $1170989.82   | 0.02%             | 2035-04-23      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                                                       | Nordson Corp.                                                                                 | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    126000 | PA      | $133889.45    | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                           | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    148000 | PA      | $149768.39    | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                               | Regency Centers, L.P.                                                                         | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1302766.77   | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31385JJ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1864 | PA      | $1931.75      | 0.00%             | 2030-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31371KLV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       116 | PA      | $121.76       | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership, L.P.                                              | Brandywine Operating Partnership, L.P.                                                        | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   3138000 | PA      | $3414049.86   | 0.06%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Compania Cervecerias Unidas S.A.                                                    | Compania Cervecerias Unidas S.A.                                                              | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |    250000 | PA      | $224184.91    | 0.00%             | 2032-01-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                             | Uber Technologies, Inc.                                                                       | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1439817.30   | 0.03%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31401BNK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152890 | PA      | $155283.34    | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31385HZE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1430 | PA      | $1482.16      | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                                     | Enel Finance International N.V.                                                               | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    866000 | PA      | $868264.81    | 0.02%             | 2025-10-14      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2022-NQM2, Class A1B                                                        | CUSIP: 67448DAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7063333 | PA      | $6445863.49   | 0.12%             | 2062-01-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Belrose Funding Trust II                                                            | Belrose Funding Trust II                                                                      | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4569000 | PA      | $4740437.15   | 0.09%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    219000 | PA      | $227772.25    | 0.00%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F030694<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 230816987 | PA      | $200007554.04 | 3.78%             | 2055-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    427000 | PA      | $436215.50    | 0.01%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                                         | Toronto-Dominion Bank (The)                                                                   | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1298000 | PA      | $1326935.82   | 0.03%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: —       |
| Sonic Capital LLC                                                                   | Sonic Capital LLC, Series 2021-1A, Class A2I                                                  | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5351842 | PA      | $4952949.11   | 0.09%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Campbell's Co. (The)                                                                | Campbell's Co. (The)                                                                          | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    169000 | PA      | $173632.42    | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                                | Jackson National Life Global Funding                                                          | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3138091.99   | 0.06%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                                                   | Genuine Parts Co.                                                                             | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   1089000 | PA      | $1112079.13   | 0.02%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                                                 | Rate Mortgage Trust, Series 2025-J2, Class A5                                                 | CUSIP: 75409YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6832887 | PA      | $6887819.71   | 0.13%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corp.                                                                 | B.A.T Capital Corp.                                                                           | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    103000 | PA      | $108994.61    | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                                                 | Rate Mortgage Trust, Series 2024-J4, Class A1                                                 | CUSIP: 75408TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6572566 | PA      | $6681424.25   | 0.13%             | 2054-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                                                         | AvalonBay Communities, Inc.                                                                   | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    199000 | PA      | $205753.54    | 0.00%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147806.65    | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Invesco Private Government Fund                                                     | Invesco Private Government Fund                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |  90053280 | NS      | $90053279.72  | 1.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series BB                                                                     | CUSIP: 172967PJ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5272000 | PA      | $5440677.64   | 0.10%             | N/A             | Variable      | 7.20%                 | No            |                  2 | On Loan: —       |
| POSCO Holdings Inc.                                                                 | POSCO Holdings Inc.                                                                           | CUSIP: 693483AJ8<br>LEI: 988400E5HRVX81AYLM04 | Long             | DBT              | CORP              | KR        |   3591000 | PA      | $3685971.32   | 0.07%             | 2030-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    141000 | PA      | $147489.55    | 0.00%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Life Mortgage Trust                                                                 | Life Mortgage Trust, Series 2021-BMR, Class C                                                 | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493949 | PA      | $491919.51    | 0.01%             | 2038-03-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                                               | One Bryant Park Trust, Series 2019-OBP, Class A                                               | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21801000 | PA      | $20079000.05  | 0.38%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M6XU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52006 | PA      | $54059.45     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership, L.P.                                        | Americold Realty Operating Partnership, L.P.                                                  | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    711000 | PA      | $698924.05    | 0.01%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1219967.43   | 0.02%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                               | Foundry JV Holdco LLC                                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1303061.51   | 0.02%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1067652.04   | 0.02%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Keybank N.A.                                                                        | Keybank N.A.                                                                                  | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    818000 | PA      | $843962.38    | 0.02%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings Inc.                                                             | RB Global Holdings Inc.                                                                       | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |   1803000 | PA      | $1894311.13   | 0.04%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                            | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1806000 | PA      | $1825971.36   | 0.03%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                    | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    586000 | PA      | $589803.73    | 0.01%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                                  | American International Group, Inc.                                                            | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    913000 | PA      | $934741.29    | 0.02%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| OPEC Fund for International Development (The)                                       | OPEC Fund for International Development (The)                                                 | CUSIP: 683483AA9<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | CORP              | AT        |   9425000 | PA      | $9430248.22   | 0.18%             | 2026-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Takeda U.S. Financing, Inc.                                                         | Takeda U.S. Financing, Inc.                                                                   | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   6203000 | PA      | $6178376.14   | 0.12%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3133KRP99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31220773 | PA      | $32224999.29  | 0.61%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                         | BNP Paribas                                                                                   | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5267000 | PA      | $5352891.97   | 0.10%             | 2031-05-09      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                                                   | 1261229 B.C. Ltd.                                                                             | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    185000 | PA      | $192242.01    | 0.00%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Electricite de France                                                               | Electricite de France                                                                         | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   3285000 | PA      | $3794230.85   | 0.07%             | N/A             | Variable      | 9.12%                 | No            |                  2 | On Loan: —       |
| GCAT 2025-NQM2 Trust                                                                | GCAT 2025-NQM2 Trust, Series 2025-NQM2, Class A1                                              | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4854725 | PA      | $4907206.63   | 0.09%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc., Series W                                                                      | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5809742.64   | 0.11%             | N/A             | Variable      | 4.00%                 | No            |                  2 | On Loan: —       |
| PPM CLO 3 Ltd.                                                                      | PPM CLO 3 Ltd., Series 2019-3A, Class AR                                                      | CUSIP: 69355EAL9<br>LEI: 549300UEAJV6RALDS969 | Long             | ABS-CBDO         | CORP              | KY        |   9626000 | PA      | $9640689.28   | 0.18%             | 2034-04-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                                  | British Airways Pass-Through Trust                                                            | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226091 | PA      | $206682.46    | 0.00%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital DAC                                                               | TrueNoord Capital DAC                                                                         | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    252000 | PA      | $267951.85    | 0.01%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust, Series 2025-HE1, Class A1                                | CUSIP: 36272NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4748761 | PA      | $4752309.29   | 0.09%             | 2055-10-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1788374.80   | 0.03%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Altria Group, Inc.                                                                  | Altria Group, Inc.                                                                            | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    384000 | PA      | $389969.30    | 0.01%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2021-NQM2, Class A1                              | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1862477 | PA      | $1675051.97   | 0.03%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                               | Cleveland-Cliffs Inc.                                                                         | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $475527.85    | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline, L.P.                                                  | Plains All American Pipeline, L.P.                                                            | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   1821000 | PA      | $1876749.79   | 0.04%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| HCA Inc.                                                                            | HCA Inc.                                                                                      | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1237000 | PA      | $1273068.79   | 0.02%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                                                       | Bank of New York Mellon (The)                                                                 | CUSIP: 06405LAG6<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   1899000 | PA      | $1903672.77   | 0.04%             | 2027-04-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                | ERAC USA Finance LLC                                                                          | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187087.95    | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pricoa Global Funding I                                                             | Pricoa Global Funding I                                                                       | CUSIP: 74153WCV9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    552000 | PA      | $557919.33    | 0.01%             | 2031-08-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                  | CHS/Community Health Systems, Inc.                                                            | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144759.60    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |  12273000 | PA      | $12287597.14  | 0.23%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                             | Republic Services, Inc.                                                                       | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    191000 | PA      | $195640.31    | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc.                                                                         | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2769000 | PA      | $2797111.41   | 0.05%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                                         | Snam S.p.A.                                                                                   | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   3041000 | PA      | $3170283.34   | 0.06%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                                | American Express Co.                                                                          | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  13966000 | PA      | $13995963.22  | 0.26%             | 2029-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: —       |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                              | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    232000 | PA      | $246469.24    | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    985000 | PA      | $1017353.61   | 0.02%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31287VRT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       458 | PA      | $474.97       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp./Sealed Air Corp US                                                 | Sealed Air Corp./Sealed Air Corp US                                                           | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2318000 | PA      | $2443294.85   | 0.05%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                 | U.S. Treasury Long Bond Future                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -923 | NC      | $58060.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                                  | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53674.26     | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MILE Trust 2025-STNE                                                                | MILE Trust 2025-STNE, Series 2025-STNE, Class A                                               | CUSIP: 59918AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8975000 | PA      | $8992260.72   | 0.17%             | 2042-07-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| GATX Corp.                                                                          | GATX Corp.                                                                                    | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41044.58     | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                                  | National Securities Clearing Corp.                                                            | CUSIP: 637639AK1<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    764000 | PA      | $784374.15    | 0.01%             | 2028-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128MJQD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    385880 | PA      | $386217.78    | 0.01%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                               | Cardinal Health, Inc.                                                                         | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   2266000 | PA      | $2270966.69   | 0.04%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                                        | BX Commercial Mortgage Trust, Series 2021-VOLT, Class D                                       | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11981497 | PA      | $11951240.54  | 0.23%             | 2036-09-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                                                  | Tractor Supply Co.                                                                            | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50287.53     | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                                                    | Brookfield Asset Management Ltd.                                                              | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   2946000 | PA      | $3054594.57   | 0.06%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280FA2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6051000 | PA      | $6257454.07   | 0.12%             | N/A             | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YDN6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   5342000 | PA      | $5388451.52   | 0.10%             | 2031-07-08      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                                      | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    212000 | PA      | $196416.96    | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                                     | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    125000 | PA      | $135382.25    | 0.00%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                         | Kenvue Inc.                                                                                   | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     87000 | PA      | $79299.73     | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                                     | Teva Pharmaceutical Finance Netherlands IV B.V.                                               | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |   5080000 | PA      | $5191475.22   | 0.10%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Netherlands BV and Bausch & Lomb Inc.                                 | Bausch + Lomb Netherlands BV and Bausch & Lomb Inc.                                           | CUSIP: YN3045658<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |    200000 | PA      | $236633.04    | 0.00%             | 2031-01-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                          | Aviation Capital Group LLC                                                                    | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    277000 | PA      | $295337.85    | 0.01%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    136000 | PA      | $144187.16    | 0.00%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36206NRN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       339 | PA      | $339.40       | 0.00%             | 2026-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                            | OCP S.A.                                                                                      | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   2768000 | PA      | $2855417.12   | 0.05%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128KLAK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         3 | PA      | $2.98         | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                            | SGUS LLC                                                                                      | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67020 | PA      | $59579.67     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                           | South Bow USA Infrastructure Holdings LLC                                                     | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    347000 | PA      | $350129.16    | 0.01%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The), Conv. Pfd.                                                                  | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     37000 | NS      | $2753540.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources, Inc.                                                                 | EOG Resources, Inc.                                                                           | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   4234000 | PA      | $4275183.53   | 0.08%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                      | Ecopetrol S.A.                                                                                | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    430000 | PA      | $438007.37    | 0.01%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                                            | Diamondback Energy, Inc.                                                                      | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    338000 | PA      | $343234.75    | 0.01%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                              | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1918391.10   | 0.04%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Advance Auto Parts, Inc.                                                            | Advance Auto Parts, Inc.                                                                      | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    286000 | PA      | $291424.56    | 0.01%             | 2028-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Rate Mortgage Trust                                                                 | Rate Mortgage Trust, Series 2025-J1, Class A4                                                 | CUSIP: 75410CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5755628 | PA      | $5846968.53   | 0.11%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                  | State Street Corp.                                                                            | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     78000 | PA      | $80129.91     | 0.00%             | 2030-04-24      | Fixed         | 4.83%                 | 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        |    209000 | PA      | $214289.52    | 0.00%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-R1, Class A1                                          | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1324423 | PA      | $1276393.03   | 0.02%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                                  | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92433.55     | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Norinchukin Bank (The)                                                              | Norinchukin Bank (The)                                                                        | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    706000 | PA      | $721629.00    | 0.01%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31418MJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16993 | PA      | $17803.86     | 0.00%             | 2037-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $1031854.86   | 0.02%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| RUN Trust                                                                           | RUN Trust, Series 2022-NQM1, Class A1                                                         | CUSIP: 74981CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5263687 | PA      | $5216339.97   | 0.10%             | 2067-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                                            | COLT Mortgage Loan Trust, Series 2022-2, Class A1                                             | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6277031 | PA      | $6024498.66   | 0.11%             | 2067-02-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $996423.67    | 0.02%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: —       |
| Ivory Coast Government International Bond                                           | Ivory Coast Government International Bond                                                     | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    455000 | PA      | $453513.74    | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc./AAdvantage Loyalty IP Ltd.                                   | American Airlines Inc./AAdvantage Loyalty IP Ltd.                                             | CUSIP: 00253XAB7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    806000 | PA      | $810952.06    | 0.02%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CoreWeave, Inc.                                                                     | CoreWeave, Inc.                                                                               | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   3221000 | PA      | $3192804.65   | 0.06%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bausch and Lomb, Inc.                                                               | Bausch and Lomb, Inc., Term Loan                                                              | CUSIP: C0787FAJ1<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   2050000 | PA      | $2055494.00   | 0.04%             | 2031-01-30      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                                 | Athene Holding Ltd.                                                                           | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    247000 | PA      | $244160.04    | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    341000 | PA      | $351766.39    | 0.01%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Invesco High Yield Bond Factor ETF                                                  | Invesco High Yield Bond Factor ETF                                                            | CUSIP: 46090A853<br>LEI: 549300RW20HYQZ1T7698 | Long             | EC               | RF                | US        |     82000 | NS      | $1861810.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | U.S. Treasury Ultra Bonds Future                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      1977 | NC      | $194724.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    774000 | PA      | $807205.63    | 0.02%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 312941NX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    391900 | PA      | $404792.84    | 0.01%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                                           | Morgan Stanley Bank, N.A.                                                                     | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    749000 | PA      | $756164.88    | 0.01%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                     | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    388000 | PA      | $400414.33    | 0.01%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| DB Master Finance LLC                                                               | DB Master Finance LLC, Series 2019-1A, Class A23                                              | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   9597400 | PA      | $9516985.30   | 0.18%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                                 | Regal Rexnord Corp.                                                                           | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85157.62     | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    337000 | PA      | $351911.10    | 0.01%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series X                                                     | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9235000 | PA      | $9717390.23   | 0.18%             | N/A             | Variable      | 7.50%                 | No            |                  2 | On Loan: —       |
| Group 1 Automotive, Inc.                                                            | Group 1 Automotive, Inc.                                                                      | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    275000 | PA      | $267024.89    | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Bank of New York Mellon (The)                                                       | Bank of New York Mellon (The)                                                                 | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1458920.39   | 0.03%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                         | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    318000 | PA      | $322662.43    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31418MJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13552 | PA      | $14153.92     | 0.00%             | 2032-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                              | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5516000 | PA      | $5530498.31   | 0.10%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F050692<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 108691822 | PA      | $107209467.71 | 2.02%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                                 | Ingersoll Rand Inc.                                                                           | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    385000 | PA      | $391772.35    | 0.01%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group, L.P.                                                             | Kite Realty Group, L.P.                                                                       | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354445.25    | 0.01%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201MSD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       124 | PA      | $126.79       | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                      | AIA Group Ltd.                                                                                | CUSIP: 00131LAQ8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   4177000 | PA      | $4332878.66   | 0.08%             | 2034-04-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31298GCK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123204 | PA      | $129681.94    | 0.00%             | 2030-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1232655.57   | 0.02%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                             | Flagstar Mortgage Trust, Series 2021-11IN, Class A6                                           | CUSIP: 33851TAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13865489 | PA      | $12471100.91  | 0.24%             | 2051-11-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3138WGD35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1043233 | PA      | $1033098.80   | 0.02%             | 2030-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alfa Transmisora De Energia S.A.                                                    | Alfa Transmisora De Energia S.A.                                                              | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    197609 | PA      | $155802.08    | 0.00%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                      | Citigroup Inc.                                                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     51000 | PA      | $53747.76     | 0.00%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                         | Toll Brothers Finance Corp.                                                                   | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4405000 | PA      | $4475049.06   | 0.08%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Allianz SE                                                                          | Allianz SE                                                                                    | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   2400000 | PA      | $2384298.96   | 0.05%             | N/A             | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Armenia International Bond                                              | Republic of Armenia International Bond                                                        | CUSIP: 042207AE0<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    600000 | PA      | $612354.52    | 0.01%             | 2035-03-12      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                                       | Stryker Corp.                                                                                 | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    704000 | PA      | $706601.13    | 0.01%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                                 | Ameren Illinois Co.                                                                           | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    117000 | PA      | $119211.66    | 0.00%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5                            | Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5, Series 2024-NQM5, Class A1          | CUSIP: 61777QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8015051 | PA      | $8079630.39   | 0.15%             | 2069-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                                  | Macquarie Airfinance Holdings Ltd.                                                            | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      9000 | PA      | $9648.44      | 0.00%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                            | CenterPoint Energy, Inc., Conv.                                                               | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   8443000 | PA      | $8507576.62   | 0.16%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                    | Penske Truck Leasing Co. L.P./ PTL Finance Corp.                                              | CUSIP: 709599BT0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    141000 | PA      | $145446.59    | 0.00%             | 2028-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                      | DTE Energy Co.                                                                                | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    137000 | PA      | $143997.45    | 0.00%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                   | HSBC Holdings PLC                                                                             | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    417000 | PA      | $434009.93    | 0.01%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                                      | AutoZone, Inc.                                                                                | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142902.50    | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association, TBA                                                 | CUSIP: 21H050698<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  85300000 | PA      | $84460187.38  | 1.59%             | 2055-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31400DK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7101 | PA      | $7464.89      | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Australia and New Zealand Banking Group Ltd.                                        | Australia and New Zealand Banking Group Ltd.                                                  | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    628000 | PA      | $690740.95    | 0.01%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    102000 | PA      | $110540.87    | 0.00%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                               | OneMain Finance Corp.                                                                         | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92247.93     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | Philip Morris International Inc.                                                              | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    345000 | PA      | $351693.32    | 0.01%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| WEC Energy Group Inc.                                                               | WEC Energy Group Inc.                                                                         | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     82000 | PA      | $83590.41     | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust, Series 2024-2, Class A1                                             | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |  11458967 | PA      | $11575503.89  | 0.22%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                          | Ares Strategic Income Fund                                                                    | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59826.95     | 0.00%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    970000 | PA      | $982889.04    | 0.02%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Caterpillar Inc.                                                                    | Caterpillar Inc.                                                                              | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1668937.66   | 0.03%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Private Bank, N.A.                                                   | Morgan Stanley Private Bank, N.A.                                                             | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   4467000 | PA      | $4531141.79   | 0.09%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9643.27      | 0.00%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2022-1A, Class A                           | CUSIP: 05377REZ3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  20133000 | PA      | $19981187.11  | 0.38%             | 2028-08-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Akbank Turk A.S.                                                                    | Akbank Turk A.S.                                                                              | CUSIP: 00971YAM2<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $204549.38    | 0.00%             | 2035-09-04      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                             | Level 3 Financing, Inc.                                                                       | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    399000 | PA      | $402972.05    | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VBK4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    770000 | PA      | $781177.46    | 0.01%             | 2026-09-14      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| AAdvantage Loyality IP Ltd. (American Airlines, Inc.)                               | AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Term Loan B                            | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   6879558 | PA      | $6924722.31   | 0.13%             | 2032-05-07      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BBVA Bancomer S.A.                                                                  | BBVA Bancomer S.A.                                                                            | CUSIP: 07336UAC7<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    285000 | PA      | $292880.25    | 0.01%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                              | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    293000 | PA      | $281956.18    | 0.01%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140JGLN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7148664 | PA      | $6804117.42   | 0.13%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                        | UBS Group AG                                                                                  | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    728000 | PA      | $856775.19    | 0.02%             | N/A             | Variable      | 9.25%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    121000 | PA      | $125459.74    | 0.00%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                                                     | Air Lease Corp., Series B                                                                     | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2857000 | PA      | $2832800.64   | 0.05%             | N/A             | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Essential Properties, L.P.                                                          | Essential Properties, L.P.                                                                    | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1796805.76   | 0.03%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Textainer Marine Containers VII Ltd.                                                | Textainer Marine Containers VII Ltd., Series 2021-2A, Class A                                 | CUSIP: 88315LAQ1<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |   8473078 | PA      | $7952568.46   | 0.15%             | 2046-04-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Magna International Inc.                                                            | Magna International Inc.                                                                      | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    714000 | PA      | $743262.65    | 0.01%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3138W9GM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1583671 | PA      | $1446153.83   | 0.03%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Trust                                                | Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1B                             | CUSIP: 12660BAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5772399 | PA      | $5353442.32   | 0.10%             | 2067-01-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128LXSC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24805 | PA      | $26388.65     | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHC Group LLC                                                                       | CHC Group LLC                                                                                 | CUSIP: 12550EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    128000 | PA      | $127542.66    | 0.00%             | 2030-09-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV1                                                            | PMT Loan Trust 2025-INV1, Series 2025-INV1, Class A7                                          | CUSIP: 693967AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4456375 | PA      | $4529161.40   | 0.09%             | 2060-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Agree L.P.                                                                          | Agree L.P.                                                                                    | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    187000 | PA      | $192561.91    | 0.00%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Forward Foreign Currency Contract                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1019.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    693000 | PA      | $698567.56    | 0.01%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                      | ZF North America Capital, Inc.                                                                | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   3984000 | PA      | $3823172.29   | 0.07%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60029.88     | 0.00%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                                                | Constellation Energy Generation, LLC                                                          | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     89000 | PA      | $96094.18     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                             | X Corp., Term Loan B                                                                          | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  22172000 | PA      | $21831438.08  | 0.41%             | 2029-10-27      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                  | National Rural Utilities Cooperative Finance Corp.                                            | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    363000 | PA      | $371822.91    | 0.01%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp. of America Holdings                                                | Laboratory Corp. of America Holdings                                                          | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1341000 | PA      | $1342220.62   | 0.03%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                                             | SS&C Technologies, Inc.                                                                       | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1984000 | PA      | $1986013.76   | 0.04%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                  | Subway Funding LLC, Series 2024-1A, Class A2I                                                 | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7696838 | PA      | $7891951.56   | 0.15%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                               | Dominican Republic International Bond                                                         | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   7519000 | PA      | $7808481.50   | 0.15%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                              | Sempra                                                                                        | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1203572.58   | 0.02%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 160230800 | PA      | $161545192.48 | 3.05%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                                     | Southwestern Electric Power Co.                                                               | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79333.48     | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co., Series L, Conv. Pfd.                                                       | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     23403 | NS      | $28434645.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Global Funding                                                           | Corebridge Global Funding                                                                     | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    562000 | PA      | $579164.62    | 0.01%             | 2029-06-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128M7S56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8193 | PA      | $8669.14      | 0.00%             | 2031-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                     | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    198000 | PA      | $206204.08    | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO LLC                                                            | Fort Greene Park CLO LLC, Series 2025-2A, Class AR                                            | CUSIP: 18914KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7063000 | PA      | $7053118.86   | 0.13%             | 2034-04-22      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                          | Aviation Capital Group LLC                                                                    | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   8656000 | PA      | $8655489.21   | 0.16%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities                                            | Fannie Mae Connecticut Avenue Securities, Series 2023-R02, Class 1M1                          | CUSIP: 20755AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2354746 | PA      | $2405207.93   | 0.05%             | 2043-01-25      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2249000 | PA      | $2259924.16   | 0.04%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                          | JPMDB Commercial Mortgage Securities Trust, Series 2020-COR7, Class A5                        | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6200000 | PA      | $5248261.56   | 0.10%             | 2053-05-13      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 166974800 | PA      | $167327013.30 | 3.16%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co.                                                     | Louisville Gas and Electric Co.                                                               | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |   2128000 | PA      | $2114780.59   | 0.04%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36201KBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3590 | PA      | $3653.95      | 0.00%             | 2033-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cerdia Finanz GmbH                                                                  | Cerdia Finanz GmbH                                                                            | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $212156.00    | 0.00%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                          | Duke Energy Carolinas, LLC                                                                    | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    278000 | PA      | $286442.51    | 0.01%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                     | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     69000 | PA      | $68856.81     | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Co.                                                           | Global Atlantic (Fin) Co.                                                                     | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   3506000 | PA      | $3698114.78   | 0.07%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: —       |
| Blackstone Private Credit Fund                                                      | Blackstone Private Credit Fund                                                                | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13060.94     | 0.00%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36200QW91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       117 | PA      | $120.10       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                  | Metropolitan Life Global Funding I                                                            | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    521000 | PA      | $535966.70    | 0.01%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                              | Sempra                                                                                        | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1102784.48   | 0.02%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| KKR CLO 15 Ltd.                                                                     | KKR CLO 15 Ltd., Series 15, Class A1R2                                                        | CUSIP: 48251MBA3<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |   6223026 | PA      | $6225832.14   | 0.12%             | 2032-01-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                      | Citizens Financial Group, Inc.                                                                | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61301.01     | 0.00%             | 2037-05-21      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Panther BF Aggregator 2 L.P. (Power Solutions, Clarios POWSOL)                      | Panther BF Aggregator 2 L.P. (Power Solutions, Clarios POWSOL), Term Loan B                   | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1437000 | PA      | $1439917.11   | 0.03%             | 2032-01-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                                                          | Travelers Cos., Inc. (The)                                                                    | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60302.51     | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                            | OCP S.A.                                                                                      | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   4672000 | PA      | $4836289.15   | 0.09%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                      | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4055000 | PA      | $4122311.78   | 0.08%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                                           | OBX Trust, Series 2019-EXP1, Class 1A3                                                        | CUSIP: 67448QAC5<br>LEI: 549300ELWOCL265HSB73 | Long             | ABS-MBS          | CORP              | US        |     72533 | PA      | $71824.58     | 0.00%             | 2059-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   7567000 | PA      | $7688771.19   | 0.15%             | 2036-07-08      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    362000 | PA      | $370147.53    | 0.01%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: —       |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    208000 | PA      | $203723.58    | 0.00%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: —       |
| Suntrust Alternative Loan Trust                                                     | Suntrust Alternative Loan Trust, Series 2005-1F, Class 2A8                                    | CUSIP: 86789MAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63638 | PA      | $59483.38     | 0.00%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                           | Arthur J. Gallagher & Co.                                                                     | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     11000 | PA      | $12031.02     | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                                | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1808000 | PA      | $1854695.22   | 0.04%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| GreenSaif Pipelines Bidco S.a.r.l.                                                  | GreenSaif Pipelines Bidco S.a.r.l.                                                            | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   2540000 | PA      | $2685969.43   | 0.05%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Barbados Government International Bond                                              | Barbados Government International Bond                                                        | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |   3388000 | PA      | $3414138.42   | 0.06%             | 2035-06-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                          | Niagara Mohawk Power Corp.                                                                    | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191916.38    | 0.00%             | 2034-01-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                         | Bell Canada                                                                                   | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   5159000 | PA      | $5281840.95   | 0.10%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| NTT Finance Corp.                                                                   | NTT Finance Corp.                                                                             | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1674000 | PA      | $1700404.67   | 0.03%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                    | Domino's Pizza Master Issuer LLC, Series 2025-1A, Class A2II                                  | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7800000 | PA      | $7875941.19   | 0.15%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                | Mexico Government International Bond                                                          | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    310000 | PA      | $326786.50    | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                                                       | Bank of New York Mellon (The)                                                                 | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1506529.28   | 0.03%             | 2027-04-20      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                        | Wells Fargo Mortgage Backed Securities Trust, Series 2005-AR14, Class A1                      | CUSIP: 94982DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57775 | PA      | $56665.91     | 0.00%             | 2035-08-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128PWBJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20737 | PA      | $20587.27     | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership L.P.                                         | Invitation Homes Operating Partnership L.P.                                                   | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    456000 | PA      | $445739.16    | 0.01%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                           | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     62000 | PA      | $64951.03     | 0.00%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                             | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21228.21     | 0.00%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36209YRN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       259 | PA      | $260.37       | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1069534.11   | 0.02%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Carriage Services, Inc.                                                             | Carriage Services, Inc.                                                                       | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $396613.10    | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    980000 | PA      | $1015575.27   | 0.02%             | 2030-07-10      | Variable      | 5.38%                 | No            |                  2 | On Loan: —       |
| Blue Owl Technology Finance Corp.                                                   | Blue Owl Technology Finance Corp.                                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49709.22     | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Ltd.                                                    | Sumitomo Mitsui Trust Bank, Ltd.                                                              | CUSIP: 86563VBR9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     57000 | PA      | $58857.31     | 0.00%             | 2034-03-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                                | Israel Government International Bond                                                          | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $193547.54    | 0.00%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                             | GA Global Funding Trust                                                                       | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    621000 | PA      | $641723.17    | 0.01%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                | Glencore Funding LLC                                                                          | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1741000 | PA      | $1790362.90   | 0.03%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance PLC                                                            | Azule Energy Finance PLC                                                                      | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $333341.62    | 0.01%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                        | MassMutual Global Funding II                                                                  | CUSIP: 57629TBX4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   3266000 | PA      | $3306709.09   | 0.06%             | 2030-05-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities, Inc.                                                   | Taylor Morrison Communities, Inc.                                                             | CUSIP: AZ7182415<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253322.50    | 0.00%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31416WHB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8206 | PA      | $8480.71      | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                              | Romanian Government International Bond                                                        | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    300000 | PA      | $303117.94    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bond                                     | Republic of Kenya Government International Bond                                               | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $198380.12    | 0.00%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                          | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42527.82     | 0.00%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust                                           | Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A1                            | CUSIP: 07336JAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9791003 | PA      | $8375486.55   | 0.16%             | 2051-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                    | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    218000 | PA      | $225644.17    | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 31283HLD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        39 | PA      | $39.64        | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dai-ichi Life Insurance Co., Ltd. (The)                                             | Dai-ichi Life Insurance Co., Ltd. (The)                                                       | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |   1364000 | PA      | $1417658.40   | 0.03%             | N/A             | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                          | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1543000 | PA      | $1589124.82   | 0.03%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp.                                                              | CUSIP: 3128KM5K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96191 | PA      | $99440.31     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                          | Aviation Capital Group LLC                                                                    | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    107000 | PA      | $111805.75    | 0.00%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                                | LXP Industrial Trust                                                                          | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    105000 | PA      | $111787.58    | 0.00%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd.                                                             | Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2                                           | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   3777941 | PA      | $3777948.24   | 0.07%             | 2034-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| National Securities Clearing Corp.                                                  | National Securities Clearing Corp.                                                            | CUSIP: 637639AH8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    771000 | PA      | $788138.66    | 0.01%             | 2027-11-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | Hyundai Capital America                                                                       | CUSIP: 44891ACE5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39830.46     | 0.00%             | 2030-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial Group, Inc.                                                | Mitsubishi Ufj Financial Group, Inc.                                                          | CUSIP: 606822DD3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5145000 | PA      | $5631598.67   | 0.11%             | N/A             | Variable      | 8.20%                 | No            |                  2 | On Loan: —       |
| Honda Motor Co., Ltd.                                                               | Honda Motor Co., Ltd.                                                                         | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   6406000 | PA      | $6443599.63   | 0.12%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                          | Avis Budget Rental Car Funding (AESOP) LLC, Series 2023-1A, Class A                           | CUSIP: 05377RGC2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3919000 | PA      | $4009283.57   | 0.08%             | 2029-04-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                                             | Regions Financial Corp.                                                                       | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    445000 | PA      | $463353.46    | 0.01%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: —       |
| U.S. Treasury Notes/Bonds                                                           | U.S. Treasury Notes/Bonds                                                                     | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20936200 | PA      | $20962370.25  | 0.40%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                  | Ares Capital Corp.                                                                            | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    141000 | PA      | $142865.80    | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arcos Dorados B.V.                                                                  | Arcos Dorados B.V.                                                                            | CUSIP: 03965TAC7<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |   8265000 | PA      | $8647173.60   | 0.16%             | 2032-01-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust, Series 2021-7, Class A1                                           | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8668683 | PA      | $7932837.18   | 0.15%             | 2066-10-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                                                        | Nasdaq, Inc.                                                                                  | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     84000 | PA      | $87635.77     | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | Federal Home Loan Mortgage Corp., ARM                                                         | CUSIP: 3128QJRN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24285 | PA      | $25175.31     | 0.00%             | 2036-12-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio, L.P.                                                               | Essex Portfolio, L.P.                                                                         | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    144000 | PA      | $148780.17    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                        | Mizuho Financial Group, Inc.                                                                  | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   5212000 | PA      | $5274634.85   | 0.10%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| GCAT Trust                                                                          | GCAT Trust, Series 2020-NQM2, Class A1                                                        | CUSIP: 36166RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    767117 | PA      | $737740.69    | 0.01%             | 2065-04-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                                    | Fair Isaac Corp.                                                                              | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   2698000 | PA      | $2740946.76   | 0.05%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Apollo Debt Solutions BDC                                                           | Apollo Debt Solutions BDC                                                                     | CUSIP: 03770DAG8<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65988.81     | 0.00%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                              | Verisk Analytics, Inc.                                                                        | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   6444000 | PA      | $6405067.41   | 0.12%             | 2036-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                      | CUSIP: 36213UC73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       151 | PA      | $153.66       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                         | Humana Inc.                                                                                   | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    102000 | PA      | $106365.38    | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                             | Micron Technology, Inc.                                                                       | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   4027000 | PA      | $4232919.64   | 0.08%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                               | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2074000 | PA      | $2069131.18   | 0.04%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Uniform Mortgage-Backed Securities                                                  | Uniform Mortgage-Backed Securities, TBA                                                       | CUSIP: 01F032690<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 114474877 | PA      | $103429984.85 | 1.95%             | 2055-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2025-A                                                 | Navient Refinance Loan Trust 2025-A, Series 2025-A, Class A                                   | CUSIP: 63943FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6384975 | PA      | $6486932.58   | 0.12%             | 2055-02-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans Mortgage Pass-Through Trust                                  | Countrywide Home Loans Mortgage Pass-Through Trust, Series 2007-13, Class A10                 | CUSIP: 17025JAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183964 | PA      | $82423.76     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                         | Bank Gospodarstwa Krajowego                                                                   | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    550000 | PA      | $584000.47    | 0.01%             | 2028-10-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1235582.73   | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 31405UV22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55637 | PA      | $56644.06     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp., Series ..                                              | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2742398.75   | 0.05%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | Federal National Mortgage Association                                                         | CUSIP: 3140QACL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6331379 | PA      | $6025252.11   | 0.11%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MVM Energetika Zartkoruen Mukodo Reszvenytarsasag                                   | MVM Energetika Zartkoruen Mukodo Reszvenytarsasag                                             | CUSIP: ZK8297671<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    200000 | PA      | $212454.62    | 0.00%             | 2028-06-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                                           | MFA Trust, Series 2021-INV2, Class A1                                                         | CUSIP: 552732AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6787458 | PA      | $6128095.07   | 0.12%             | 2056-11-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                | Siemens Funding B.V.                                                                          | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1320000 | PA      | $1351104.00   | 0.03%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                                      | AIA Group Ltd.                                                                                | CUSIP: 00131LAS4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   3937000 | PA      | $3772272.57   | 0.07%             | 2054-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corp.                                                              | Truist Financial Corp., Series P                                                              | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    287000 | PA      | $286383.18    | 0.01%             | N/A             | Variable      | 4.95%                 | No            |                  2 | On Loan: —       |
| Marsh & McLennan Cos., Inc.                                                         | Marsh & McLennan Cos., Inc.                                                                   | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59489.23     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower L.P.                                                                 | EMRLD Borrower L.P., Incremental Term Loan B                                                  | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    393020 | PA      | $392729.23    | 0.01%             | 2031-08-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** AIM Counselor Series Trust (Invesco Counselor Series Trust)

**Signature:** Adrien Deberghes

**Name of Signer:** Adrien Deberghes

**Title:** Principal Financial Officer and Treasurer