# EDGAR Filing Document

**Accession Number:** 0001485894
**File Stem:** 0002071691-25-004179
**Filing Date:** 2025-10
**Character Count:** 1160755
**Document Hash:** 889caed3e1d774b4a37f0745045b734c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-004179.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0002071691-25-004179

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** J.P. Morgan Exchange-Traded Fund Trust
- **CENTRAL INDEX KEY:** 0001485894

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22903
- **FILM NUMBER:** 251429196

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** (800) 480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

## Series and Classes Contracts Data

### JPMorgan Core Plus Bond ETF (Series ID: S000063265)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000205212 | JPMorgan Core Plus Bond ETF | JCPB            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** J.P. Morgan Exchange-Traded Fund Trust

- **b. Investment Company Act file number:** 811-22903

- **c. CIK number of Registrant:** 0001485894

- **d. LEI of Registrant:** 5493001E1K1DVWDV2464

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

  - **Street Address 1:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 844-457-6383

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

- **a. Name of Series:** JPMorgan Core Plus Bond ETF

- **b. EDGAR series identifier (if any):** S000063265

- **c. LEI of Series:** 549300A4I21YDY6YQ739

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

- **a. Date of fiscal year-end:** 2026-02-28

- **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:** $7718419222.81

**Total Liabilities:** $211200650.05

**Net Assets:** $7507218572.76

**Delayed Delivery Securities:** $29519669.50

**Cash Not Reported:** $720.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2168.42801000 | **1-Year:** 107535.56645000 | **5-Year:** 979693.96214000 | **10-Year:** 1077878.90988000 | **30-Year:** 301361.30888000

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

- **3-Month:** 1045.15006000 | **1-Year:** 114124.87880000 | **5-Year:** 257793.52930000 | **10-Year:** 61961.73230000 | **30-Year:** 19476.67681000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205212 | 1.66%                | -0.13%               | 1.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $286852.95               | $69983127.54                               |
| Month 2  | $1404774.94              | $-31582062.57                              |
| Month 3  | $3143867.94              | $50975708.26                               |

**Designated Index Information**

- **Index Name:** U.S. Aggregate

- **Index Identifier:** 1TRUSD0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Medline Borrower LP                                              | Medline Borrower LP, 1st Lien Term Loan                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    196709 | PA      | $196689.09    | 0.00%             | 2028-10-23      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5051835 | PA      | $4308177.03   | 0.06%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140M1CG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    798520 | PA      | $667090.49    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goodleap                                                         | Goodleap                                                                                   | CUSIP: N/A<br>LEI: 549300YN94MOAVYW0F52       | Long             | ABS-MBS          | CORP              | US        |   3404080 | PA      | $3492823.58   | 0.05%             | 2042-07-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Amkor Technology, Inc.                                           | Amkor Technology, Inc.                                                                     | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |   1444000 | PA      | $1442648.56   | 0.02%             | 2027-09-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                              | Benin Government Bond                                                                      | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    520000 | PA      | $510322.80    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                           | Oportun Issuance Trust, Series 2022-A, Class C                                             | CUSIP: 68378NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755000 | PA      | $768512.24    | 0.01%             | 2031-06-09      | Fixed         | 7.40%                 | Yes           |                  2 | On Loan: No      |
| Wolf Energy Asset Issuer LLC                                     | Wolf Energy Asset Issuer LLC                                                               | CUSIP: 977701AE1<br>LEI: 254900JUY1UOGKD5MA90 | Long             | ABS-O            | CORP              | US        |   5859508 | PA      | $5859508.30   | 0.08%             | 2050-07-25      | Variable      | 5.70%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140X8XH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13143975 | PA      | $10595270.97  | 0.14%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                             | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7150000 | PA      | $6464521.42   | 0.09%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                  | Nordstrom, Inc.                                                                            | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    365000 | PA      | $336140.69    | 0.00%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC Gold Pools, Other                                                                    | CUSIP: 3133LWAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1764291 | PA      | $1686026.59   | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                          | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    345000 | PA      | $301040.20    | 0.00%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 31427NUB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  39325150 | PA      | $39142263.35  | 0.52%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HINNT LLC                                                        | HINNT LLC, Series 2022-A, Class E                                                          | CUSIP: 40486JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1179970 | PA      | $1152156.50   | 0.02%             | 2041-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp.                                       | Garda World Security Corp.                                                                 | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1092130.82   | 0.01%             | 2027-02-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                            | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1290394.68   | 0.02%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                           | Sonic Automotive, Inc.                                                                     | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1535940.44   | 0.02%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                                        | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1243617.60   | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                           | TotalEnergies Capital International SA                                                     | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    924000 | PA      | $649828.66    | 0.01%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                                | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1811292.78   | 0.02%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2015-H05, Class FC                                                            | CUSIP: 38375UUV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91613 | PA      | $91611.98     | 0.00%             | 2065-02-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                          | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2157637.11   | 0.03%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3618FGCZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1097704 | PA      | $1142146.76   | 0.02%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                                   | Public Service Co. of Oklahoma, Series K                                                   | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    150000 | PA      | $93215.62     | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC, Series 2024-2A, Class C                          | CUSIP: 05377RJJ4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1218415.32   | 0.02%             | 2028-10-20      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Ciena Corp.                                                      | Ciena Corp.                                                                                | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    255000 | PA      | $242065.05    | 0.00%             | 2030-01-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies BV                                          | Sensata Technologies BV                                                                    | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $403472.40    | 0.01%             | 2030-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets plc                                              | NatWest Markets plc                                                                        | CUSIP: 63906YAP3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   6660000 | PA      | $6847584.43   | 0.09%             | 2030-03-21      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 31418CMX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14369 | PA      | $14137.73     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                          | KeyCorp                                                                                    | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3508687.15   | 0.05%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2070000 | PA      | $2119883.00   | 0.03%             | 2031-05-22      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3138L0N80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    383458 | PA      | $376480.31    | 0.01%             | 2027-09-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2019-KC07, Class C                                            | CUSIP: 302988AN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4168675.50   | 0.06%             | 2029-10-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                           | Cascade MH Asset Trust, Series 2021-MH1, Class A1                                          | CUSIP: 14731QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    636825 | PA      | $577614.12    | 0.01%             | 2046-02-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                               | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5540000 | PA      | $5628827.86   | 0.07%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                        | Standard Industries, Inc.                                                                  | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2477154.32   | 0.03%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Biogen, Inc.                                                     | Biogen, Inc.                                                                               | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   3960000 | PA      | $3605140.40   | 0.05%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                              | Constellation Energy Generation LLC                                                        | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    923000 | PA      | $906011.09    | 0.01%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                              | Nexstar Media, Inc.                                                                        | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2861894.05   | 0.04%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                          | Accenture Capital, Inc.                                                                    | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $986475.57    | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NorthRiver Midstream Finance LP                                  | NorthRiver Midstream Finance LP, 1st Lien Term Loan B                                      | CUSIP: 66679PAB1<br>LEI: 549300SOLNLY3BL6GF18 | Long             | LON              | CORP              | CA        |   1016757 | PA      | $1017235.21   | 0.01%             | 2030-08-16      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                     | Zoetis, Inc.                                                                               | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2031662.79   | 0.03%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Home RE Ltd.                                                     | Home RE Ltd., Series 2022-1, Class M1C                                                     | CUSIP: 43730GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    688590 | PA      | $713562.27    | 0.01%             | 2034-10-25      | Floating      | 9.85%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                      | Adient Global Holdings Ltd.                                                                | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    490000 | PA      | $503944.91    | 0.01%             | 2028-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Lending Funding Trust                                            | Lending Funding Trust, Series 2020-2A, Class D                                             | CUSIP: 51507KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4037890.00   | 0.05%             | 2031-04-21      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                             | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7196000 | PA      | $7594256.43   | 0.10%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LCVQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1043238.29   | 0.01%             | 2031-07-01      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                        | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1920398.10   | 0.03%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LFVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469259 | PA      | $426454.26    | 0.01%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2020-SFR5, Class D                                                      | CUSIP: 03217JAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2979293.10   | 0.04%             | 2037-11-17      | Fixed         | 2.18%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                     | FirstEnergy Transmission LLC                                                               | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    965000 | PA      | $927526.42    | 0.01%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LFGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1763738.20   | 0.02%             | 2032-02-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    726000 | PA      | $720001.81    | 0.01%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RFT TRUST                                                        | RFT TRUST, Series 2024-2, Class A1                                                         | CUSIP: 76201AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4481307 | PA      | $4476601.44   | 0.06%             | 2028-09-27      | Variable      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                        | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1187789.88   | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                               | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1870145.82   | 0.02%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                         | Avis Budget Rental Car Funding AESOP LLC, Series 2023-4A, Class D                          | CUSIP: 05377RJS4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3058721.10   | 0.04%             | 2029-06-20      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LBZA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1138043 | PA      | $992330.05    | 0.01%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VOLT XCIV LLC                                                    | VOLT XCIV LLC, Series 2021-NPL3, Class A1                                                  | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2774 | PA      | $2772.25      | 0.00%             | 2051-02-27      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2012-13, Class FQ                                                             | CUSIP: 38378CMS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1748515 | PA      | $1746820.08   | 0.02%             | 2038-01-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                              | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    540000 | PA      | $555840.32    | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K122, Class X2B                                          | CUSIP: 30318BAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  27000000 | PA      | $110222.10    | 0.00%             | 2054-01-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                                      | Evergy Kansas Central, Inc.                                                                | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    240000 | PA      | $199879.61    | 0.00%             | 2042-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                  | Principal Financial Group, Inc.                                                            | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    641000 | PA      | $639566.57    | 0.01%             | 2028-02-15      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| GAM Re-REMIC Trust                                               | GAM Re-REMIC Trust, Series 2021-FRR1, Class 2B                                             | CUSIP: 364614AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13207000 | PA      | $11512033.43  | 0.15%             | 2050-11-29      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LFSG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $636764.51    | 0.01%             | 2035-10-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                | Merck & Co., Inc.                                                                          | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    240000 | PA      | $189069.30    | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2016-K52, Class B                                             | CUSIP: 30294DAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $248821.83    | 0.00%             | 2049-01-25      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp.                                                        | RTX Corp.                                                                                  | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    650000 | PA      | $411761.34    | 0.01%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust                      | Porsche Financial Auto Securitization Trust, Series 2023-1A, Class A3                      | CUSIP: 73328QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    759970 | PA      | $761817.02    | 0.01%             | 2028-09-22      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                          | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905000 | PA      | $925199.60    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA ACES, Series 2021-M8, Class A2                                                        | CUSIP: 3136BFHD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18993628 | PA      | $17004074.38  | 0.23%             | 2035-11-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                            | FMC GMSR Issuer Trust, Series 2022-GT1, Class A                                            | CUSIP: 30259RAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7059250.80   | 0.09%             | 2027-04-25      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                  | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1568404.91   | 0.02%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                     | Hess Midstream Operations LP                                                               | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $188101.16    | 0.00%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, STRIPS, Series 406                                                                  | CUSIP: 3133Q3G96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2775678 | PA      | $2307585.74   | 0.03%             | 2053-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                             | Xerox Holdings Corp.                                                                       | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    480000 | PA      | $291750.00    | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America, Inc.                               | United Rentals North America, Inc.                                                         | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1308956.76   | 0.02%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                                           | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1700000 | PA      | $1604397.64   | 0.02%             | 2029-12-13      | Variable      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    800000 | PA      | $729248.00    | 0.01%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140NXVA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9946581 | PA      | $10297860.12  | 0.14%             | 2035-03-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                               | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $429459.32    | 0.01%             | 2027-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Pricoa Global Funding I                                          | Pricoa Global Funding I                                                                    | CUSIP: 74153WCT4<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177338.19    | 0.00%             | 2026-08-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2022-4, Class C                             | CUSIP: 80286FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5026325.00   | 0.07%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                            | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1108257.02   | 0.01%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                                                 | RCO Mortgage LLC, Series 2025-2, Class A1                                                  | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7501604 | PA      | $7524953.33   | 0.10%             | 2030-04-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Rite Aid Corp.                                                   | Rite Aid Corp., Series B                                                                   | CUSIP: 767754CT9<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     13817 | PA      | $0.00         | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2022-SFR3, Class F2                                           | CUSIP: 33768EAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2818198.80   | 0.04%             | 2038-07-17      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Sensata Technologies, Inc.                                       | Sensata Technologies, Inc.                                                                 | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1466634.22   | 0.02%             | 2032-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                  | NCR Voyix Corp.                                                                            | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1232291.88   | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                            | Kioxia Holdings Corp.                                                                      | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    743000 | PA      | $743497.07    | 0.01%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                          | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2874000 | PA      | $2298216.55   | 0.03%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Trinidad Generation UnLtd                                        | Trinidad Generation UnLtd                                                                  | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    997000 | PA      | $1045543.93   | 0.01%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                              | Republic of Ecuador                                                                        | CUSIP: 27927IAE3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1600000 | PA      | $1441600.00   | 0.02%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| BMD2 Re-Remic Trust                                              | BMD2 Re-REMIC Trust, Series 2019-FRR1, Class 6C                                            | CUSIP: 055631CJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1886771.75   | 0.03%             | 2052-05-25      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LKZL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2490231.88   | 0.03%             | 2030-07-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| NRM FHT1 Excess Owner LLC                                        | NRM FHT1 Excess Owner LLC, Series 2025-FHT1, Class A                                       | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22403930 | PA      | $22543750.65  | 0.30%             | 2032-03-25      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140NWPK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2047697.34   | 0.03%             | 2032-07-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                        | Seagate Data Storage Technology Pte. Ltd.                                                  | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    114000 | PA      | $103911.67    | 0.00%             | 2031-01-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QEJ94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1816426 | PA      | $1464231.48   | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                                     | Flex Intermediate Holdco LLC                                                               | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13708.23     | 0.00%             | 2031-06-30      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                            | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    308000 | PA      | $313730.03    | 0.00%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                                   | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1000000 | PA      | $914500.00    | 0.01%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                        | MFA Trust, Series 2024-NPL1, Class A1                                                      | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150499 | PA      | $2161186.41   | 0.03%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent Trust                                      | American Homes 4 Rent Trust, Series 2015-SFR2, Class A                                     | CUSIP: 02666BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84576 | PA      | $84329.59     | 0.00%             | 2052-10-17      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                           | Oportun Issuance Trust, Series 2021-B, Class C                                             | CUSIP: 68377GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1571337 | PA      | $1553813.78   | 0.02%             | 2031-05-08      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617FDD67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    957587 | PA      | $990722.29    | 0.01%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                          | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8360000 | PA      | $8666810.91   | 0.12%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3138ELWE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83009 | PA      | $80799.65     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                  | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1870757.35   | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                        | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1086615.66   | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                         | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4400000 | PA      | $4870707.47   | 0.06%             | 2028-11-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Insight Enterprises, Inc.                                        | Insight Enterprises, Inc.                                                                  | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1281808.43   | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co.                                        | Florida Power & Light Co.                                                                  | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    390000 | PA      | $371743.21    | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                    | Asbury Automotive Group, Inc.                                                              | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    680000 | PA      | $660407.57    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                                                | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    960000 | PA      | $814984.05    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                | GLS Auto Receivables Issuer Trust, Series 2021-2A, Class E                                 | CUSIP: 36261XAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1485297.90   | 0.02%             | 2028-05-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                           | Republic of Paraguay                                                                       | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    970000 | PA      | $1007345.00   | 0.01%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LKGQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2932542 | PA      | $2972977.34   | 0.04%             | 2030-12-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                    | Duquesne Light Holdings, Inc.                                                              | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    148000 | PA      | $132146.83    | 0.00%             | 2030-10-01      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LFM43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    572981 | PA      | $530895.37    | 0.01%             | 2030-06-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                         | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $837240.03    | 0.01%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                                   | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1795000 | PA      | $1735702.18   | 0.02%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                           | Standard Chartered plc                                                                     | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1496908.00   | 0.02%             | 2028-11-16      | Variable      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                               | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    860000 | PA      | $913498.06    | 0.01%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2019-K92, Class D                                             | CUSIP: 302973AL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12000000 | PA      | $8939139.60   | 0.12%             | 2052-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc.                                                                      | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1003056.13   | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                   | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    650000 | PA      | $707771.35    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA ACES, Series 2020-M53, Class A2                                                       | CUSIP: 3136BC7H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1055504.88   | 0.01%             | 2032-11-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                             | Coterra Energy, Inc.                                                                       | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29798.60     | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                                | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    336000 | PA      | $340967.76    | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                         | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2179993.11   | 0.03%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2024-4, Class D                             | CUSIP: 802919AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2230000 | PA      | $2266412.11   | 0.03%             | 2031-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Lending Funding Trust                                            | Lending Funding Trust, Series 2020-2A, Class A                                             | CUSIP: 51507KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3673170.75   | 0.05%             | 2031-04-21      | Fixed         | 2.32%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                       | Allison Transmission, Inc.                                                                 | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1205320.43   | 0.02%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                        | Tucson Electric Power Co.                                                                  | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    115000 | PA      | $108210.37    | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LLKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2491260 | PA      | $2553087.07   | 0.03%             | 2030-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2005-110, Class TY                                                     | CUSIP: 31394UV58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29327 | PA      | $30665.15     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2021-86, Class MA                                                      | CUSIP: 3136BKYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20077802 | PA      | $18245945.31  | 0.24%             | 2047-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                          | Duke Energy Florida LLC                                                                    | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    230000 | PA      | $245924.34    | 0.00%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA ACES, Series 2022-M1, Class A1                                                        | CUSIP: 3136BKF64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404786 | PA      | $378490.99    | 0.01%             | 2031-10-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class E                      | CUSIP: 10805NAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $12510555.60  | 0.17%             | 2031-04-15      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                                | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2304000 | PA      | $2387241.01   | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                        | FHLMC Seasoned Credit Risk Transfer Trust, Series 2023-1, Class MT                         | CUSIP: 35563PK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2720472 | PA      | $2284699.81   | 0.03%             | 2062-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2018-K81, Class D                                             | CUSIP: 30297HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9500000 | PA      | $7279597.30   | 0.10%             | 2051-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140HYCD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315219 | PA      | $273749.28    | 0.00%             | 2032-04-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133ASZ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3535413 | PA      | $2972451.43   | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QLRX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4938173 | PA      | $4339744.95   | 0.06%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                           | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1237376.93   | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                            | Wrangler Holdco Corp.                                                                      | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1464646.47   | 0.02%             | 2032-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                            | FMC GMSR Issuer Trust, Series 2022-GT1, Class B                                            | CUSIP: 30259RAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $607970.70    | 0.01%             | 2027-04-25      | Fixed         | 7.17%                 | Yes           |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                         | SCE Recovery Funding LLC, Series A-1                                                       | CUSIP: 78433LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45060 | PA      | $44251.46     | 0.00%             | 2040-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                | Alumina Pty. Ltd.                                                                          | CUSIP: 02220AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    562000 | PA      | $573130.41    | 0.01%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                          | United Auto Credit Securitization Trust, Series 2022-2, Class E                            | CUSIP: 90944KAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $461020.90    | 0.01%             | 2029-04-10      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                | Venture Global Calcasieu Pass LLC                                                          | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1803000 | PA      | $1606124.48   | 0.02%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                         | Central Garden & Pet Co.                                                                   | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    825000 | PA      | $780320.15    | 0.01%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                        | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   2350000 | PA      | $2253532.50   | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140NWLV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11300000 | PA      | $11121301.12  | 0.15%             | 2031-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                          | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1599367.30   | 0.02%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                  | Oncor Electric Delivery Co. LLC                                                            | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355400.62    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                  | Santander UK Group Holdings plc                                                            | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   5560000 | PA      | $5631940.56   | 0.08%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XKHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1256498 | PA      | $1214935.63   | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                      | Eaton Corp.                                                                                | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390671.07    | 0.01%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                    | Hologic, Inc.                                                                              | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    605000 | PA      | $577996.55    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                       | Allison Transmission, Inc.                                                                 | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    275000 | PA      | $253806.96    | 0.00%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Iraq                                                 | Republic of Iraq                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |    718750 | PA      | $713583.98    | 0.01%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                            | Ahead DB Holdings LLC, 1st Lien Term Loan B-3                                              | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |    845360 | PA      | $845537.95    | 0.01%             | 2031-02-03      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LKE66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1999375.64   | 0.03%             | 2033-04-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SARL                                                 | JBS USA LUX Sarl                                                                           | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2619000 | PA      | $2722764.78   | 0.04%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| FHF Issuer Trust                                                 | FHF Issuer Trust, Series 2023-2A, Class B                                                  | CUSIP: 30333LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4550000 | PA      | $4745426.60   | 0.06%             | 2029-11-15      | Fixed         | 7.49%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                        | FHLMC Seasoned Credit Risk Transfer Trust, Series 2020-3, Class TTW                        | CUSIP: 35563PSX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    311568 | PA      | $294788.41    | 0.00%             | 2060-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-Remic Trust                                              | BMD2 Re-Remic Trust, Series 2019-FRR1, Class 6B10                                          | CUSIP: 055631HH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2969000 | PA      | $2510261.29   | 0.03%             | 2052-05-25      | Variable      | 2.36%                 | Yes           |                  3 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc.                                                                      | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $969064.40    | 0.01%             | 2027-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                                   | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2730973.45   | 0.04%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                     | Exelon Corp.                                                                               | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1900561.10   | 0.03%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1520, Class X3          | CUSIP: 3137FYTZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $127213.68    | 0.00%             | 2039-04-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                               | PG&E Wildfire Recovery Funding LLC, Series A-2                                             | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23853.71     | 0.00%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                         | JBS USA Holding Lux SARL                                                                   | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    910000 | PA      | $805878.71    | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                             | Republic of Paraguay                                                                       | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |   1200000 | PA      | $1183200.00   | 0.02%             | 2044-08-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                           | Mauser Packaging Solutions Holding Co.                                                     | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1219343.12   | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp.                                                | NTT Finance Corp.                                                                          | CUSIP: 62954WAN5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1028172.26   | 0.01%             | 2031-07-02      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury STRIPS Bonds                                                                 | CUSIP: 9128334X5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4986000 | PA      | $3491097.88   | 0.05%             | 2034-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                    | PepsiCo, Inc.                                                                              | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    415000 | PA      | $256133.36    | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 36180AB51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17571199 | PA      | $15574098.39  | 0.21%             | 2054-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fells Point Funding Trust                                        | Fells Point Funding Trust                                                                  | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1543014.48   | 0.02%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp.                                                | Lamar Media Corp.                                                                          | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $209043.79    | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                        | Bank of Ireland Group plc                                                                  | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    259000 | PA      | $258989.54    | 0.00%             | 2026-09-16      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Terex Corp.                                                      | Terex Corp., 1st Lien Term Loan                                                            | CUSIP: 88078FBQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    573562 | PA      | $573981.20    | 0.01%             | 2031-10-08      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co.                                           | Kentucky Utilities Co.                                                                     | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    404000 | PA      | $392793.51    | 0.01%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                               | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   9701000 | PA      | $10064787.50  | 0.13%             | 2029-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                          | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $451800.10    | 0.01%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                   | Baltimore Gas and Electric Co.                                                             | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   2096000 | PA      | $2159786.02   | 0.03%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                              | American Axle & Manufacturing, Inc.                                                        | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    795000 | PA      | $798712.65    | 0.01%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                          | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  11700000 | PA      | $12049755.12  | 0.16%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                           | MidAmerican Energy Co.                                                                     | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112948.98    | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust, Series 2021-1A, Class D                                            | CUSIP: 52607MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4370000 | PA      | $4172481.68   | 0.06%             | 2031-11-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2023-K752, Class X2B                                          | CUSIP: 30333RAS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18100000 | PA      | $71111.28     | 0.00%             | 2030-08-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2019-K92, Class X2A                                           | CUSIP: 302973AU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 127248087 | PA      | $348036.24    | 0.00%             | 2029-04-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XBZX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13149586 | PA      | $11079201.14  | 0.15%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                       | Allianz SE                                                                                 | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1800000 | PA      | $1829161.80   | 0.02%             | 2054-09-03      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Purewest ABS Issuer LLC                                          | Purewest ABS Issuer LLC, Series 2025-1, Class B                                            | CUSIP: 74628AAC8<br>LEI: 254900N011GHBESCKS35 | Long             | ABS-O            | CORP              | US        |  10674009 | PA      | $10674008.97  | 0.14%             | 2040-04-05      | Fixed         | 10.28%                | Yes           |                  3 | On Loan: No      |
| Yinson Bergenia Production BV                                    | Yinson Bergenia Production BV                                                              | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |   2091000 | PA      | $2191368.00   | 0.03%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                                       | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106245.80    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3806316 | PA      | $3194832.33   | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                              | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    813000 | PA      | $640263.59    | 0.01%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K116, Class X2B                                          | CUSIP: 30316LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  31000000 | PA      | $118392.10    | 0.00%             | 2052-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                             | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265549.33    | 0.00%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                         | Argentine Republic                                                                         | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2995000 | PA      | $1898830.00   | 0.03%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15228000 | PA      | $13184711.68  | 0.18%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140NUPD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4908081.30   | 0.07%             | 2034-01-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K116, Class X2A                                          | CUSIP: 30316LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 126270759 | PA      | $443058.84    | 0.01%             | 2052-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                            | Gilead Sciences, Inc.                                                                      | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    220000 | PA      | $137178.82    | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                    | Six Flags Entertainment Corp.                                                              | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    911000 | PA      | $925804.66    | 0.01%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Yinson Boronia Production BV                                     | Yinson Boronia Production BV                                                               | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    490545 | PA      | $535221.39    | 0.01%             | 2042-07-31      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| Bastion Funding I LLC                                            | Bastion Funding I LLC, Series 2023-1A, Class A2                                            | CUSIP: 07030UAA0<br>LEI: 549300NX3WVP5ASDEU57 | Long             | ABS-O            | CORP              | US        |   1886124 | PA      | $1898564.67   | 0.03%             | 2038-04-25      | Fixed         | 7.12%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140NMGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3020504 | PA      | $2979662.77   | 0.04%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                        | DH Europe Finance II SARL                                                                  | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $201994.02    | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                         | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1400661.03   | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC                                              | Big River Steel LLC                                                                        | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $636025.60    | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                           | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    195000 | PA      | $205170.92    | 0.00%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2018-K83, Class D                                             | CUSIP: 302958AS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6800000 | PA      | $5186256.64   | 0.07%             | 2051-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    811000 | PA      | $781823.01    | 0.01%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2021-14, Class CB                                                      | CUSIP: 3136BFDK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3269273 | PA      | $2530175.70   | 0.03%             | 2049-11-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                                   | Home Partners of America Trust, Series 2022-1, Class D                                     | CUSIP: 43730NAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3330639 | PA      | $3287808.33   | 0.04%             | 2039-04-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2022-SFR2, Class E2                                           | CUSIP: 33767PAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    492000 | PA      | $479035.21    | 0.01%             | 2039-07-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $245211.93    | 0.00%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                               | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    260000 | PA      | $284944.14    | 0.00%             | 2028-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                                   | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1700476.20   | 0.02%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                         | Sierra Timeshare Receivables Funding LLC, Series 2024-3A, Class D                          | CUSIP: 82653BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1228989 | PA      | $1239567.39   | 0.02%             | 2041-08-20      | Fixed         | 6.93%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133BAFQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1333578 | PA      | $1164788.48   | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2024-RPL4, Class A1                            | CUSIP: 362948AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7178251 | PA      | $6965989.87   | 0.09%             | 2061-09-25      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| US Auto Funding Trust                                            | US Auto Funding Trust, Series 2022-1A, Class B                                             | CUSIP: 90355FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $295240.61    | 0.00%             | 2025-12-15      | Fixed         | 5.13%                 | Yes           |                  3 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4650000 | PA      | $4696249.60   | 0.06%             | 2027-02-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                       | Mars, Inc.                                                                                 | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   9510000 | PA      | $9598164.17   | 0.13%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| ABL                                                              | ABL, Series 2024-RTL1, Class A1                                                            | CUSIP: 00092EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9525000 | PA      | $9549858.35   | 0.13%             | 2029-09-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                             | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    710000 | PA      | $729849.47    | 0.01%             | 2034-09-10      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                                        | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1326335.32   | 0.02%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                          | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   6640000 | PA      | $6969685.16   | 0.09%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                      | Penske Truck Leasing Co. LP                                                                | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1236480.82   | 0.02%             | 2029-07-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3138LKPQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1936139 | PA      | $1864309.21   | 0.02%             | 2029-09-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Credit One Ltd.                                                  | Credit One Ltd.                                                                            | CUSIP: N/A<br>LEI: 984500DAE0FFZ45C8093       | Long             | ABS-MBS          | CORP              | NG        |   5000000 | PA      | $5075000.00   | 0.07%             | 2029-02-25      | Fixed         | 6.47%                 | No            |                  3 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                        | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $301230.00    | 0.00%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140FXKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4846280 | PA      | $4559831.01   | 0.06%             | 2058-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                              | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1223643.92   | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                              | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $372517.83    | 0.00%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                               | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   9507000 | PA      | $8365559.73   | 0.11%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                              | Post Holdings, Inc.                                                                        | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    878000 | PA      | $901939.55    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3622ACP38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7463047 | PA      | $6881059.99   | 0.09%             | 2053-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Edison International                                             | Edison International                                                                       | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    535000 | PA      | $540898.69    | 0.01%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts LLC                                             | Westgate Resorts LLC, Series 2023-1A, Class C                                              | CUSIP: 96033EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1626677 | PA      | $1661663.47   | 0.02%             | 2037-12-20      | Fixed         | 7.49%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133KRVT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6013253 | PA      | $6092778.68   | 0.08%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                         | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3245000 | PA      | $3423196.35   | 0.05%             | 2029-10-03      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                   | NNN REIT, Inc.                                                                             | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104000.31    | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RFT TRUST                                                        | RFT TRUST, Series 2024-2, Class A2                                                         | CUSIP: 76201AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7869372 | PA      | $7861431.55   | 0.10%             | 2028-09-27      | Variable      | 8.81%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                        | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    310000 | PA      | $302923.17    | 0.00%             | 2036-04-01      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XPG60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3100005 | PA      | $3183420.19   | 0.04%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140JBZB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1095250 | PA      | $947642.53    | 0.01%             | 2032-03-01      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                        | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   4250000 | PA      | $3624357.50   | 0.05%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                              | Take-Two Interactive Software, Inc.                                                        | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    616000 | PA      | $639358.42    | 0.01%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EPIC Crude Services LP                                           | EPIC Crude Services LP, 1st Lien Term Loan                                                 | CUSIP: 29428XAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1396250 | PA      | $1400173.46   | 0.02%             | 2031-10-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4730000 | PA      | $3243191.00   | 0.04%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                            | FMC GMSR Issuer Trust, Series 2022-GT2, Class B                                            | CUSIP: 30259RAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1037873.00   | 0.01%             | 2027-07-25      | Fixed         | 10.07%                | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140FX3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9394784 | PA      | $8047954.97   | 0.11%             | 2064-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRET LLC                                                         | PRET LLC, Series 2025-NPL3, Class A1                                                       | CUSIP: 74143HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18640315 | PA      | $18902699.80  | 0.25%             | 2055-04-25      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                            | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    197000 | PA      | $202132.08    | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2018-K80, Class B                                             | CUSIP: 30307RAE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $981049.40    | 0.01%             | 2050-08-25      | Variable      | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corp.                                                   | DISH DBS Corp.                                                                             | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $169756.60    | 0.00%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust, Series 2022-2A, Class D                             | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1003667.60   | 0.01%             | 2027-09-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LLAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2640000 | PA      | $2670991.12   | 0.04%             | 2030-07-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                                    | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2266307.82   | 0.03%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Mississippi Power Co.                                            | Mississippi Power Co., Series 12-A                                                         | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    240000 | PA      | $206506.58    | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617FGLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    522081 | PA      | $517616.23    | 0.01%             | 2052-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                         | Octane Receivables Trust, Series 2022-2A, Class C                                          | CUSIP: 67578XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1390000 | PA      | $1402577.28   | 0.02%             | 2028-07-20      | Fixed         | 6.29%                 | Yes           |                  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        |    250000 | PA      | $253121.42    | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                      | Apple, Inc.                                                                                | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $908081.87    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LFE42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1401058 | PA      | $1256150.13   | 0.02%             | 2032-03-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                  | Boyne USA, Inc.                                                                            | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1317500.45   | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K107, Class D                                            | CUSIP: 302982AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9000000 | PA      | $7319245.50   | 0.10%             | 2030-02-25      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Molson Coors Beverage Co.                                        | Molson Coors Beverage Co.                                                                  | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    190000 | PA      | $150408.91    | 0.00%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2025-SL1, Class A1                             | CUSIP: 362960AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15436201 | PA      | $15595859.39  | 0.21%             | 2067-11-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                           | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7524000 | PA      | $7231075.63   | 0.10%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                        | SCF Equipment Leasing LLC, Series 2023-1A, Class E                                         | CUSIP: 784024AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5400000 | PA      | $5413121.46   | 0.07%             | 2036-07-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TC Ziraat Bankasi A/S                                            | TC Ziraat Bankasi A/S                                                                      | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    627000 | PA      | $642675.00    | 0.01%             | 2030-02-04      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2022-5A, Class D                               | CUSIP: 30167FAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1017934.50   | 0.01%             | 2029-02-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                | Cigna Group (The)                                                                          | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121063.30    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                               | Metropolitan Life Global Funding I                                                         | CUSIP: 59217GET2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $4554126.62   | 0.06%             | 2032-01-11      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                             | American Airlines Pass-Through Trust, Series 2015-2, Class A                               | CUSIP: 02377BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154877 | PA      | $150848.95    | 0.00%             | 2027-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                               | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1039555.95   | 0.01%             | 2030-03-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Ecovyst Catalyst Technologies LLC                                | Ecovyst Catalyst Technologies LLC, 1st Lien Term Loan                                      | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |   1485000 | PA      | $1486054.35   | 0.02%             | 2031-06-12      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                     | Hilton Grand Vacations Trust, Series 2020-AA, Class C                                      | CUSIP: 43285HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88432 | PA      | $89581.50     | 0.00%             | 2039-02-25      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Osmose Utilities Services, Inc.                                  | Osmose Utilities Services, Inc., 1st Lien Term Loan                                        | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |   1488402 | PA      | $1459378.22   | 0.02%             | 2028-06-23      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| VistaJet Pass Through Trust                                      | VistaJet Pass Through Trust, Series 2021-1C                                                | CUSIP: 92841QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5460000 | PA      | $5450838.39   | 0.07%             | 2031-08-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140W2MY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14724535 | PA      | $12376912.04  | 0.16%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QNXN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6402540 | PA      | $5985868.08   | 0.08%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commercial Credit, Inc.                                          | Commercial Credit, Inc., Series QIB                                                        | CUSIP: 201616AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7016843.12   | 0.09%             | 2030-08-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617WR6M0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92195 | PA      | $81803.11     | 0.00%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 2025-MN11, Class M2                                                          | CUSIP: 35563YAB6<br>LEI: 529900E2V0BG2KXC9E18 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5000483.00   | 0.07%             | 2045-07-25      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Triad Properties Corp.                                           | Triad Properties Corp.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   4439151 | PA      | $4439151.46   | 0.06%             | 2052-04-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                      | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1706306.04   | 0.02%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC Gold Pools, Other                                                                    | CUSIP: 3132XFJC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $3741313.36   | 0.05%             | 2028-11-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2020-165, Class UD                                                            | CUSIP: 38382K4T7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    642257 | PA      | $489379.29    | 0.01%             | 2050-11-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                             | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282566.50    | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140JBTP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23279045 | PA      | $20295964.32  | 0.27%             | 2031-12-01      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust, Series 2024-2A, Class E                                            | CUSIP: 52590AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7303000 | PA      | $7557232.04   | 0.10%             | 2034-02-21      | Fixed         | 8.47%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                                   | DTE Energy Co.                                                                             | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    450000 | PA      | $455997.06    | 0.01%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4335000 | PA      | $3912358.87   | 0.05%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2023-K752, Class D                                            | CUSIP: 30333RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5300000 | PA      | $3509308.08   | 0.05%             | 2030-08-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 5347                                                                  | CUSIP: 3137HANP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4236424 | PA      | $3480619.66   | 0.05%             | 2053-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200161.00    | 0.00%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                 | Multi-Family Connecticut Avenue Securities Trust, Series 2024-01, Class M10                | CUSIP: 62548RAB5<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-MBS          | CORP              | US        |   2737000 | PA      | $2845254.92   | 0.04%             | 2054-07-25      | Floating      | 8.20%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                           | CUSIP: 06368LNT9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $302188.71    | 0.00%             | 2026-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                        | FHLMC Seasoned Credit Risk Transfer Trust, Series 2018-3, Class M55D                       | CUSIP: 35563PGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    207158 | PA      | $194149.09    | 0.00%             | 2057-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                           | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3355000 | PA      | $3643025.91   | 0.05%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                            | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1409632.16   | 0.02%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2024-S1, Class R2                           | CUSIP: 80286UAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1436847 | PA      | $1438997.74   | 0.02%             | 2029-03-16      | Fixed         | 8.32%                 | Yes           |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                           | Dycom Industries, Inc.                                                                     | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $985251.97    | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ohio Power Co.                                                   | Ohio Power Co., Series R                                                                   | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    225000 | PA      | $135268.46    | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                  | Oncor Electric Delivery Co. LLC                                                            | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    290000 | PA      | $189798.36    | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                | Healthpeak OP LLC                                                                          | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     64000 | PA      | $59880.04     | 0.00%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                    | Perrigo Finance Unlimited Co.                                                              | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    765000 | PA      | $748667.79    | 0.01%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                               | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5620000 | PA      | $5725465.09   | 0.08%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                           | Encompass Health Corp.                                                                     | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178275.24    | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-151, Class A2           | CUSIP: 3137H9JG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1050000 | PA      | $1015671.62   | 0.01%             | 2032-10-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                  | Santander UK Group Holdings plc                                                            | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    869000 | PA      | $791830.62    | 0.01%             | 2032-03-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                               | Banco Bilbao Vizcaya Argentaria SA                                                         | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   4800000 | PA      | $4964832.58   | 0.07%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                        | Northern States Power Co.                                                                  | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    368000 | PA      | $220965.72    | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140MDKH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    487742 | PA      | $446179.02    | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                              | Lithia Motors, Inc.                                                                        | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    525000 | PA      | $503416.15    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                            | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396669.56    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Oneslt                                                           | Oneslt                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   5987709 | PA      | $5987709.00   | 0.08%             | 2030-12-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp., Series N                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2417760.05   | 0.03%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-KSG1, Class C                                            | CUSIP: 30316JAN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5500000 | PA      | $3662195.35   | 0.05%             | 2030-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-KSG1, Class X2B                                          | CUSIP: 30316JAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5500000 | PA      | $22356.95     | 0.00%             | 2030-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2022-SFR1, Class E2                                     | CUSIP: 74333YAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5473182.93   | 0.07%             | 2041-02-17      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp.                                               | State Street Corp., Series I                                                               | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    337000 | PA      | $348785.90    | 0.00%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                   | Takeda Pharmaceutical Co. Ltd.                                                             | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    236000 | PA      | $236315.60    | 0.00%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                               | Cinemark USA, Inc.                                                                         | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    430000 | PA      | $445517.41    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140N0HV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8342935 | PA      | $8048027.72   | 0.11%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                 | Clarivate Science Holdings Corp.                                                           | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $274963.24    | 0.00%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LKU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3000063.96   | 0.04%             | 2033-06-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2019-KW10, Class C                                            | CUSIP: 30298XAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3200000 | PA      | $2269149.12   | 0.03%             | 2032-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Manulife Financial Corp.                                         | Manulife Financial Corp.                                                                   | CUSIP: 56501RAC0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $41960.97     | 0.00%             | 2026-03-04      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury Ultra Bond                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2666 | NC      | $-1874664.89  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                             | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  13380000 | PA      | $13508590.23  | 0.18%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                            | Sumitomo Mitsui Financial Group, Inc.                                                      | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $212269.15    | 0.00%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                           | Duke Energy Ohio, Inc.                                                                     | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    624000 | PA      | $642880.43    | 0.01%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                                    | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1275000 | PA      | $1119791.92   | 0.01%             | 2032-01-20      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                       | Carpenter Technology Corp.                                                                 | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    795000 | PA      | $797365.92    | 0.01%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc.                                                                    | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1846000 | PA      | $1903873.95   | 0.03%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                            | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    840000 | PA      | $789243.56    | 0.01%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                         | Diamondback Energy, Inc.                                                                   | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    800000 | PA      | $620565.98    | 0.01%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2024-SFR5, Class E1                                     | CUSIP: 74332HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9905000 | PA      | $9135227.97   | 0.12%             | 2029-08-09      | Variable      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                       | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                                             | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1185297 | PA      | $1181042.09   | 0.02%             | 2028-04-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                   | Protective Life Global Funding                                                             | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    543000 | PA      | $563579.11    | 0.01%             | 2028-12-08      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140NWQE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8636367 | PA      | $8773937.82   | 0.12%             | 2032-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K128, Class X3            | CUSIP: 3137FYUM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    550000 | PA      | $69739.45     | 0.00%             | 2031-04-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                           | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3170000 | PA      | $2904310.29   | 0.04%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                           | Marlette Funding Trust, Series 2023-1A, Class C                                            | CUSIP: 57110PAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    959814 | PA      | $965909.77    | 0.01%             | 2033-04-15      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                                      | CUSIP: N/A<br>LEI: 529900QKDFFU9UWW5315       | Long             | DBT              | NUSS              | GT        |   1000000 | PA      | $1036400.00   | 0.01%             | 2031-08-06      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QQD69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7400371 | PA      | $7342148.65   | 0.10%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                        | GoodLeap Home Improvement Solutions Trust, Series 2025-1A, Class A                         | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6832729 | PA      | $6941060.58   | 0.09%             | 2049-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp.                                                 | McDonald's Corp.                                                                           | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1146540.35   | 0.02%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                                | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1668061.81   | 0.02%             | 2030-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $118770.69    | 0.00%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                | Cigna Group (The)                                                                          | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    470000 | PA      | $486709.78    | 0.01%             | 2031-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: 83368RBQ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $201237.49    | 0.00%             | 2027-01-12      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2018-K155, Class C                                            | CUSIP: 30296QAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $4218507.20   | 0.06%             | 2033-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LKFT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3014000 | PA      | $3011643.56   | 0.04%             | 2033-04-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| RFM Re-REMIC Trust                                               | RFM Re-REMIC Trust, Series 2022-FRR1, Class AB64                                           | CUSIP: 74971BBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3670000 | PA      | $3446920.52   | 0.05%             | 2050-03-01      | Variable      | 2.19%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                        | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    237000 | PA      | $233736.30    | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LER82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12200000 | PA      | $10368923.35  | 0.14%             | 2034-01-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                        | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MA                         | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1141299 | PA      | $1102172.04   | 0.01%             | 2058-08-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LHYH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2928054 | PA      | $2983425.23   | 0.04%             | 2029-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                            | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493747.59    | 0.01%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer LLC                                   | Elara HGV Timeshare Issuer LLC, Series 2021-A, Class D                                     | CUSIP: 28416LAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67482 | PA      | $63864.89     | 0.00%             | 2035-08-27      | Fixed         | 3.32%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                               | United Airlines Pass-Through Trust, Series 2018-1, Class A                                 | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10204 | PA      | $9576.80      | 0.00%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                          | CarMax Auto Owner Trust, Series 2023-4, Class A3                                           | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    699305 | PA      | $708453.41    | 0.01%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Corp. Trust                        | GS Mortgage-Backed Securities Corp. Trust, Series 2021-RPL1, Class A1                      | CUSIP: 36261WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2101866 | PA      | $1977407.00   | 0.03%             | 2060-12-25      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                         | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $642109.19    | 0.01%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                              | Kinetik Holdings LP                                                                        | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1121410.53   | 0.01%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                         | Wynn Resorts Finance LLC                                                                   | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2076025.95   | 0.03%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                                   | Public Service Co. of Oklahoma                                                             | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158323.38    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                   | Rite Aid Corp.                                                                             | CUSIP: 767754CR3<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     10194 | PA      | $0.00         | 0.00%             | 2031-08-30      | Variable      | 11.32%                | Yes           |                  3 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                           | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    325000 | PA      | $338218.57    | 0.00%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, Other                                                                             | CUSIP: 3622ADGD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3178065 | PA      | $3222176.54   | 0.04%             | 2064-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ICITII                                                           | ICITII                                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      6167 | PA      | $4901.18      | 0.00%             | 2033-01-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Elanco Animal Health, Inc.                                       | Elanco Animal Health, Inc., 1st Lien Term Loan                                             | CUSIP: 28414BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    207952 | PA      | $207692.36    | 0.00%             | 2027-08-02      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                 | Skandinaviska Enskilda Banken AB                                                           | CUSIP: 830505BB8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    410000 | PA      | $424433.41    | 0.01%             | 2029-03-05      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                                   | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1644865.48   | 0.02%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                               | DISH Network Corp.                                                                         | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2764757.26   | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co.                                                             | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3376000 | PA      | $3206091.39   | 0.04%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2010-14, Class FH                                                             | CUSIP: 38376WKB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2072518 | PA      | $2068736.27   | 0.03%             | 2040-02-16      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                        | FHLMC Seasoned Credit Risk Transfer Trust, Series 2018-3, Class MA                         | CUSIP: 35563PGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    240745 | PA      | $233866.91    | 0.00%             | 2057-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                               | Nationstar Mortgage Holdings, Inc.                                                         | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1931389.68   | 0.03%             | 2027-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                          | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $995581.51    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2021-H14, Class CF                                                            | CUSIP: 38382YDZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3085821 | PA      | $3143550.82   | 0.04%             | 2071-09-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                        | Bank of Nova Scotia (The)                                                                  | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $575037.08    | 0.01%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                     | Upstart Securitization Trust, Series 2025-1, Class A                                       | CUSIP: 91684PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4808988 | PA      | $4840782.42   | 0.06%             | 2035-04-20      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XFMY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15882991 | PA      | $13395967.03  | 0.18%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                  | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19687.62     | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1421000 | PA      | $1432434.62   | 0.02%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rite Aid                                                         | Rite Aid                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        97 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                  | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    885000 | PA      | $845390.88    | 0.01%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                    | Pioneer Natural Resources Co.                                                              | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2083240.35   | 0.03%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                              | Public Service Electric and Gas Co.                                                        | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    520000 | PA      | $519452.58    | 0.01%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                         | Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class D                          | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     78978 | PA      | $78210.96     | 0.00%             | 2037-11-20      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| Packaging Corp. of America                                       | Packaging Corp. of America                                                                 | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     85000 | PA      | $53120.52     | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                         | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    900000 | PA      | $910800.00    | 0.01%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance plc                                                | INEOS Finance plc                                                                          | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $982534.50    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Varsity Brands, Inc.                                             | Varsity Brands, Inc., 1st Lien Term Loan B                                                 | CUSIP: 92227QAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1497913 | PA      | $1502600.97   | 0.02%             | 2031-08-26      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                        | Bank of Nova Scotia (The)                                                                  | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    685000 | PA      | $691871.58    | 0.01%             | 2032-11-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Trust                                           | Invitation Homes Trust, Series 2024-SFR1, Class B                                          | CUSIP: 46188DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4195000 | PA      | $4068828.66   | 0.05%             | 2041-09-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                      | L3Harris Technologies, Inc.                                                                | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311416.13    | 0.00%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                             | Meta Platforms, Inc.                                                                       | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2328011.28   | 0.03%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                               | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1488128.88   | 0.02%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| CFMT LLC                                                         | CFMT LLC, Series 2024-HB14, Class A                                                        | CUSIP: 12530XAA9<br>LEI: 9845005986F840FBE847 | Long             | ABS-MBS          | CORP              | US        |   9786939 | PA      | $9637711.01   | 0.13%             | 2034-06-25      | Variable      | 3.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                              | U.S. Treasury Long Bond                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1367 | NC      | $40408.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                                       | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2558467.70   | 0.03%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                 | Goodyear Tire & Rubber Co. (The)                                                           | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1692888.60   | 0.02%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2025-SFR2, Class E1                                     | CUSIP: 74334GAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4897239 | PA      | $4504831.81   | 0.06%             | 2042-04-17      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QMMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5003054 | PA      | $4404043.26   | 0.06%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                        | RTX Corp.                                                                                  | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    365000 | PA      | $374906.09    | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                   | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    420000 | PA      | $432787.32    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                                   | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    270000 | PA      | $280048.32    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2023-SFR1, Class F                                                      | CUSIP: 66981XAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7750000 | PA      | $7268242.18   | 0.10%             | 2040-04-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                 | Amazon.com, Inc.                                                                           | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    600000 | PA      | $545201.36    | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617WSNJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2479987 | PA      | $2318264.99   | 0.03%             | 2051-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K136, Class A2            | CUSIP: 3137H4SH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3500000 | PA      | $3106708.50   | 0.04%             | 2031-11-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                             | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    460000 | PA      | $451784.40    | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                             | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2077880.20   | 0.03%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                     | Mizuho Financial Group, Inc.                                                               | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    270000 | PA      | $284572.32    | 0.00%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                            | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1473987.97   | 0.02%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                  | NCR Voyix Corp.                                                                            | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1174058.43   | 0.02%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                            | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    645000 | PA      | $661882.57    | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Iridium Satellite LLC                                            | Iridium Satellite LLC, 1st Lien Term Loan B                                                | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |    964702 | PA      | $959530.97    | 0.01%             | 2030-09-20      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                               | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2202300.10   | 0.03%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA ACES, Series 2021-M11, Class A2                                                       | CUSIP: 3136BF4D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $259421.10    | 0.00%             | 2031-03-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1637804.37   | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                        | USI, Inc., 1st Lien Term Loan                                                              | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1538086 | PA      | $1535917.44   | 0.02%             | 2030-09-27      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| BAMLL Re-REMIC Trust                                             | BAMLL Re-REMIC Trust, Series 2025-FRR5, Class DK73                                         | CUSIP: 05494BAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3449322.80   | 0.05%             | 2051-02-27      | Variable      | 1.01%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                               | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    375000 | PA      | $270573.60    | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2021-K126, Class X2A                                          | CUSIP: 30319DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 131554230 | PA      | $534228.57    | 0.01%             | 2054-01-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                                        | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186900.66    | 0.00%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                       | Baxter International, Inc.                                                                 | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1283641.07   | 0.02%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K739, Class X2A                                          | CUSIP: 30289SAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 130496829 | PA      | $190577.57    | 0.00%             | 2053-11-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 36183FAV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31233 | PA      | $30157.58     | 0.00%             | 2044-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                             | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    420000 | PA      | $364167.27    | 0.00%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                              | Rocket Mortgage LLC                                                                        | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1071849.29   | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Pfizer, Inc.                                                     | Pfizer, Inc.                                                                               | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $435665.91    | 0.01%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                      | Service Corp. International                                                                | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1329922.26   | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Embarq LLC                                                       | Embarq LLC                                                                                 | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $6169.35      | 0.00%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2024-SFR2, Class E1                                     | CUSIP: 74290XAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4136000 | PA      | $3831542.42   | 0.05%             | 2041-04-17      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $340000.76    | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                   | WP Carey, Inc.                                                                             | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    145000 | PA      | $119993.83    | 0.00%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2020-SFR2, Class F2                                           | CUSIP: 33767JAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560000 | PA      | $556225.54    | 0.01%             | 2037-10-19      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp.                                                 | Sealed Air Corp.                                                                           | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    620000 | PA      | $606959.91    | 0.01%             | 2027-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Primo Brands Corp.                                               | Primo Brands Corp., 1st Lien Term Loan                                                     | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    888961 | PA      | $889699.06    | 0.01%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                                                    | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    940000 | PA      | $919309.25    | 0.01%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                                     | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    382000 | PA      | $392696.00    | 0.01%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2018-K82, Class D                                             | CUSIP: 30297LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8500000 | PA      | $6647367.20   | 0.09%             | 2028-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                      | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68364.47     | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2023-SFR1, Class E2                                                     | CUSIP: 66981XAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2505000 | PA      | $2376758.78   | 0.03%             | 2040-04-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140MDJT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257867 | PA      | $223884.85    | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                   | Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK99                               | CUSIP: 12529YCJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $293420.00    | 0.00%             | 2029-09-29      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Alabama Power Co.                                                | Alabama Power Co.                                                                          | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    275000 | PA      | $293775.80    | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133AWKG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3833164 | PA      | $3353448.00   | 0.04%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                      | Capital One Financial Corp.                                                                | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88811.94     | 0.00%             | 2032-11-02      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                        | Bank of Ireland Group plc                                                                  | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1935000 | PA      | $2009701.74   | 0.03%             | 2030-03-20      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Emera, Inc.                                                      | Emera, Inc., Series 16-A                                                                   | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   2043000 | PA      | $2055825.95   | 0.03%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                                      | Diamond Resorts Owner Trust, Series 2021-1A, Class A                                       | CUSIP: 25273CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83904 | PA      | $83749.67     | 0.00%             | 2033-11-21      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                               | Digicel International Finance Ltd.                                                         | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2153000 | PA      | $2200725.55   | 0.03%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                | Venture Global Calcasieu Pass LLC                                                          | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    507000 | PA      | $486056.24    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                           | Sempra                                                                                     | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    856000 | PA      | $862895.89    | 0.01%             | 2056-04-01      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                | Genesis Energy LP                                                                          | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1450763.48   | 0.02%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Street Capital Group, Inc.                                       | Street Capital Group, Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |   2378464 | PA      | $2378463.76   | 0.03%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| TotalEnergies Capital SA                                         | TotalEnergies Capital SA                                                                   | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   5280000 | PA      | $5025924.13   | 0.07%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                        | SCF Equipment Leasing LLC, Series 2024-1A, Class E                                         | CUSIP: 783896AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4300000 | PA      | $4614049.64   | 0.06%             | 2034-12-20      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                      | Imperial Brands Finance plc                                                                | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   8860000 | PA      | $9156397.83   | 0.12%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                               | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2655000 | PA      | $2697421.59   | 0.04%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                  | Live Nation Entertainment, Inc.                                                            | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2000.00      | 0.00%             | 2026-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                    | Enel Finance International NV                                                              | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   3260000 | PA      | $3344440.75   | 0.04%             | 2034-06-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                            | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5507475.54   | 0.07%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                          | Duke Energy Indiana LLC, Series YYY                                                        | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    125000 | PA      | $84782.19     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Securitization Funding II LLC                       | DTE Electric Securitization Funding II LLC, Series A-2                                     | CUSIP: 23346TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $430966.82    | 0.01%             | 2037-09-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2021-SFR5, Class E1                                     | CUSIP: 74333FAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $928967.29    | 0.01%             | 2038-07-17      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                               | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1038000 | PA      | $1138256.47   | 0.02%             | 2033-08-12      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                           | Freeport-McMoRan, Inc.                                                                     | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1718124.19   | 0.02%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                                      | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   2435000 | PA      | $2494111.57   | 0.03%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PetSmart LLC                                                     | PetSmart LLC                                                                               | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1082644.49   | 0.01%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GAM Re-REMIC Trust                                               | GAM Re-REMIC Trust, Series 2022-FRR3, Class BK71                                           | CUSIP: 36459DCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $6880368.00   | 0.09%             | 2050-11-27      | Variable      | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corp.                                                    | Calpine Corp.                                                                              | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   8555000 | PA      | $8548726.62   | 0.11%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                             | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1403673.41   | 0.02%             | 2029-09-15      | Variable      | 2.16%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                            | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    650000 | PA      | $635637.03    | 0.01%             | 2027-06-09      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2022-SFR3, Class F                                                      | CUSIP: 66981YAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6650238.00   | 0.09%             | 2039-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                                    | CUSIP: 05578AAY4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5745000 | PA      | $5858630.81   | 0.08%             | 2028-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XGJ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1429559 | PA      | $1293287.76   | 0.02%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                             | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8375000 | PA      | $8632740.12   | 0.11%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                                     | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1314488.50   | 0.02%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Encompass Health Corp.                                           | Encompass Health Corp.                                                                     | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1163291.67   | 0.02%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                              | DT Auto Owner Trust, Series 2022-3A, Class C                                               | CUSIP: 23345RAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    605911 | PA      | $608924.86    | 0.01%             | 2028-07-17      | Fixed         | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                               | Northwestern Mutual Global Funding                                                         | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    630000 | PA      | $653135.29    | 0.01%             | 2031-05-28      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                                 | Ventas Realty LP                                                                           | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    650000 | PA      | $642259.52    | 0.01%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 36196RVE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1434846 | PA      | $1365050.31   | 0.02%             | 2048-10-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140Y66N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11992608 | PA      | $12344344.58  | 0.16%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                  | Eli Lilly & Co.                                                                            | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    740000 | PA      | $658055.18    | 0.01%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                                       | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1739000 | PA      | $1839862.00   | 0.02%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                                 | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1916153.74   | 0.03%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LJ6M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1489116 | PA      | $1534760.50   | 0.02%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                                     | Flex Intermediate Holdco LLC                                                               | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15925.40     | 0.00%             | 2039-12-30      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 36179YKL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8078148 | PA      | $6893156.45   | 0.09%             | 2053-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                       | AerCap Ireland Capital DAC                                                                 | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1260000 | PA      | $1234194.96   | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                      | QXO Building Products, Inc.                                                                | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    765000 | PA      | $790095.63    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC Gold Pools, Other                                                                    | CUSIP: 3132XHSX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3994613 | PA      | $3701911.64   | 0.05%             | 2033-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                        | SCF Equipment Leasing LLC, Series 2022-2A, Class E                                         | CUSIP: 78397WAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1112000 | PA      | $1114020.17   | 0.01%             | 2035-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance Issuance Trust, Series 2021-AA, Class E                                    | CUSIP: 56848DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6040000 | PA      | $5851801.45   | 0.08%             | 2036-03-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co., Series 20A                                                 | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    430000 | PA      | $260286.54    | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                       | Snap, Inc.                                                                                 | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    728000 | PA      | $735566.83    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                          | Quest Diagnostics, Inc.                                                                    | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    580000 | PA      | $639024.35    | 0.01%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                    | CommScope LLC                                                                              | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    715000 | PA      | $739447.28    | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                                       | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82551.65     | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                                 | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $424625.05    | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                        | FHLMC Seasoned Credit Risk Transfer Trust, Series 2018-1, Class MA                         | CUSIP: 35563PDZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    306678 | PA      | $289810.17    | 0.00%             | 2057-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2021-SFR1, Class E1                                           | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $486502.85    | 0.01%             | 2038-08-17      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133B6YE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8531557 | PA      | $7475920.82   | 0.10%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                             | Royal Bank of Canada                                                                       | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8845000 | PA      | $8920482.08   | 0.12%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LHXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1015000 | PA      | $1002157.28   | 0.01%             | 2032-11-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                         | Blue Racer Midstream LLC                                                                   | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $185715.60    | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617LD5V4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63313 | PA      | $63259.66     | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA ACES, Series 2023-M2, Class PT                                                        | CUSIP: 3136BPWF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3922060 | PA      | $3762869.25   | 0.05%             | 2031-04-25      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| BAMLL Re-REMIC Trust                                             | BAMLL Re-REMIC Trust, Series 2024-FRR4, Class D                                            | CUSIP: 05493VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10412000 | PA      | $10071423.48  | 0.13%             | 2048-11-27      | Variable      | 1.19%                 | Yes           |                  2 | On Loan: No      |
| Hess Corp.                                                       | Hess Corp.                                                                                 | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1353133.07   | 0.02%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                          | Bath & Body Works, Inc.                                                                    | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1380764.90   | 0.02%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                         | PRET LLC, Series 2021-RN3, Class A1                                                        | CUSIP: 74143JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    541862 | PA      | $541807.59    | 0.01%             | 2051-09-25      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2019-25, Class PB                                                      | CUSIP: 3136B4B23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5667127 | PA      | $5073508.31   | 0.07%             | 2048-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                              | Japan Tobacco, Inc.                                                                        | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   1490000 | PA      | $1573590.06   | 0.02%             | 2035-06-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Greenko Dutch BV                                                 | Greenko Dutch BV                                                                           | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |    352000 | PA      | $347952.00    | 0.00%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                        | FHLMC Seasoned Credit Risk Transfer Trust, Series 2020-1, Class MA                         | CUSIP: 35563PNP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3344132 | PA      | $3064874.64   | 0.04%             | 2059-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                             | TJX Cos., Inc. (The)                                                                       | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158838.16    | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC Gold Pools, 30 Year                                                                  | CUSIP: 31335A5Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53871 | PA      | $53179.79     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LHCX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2381920 | PA      | $2326220.20   | 0.03%             | 2032-08-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                              | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2090299.31   | 0.03%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                   | Carvana Auto Receivables Trust, Series 2023-P2, Class A4                                   | CUSIP: 14686TAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2033595.60   | 0.03%             | 2029-03-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2019-K92, Class X2B                                           | CUSIP: 302973AW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  28380000 | PA      | $88454.78     | 0.00%             | 2029-07-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                                   | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    680000 | PA      | $722721.03    | 0.01%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co.                                                             | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   7538000 | PA      | $7499039.09   | 0.10%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    261000 | PA      | $258175.13    | 0.00%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                     | Scotts Miracle-Gro Co. (The)                                                               | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1448845.80   | 0.02%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  12660000 | PA      | $13045060.61  | 0.17%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $190074.90    | 0.00%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPX FLOW, Inc.                                                   | SPX FLOW, Inc., 1st Lien Term Loan                                                         | CUSIP: 78470DAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400212 | PA      | $402365.19    | 0.01%             | 2029-04-05      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                   | Rite Aid Corp., Series A                                                                   | CUSIP: 767754CS1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     30159 | PA      | $0.00         | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Ameren Corp.                                                     | Ameren Corp.                                                                               | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19328.36     | 0.00%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140FXTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1535099 | PA      | $1220089.73   | 0.02%             | 2061-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                             | Howard Midstream Energy Partners LLC                                                       | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    830000 | PA      | $865539.77    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| OGE Energy Corp.                                                 | OGE Energy Corp.                                                                           | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    330000 | PA      | $342927.72    | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                   | Entegris, Inc.                                                                             | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1969999.09   | 0.03%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                  | Sumitomo Mitsui Trust Bank Ltd.                                                            | CUSIP: 86563VBE8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203143.40    | 0.00%             | 2027-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140W1D26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14367926 | PA      | $12646429.14  | 0.17%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                         | Spirit AeroSystems, Inc.                                                                   | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    253000 | PA      | $267577.35    | 0.00%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QN3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12365857 | PA      | $11230992.47  | 0.15%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                            | Westpac Banking Corp.                                                                      | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $28219.52     | 0.00%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC Gold Pools, Other                                                                    | CUSIP: 3132XGNV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1152064.72   | 0.02%             | 2032-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury STRIPS Bonds                                                                 | CUSIP: 912834KH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10019000 | PA      | $4593054.55   | 0.06%             | 2041-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                 | S&P Global, Inc.                                                                           | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    563000 | PA      | $390773.54    | 0.01%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                 | Ventas Realty LP                                                                           | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    585000 | PA      | $605088.76    | 0.01%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                  | Comision Ejecutiva Hidroelectrica del Rio Lempa                                            | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | NUSS              | SV        |    378000 | PA      | $386652.42    | 0.01%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                             | Cheniere Corpus Christi Holdings LLC                                                       | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6314264.84   | 0.08%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc.                                                                   | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    423184 | PA      | $414720.32    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                            | Walt Disney Co. (The)                                                                      | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $1989023.12   | 0.03%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                        | SCF Equipment Leasing LLC, Series 2023-1A, Class B                                         | CUSIP: 784024AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4131328.80   | 0.06%             | 2032-05-20      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LLFY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1216000 | PA      | $1222018.93   | 0.02%             | 2033-10-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                               | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2350000 | PA      | $2240828.94   | 0.03%             | 2030-08-13      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                            | FMC GMSR Issuer Trust, Series 2024-SAT1, Class A                                           | CUSIP: 30259RAR6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6900000 | PA      | $6991097.25   | 0.09%             | 2027-03-26      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                                           | Extra Space Storage LP                                                                     | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     88000 | PA      | $78926.17     | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                               | Crown Castle, Inc.                                                                         | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264465.84    | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3227879.25   | 0.04%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                                                 | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    275000 | PA      | $283231.03    | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential                                             | Progress Residential, Series 2021-SFR3, Class E2                                           | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    645000 | PA      | $637329.47    | 0.01%             | 2026-05-17      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 31418AFN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7244 | PA      | $6745.19      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GAM Re-REMIC TRUST                                               | GAM Re-REMIC TRUST, Series 2021-FRR2, Class BK78                                           | CUSIP: 36459TBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5734000 | PA      | $4987204.41   | 0.07%             | 2051-09-27      | Variable      | 2.37%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Re-REMIC Trust                                             | BAMLL Re-REMIC Trust, Series 2025-FRR5, Class CK73                                         | CUSIP: 05494BAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3523025.60   | 0.05%             | 2051-02-27      | Variable      | 1.02%                 | Yes           |                  2 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                                                | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    977000 | PA      | $756272.35    | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                    | Cencora, Inc.                                                                              | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    770000 | PA      | $778483.58    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2759465 | PA      | $2193208.36   | 0.03%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                                                       | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  10770000 | PA      | $11050681.49  | 0.15%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Packaging Corp. of America                                       | Packaging Corp. of America                                                                 | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    285000 | PA      | $216475.84    | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1195083.21   | 0.02%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2019-KG01, Class X2B                                          | CUSIP: 30298CAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16000000 | PA      | $47801.60     | 0.00%             | 2029-05-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                            | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2709415.93   | 0.04%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP                                                                        | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   4240000 | PA      | $4071446.43   | 0.05%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                           | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4436814.23   | 0.06%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617FL5S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6234865 | PA      | $6127727.43   | 0.08%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 19K-1510, Class C                                             | CUSIP: 30265DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $4952348.00   | 0.07%             | 2034-01-25      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Gilead Sciences, Inc.                                            | Gilead Sciences, Inc.                                                                      | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2680126.76   | 0.04%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd.                                                 | HGI CRE CLO Ltd., Series 2022-FL3, Class E                                                 | CUSIP: 403950AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    663500 | PA      | $660042.50    | 0.01%             | 2037-04-20      | Floating      | 8.64%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                               | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    720000 | PA      | $691703.70    | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 2021-MN3, Class M1                                                           | CUSIP: 35563GAA7<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | USGSE             | US        |    354161 | PA      | $354870.18    | 0.00%             | 2051-11-25      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                             | Mitsubishi UFJ Financial Group, Inc.                                                       | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1060000 | PA      | $1034151.32   | 0.01%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                             | Archrock Partners LP                                                                       | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $425411.11    | 0.01%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Intelsat SA                                                      | Intelsat SA                                                                                | CUSIP: N/A<br>LEI: 549300YV2L21F4K80V46       | Long             | EC               | CORP              | LU        |       270 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GNMA                                                             | GNMA I, 30 Year                                                                            | CUSIP: 3622ABRP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7628504 | PA      | $7161163.30   | 0.10%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2022-SFR1, Class F                                                      | CUSIP: 00179WAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $745630.05    | 0.01%             | 2039-03-17      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group plc                                               | Vodafone Group plc                                                                         | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $955224.04    | 0.01%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140NY7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11990000 | PA      | $11998952.09  | 0.16%             | 2032-08-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLMC                                                       | FNMA/FHLMC UMBS, Single Family, 30 Year                                                    | CUSIP: 01F052698<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  55000000 | PA      | $55309635.70  | 0.74%             | 2055-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II                                                                                    | CUSIP: 3617X0T92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5877011 | PA      | $6110319.65   | 0.08%             | 2071-10-20      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc.                                                                      | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19696.83     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp.                                                        | RTX Corp.                                                                                  | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    520000 | PA      | $458297.30    | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                         | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    965000 | PA      | $976252.66    | 0.01%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Wynn Las Vegas LLC                                               | Wynn Las Vegas LLC                                                                         | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125083.38    | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                              | Kinder Morgan, Inc.                                                                        | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $636150.88    | 0.01%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2022-SFR3, Class F                                      | CUSIP: 74331UAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665000 | PA      | $663486.26    | 0.01%             | 2039-04-17      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                               | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3689524.45   | 0.05%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                               | Saavi Energia Sarl                                                                         | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1883000 | PA      | $2001271.23   | 0.03%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                       | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    480000 | PA      | $466655.20    | 0.01%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FRTKL                                                            | FRTKL, Series 2021-SFR1, Class D                                                           | CUSIP: 30322DAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $967887.00    | 0.01%             | 2038-09-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 21K-1519, Class X2B                                           | CUSIP: 30320AAL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12601391 | PA      | $89238.01     | 0.00%             | 2035-12-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                      | Nationwide Building Society                                                                | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $349908.81    | 0.00%             | 2029-03-08      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4862, Class NO                                                        | CUSIP: 3137FKUH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4820514 | PA      | $3014917.19   | 0.04%             | 2057-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                            | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     55000 | PA      | $39109.36     | 0.00%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| MVW LLC                                                          | MVW LLC, Series 2022-2A, Class D                                                           | CUSIP: 55400VAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    872524 | PA      | $883851.92    | 0.01%             | 2041-10-21      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                                      | ONEOK, Inc.                                                                                | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1409980.91   | 0.02%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                               | CNO Global Funding                                                                         | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025813.29   | 0.01%             | 2027-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                         | Central Garden & Pet Co.                                                                   | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144349.72    | 0.00%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                 | DTE Electric Co.                                                                           | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38672.21     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                       | Outfront Media Capital LLC                                                                 | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1282098.38   | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                          | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  17600000 | PA      | $18149224.72  | 0.24%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                    | White Cap Supply Holdings LLC, 1st Lien Term Loan C                                        | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    987475 | PA      | $987573.44    | 0.01%             | 2029-10-19      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                     | Mizuho Financial Group, Inc.                                                               | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    580000 | PA      | $604169.56    | 0.01%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                               | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73130.44     | 0.00%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc., 1st Lien Term Loan                                   | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |   1169280 | PA      | $1168987.76   | 0.02%             | 2028-08-23      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                            | Alexandria Real Estate Equities, Inc.                                                      | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    317000 | PA      | $256866.52    | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36482900 | PA      | $22669277.06  | 0.30%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia plc                                      | Prudential Funding Asia plc                                                                | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $448850.00    | 0.01%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LLEU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1988871.30   | 0.03%             | 2033-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LJQR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1963186 | PA      | $1999976.46   | 0.03%             | 2033-01-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                               | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     87000 | PA      | $85935.12     | 0.00%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| CoreVest American Finance Trust                                  | CoreVest American Finance Trust, Series 2019-2, Class E                                    | CUSIP: 21872GAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1043000 | PA      | $974791.76    | 0.01%             | 2052-06-15      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co.                                                             | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2103883.72   | 0.03%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                               | Aqua Finance Trust, Series 2019-A, Class B                                                 | CUSIP: 038370AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111798 | PA      | $109345.57    | 0.00%             | 2040-07-16      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems US Holdings, Inc.                         | Axalta Coating Systems US Holdings, Inc., 1st Lien Term Loan B-7                           | CUSIP: 90347BAP3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    567559 | PA      | $568910.26    | 0.01%             | 2029-12-20      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                             | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    914000 | PA      | $892179.78    | 0.01%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                 | American Builders & Contractors Supply Co., Inc.                                           | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161245.92    | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp.                                              | Realty Income Corp.                                                                        | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    579000 | PA      | $547403.91    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K105, Class X2B                                          | CUSIP: 302975BC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  23000000 | PA      | $84327.20     | 0.00%             | 2053-03-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| MNR ABS Issuer I LLC                                             | MNR ABS Issuer I LLC                                                                       | CUSIP: 55317XAC3<br>LEI: 254900P5PAYARXBH9O74 | Long             | ABS-O            | CORP              | US        |   2573461 | PA      | $2607430.76   | 0.03%             | 2038-12-15      | Fixed         | 12.44%                | No            |                  3 | On Loan: No      |
| Virgin Media Secured Finance plc                                 | Virgin Media Secured Finance plc                                                           | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    580000 | PA      | $571093.11    | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                         | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $259020.00    | 0.00%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Corp.                                               | Atmos Energy Corp.                                                                         | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     52000 | PA      | $52422.42     | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                      | Wayfair LLC                                                                                | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1616111.97   | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K118, Class D                                            | CUSIP: 30316TAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13900000 | PA      | $9360503.25   | 0.12%             | 2053-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, 1st Lien Term Loan B-13                                                       | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    170000 | PA      | $167960.00    | 0.00%             | 2030-09-19      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| SES SA                                                           | SES SA                                                                                     | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | EC               | CORP              | LU        |       270 | NS      | $3442.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Quest Diagnostics, Inc.                                          | Quest Diagnostics, Inc.                                                                    | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51704.19     | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3132DN4J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1680286 | PA      | $1570930.31   | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    117000 | PA      | $116982.50    | 0.00%             | 2027-06-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                         | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    455000 | PA      | $503198.15    | 0.01%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                                             | INEOS US Finance LLC, 1st Lien Term Loan                                                   | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1485019 | PA      | $1360024.76   | 0.02%             | 2030-02-18      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                      | Swedbank AB                                                                                | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $204540.23    | 0.00%             | 2027-09-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                     | Islamic Republic of Pakistan                                                               | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   1100000 | PA      | $1084050.00   | 0.01%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                             | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    450000 | PA      | $427434.65    | 0.01%             | 2028-09-30      | Variable      | 1.90%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp.                                                        | RTX Corp.                                                                                  | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1736869.86   | 0.02%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp., Series FIX                                                          | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12435000 | PA      | $12833952.11  | 0.17%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2021-44, Class QM                                                             | CUSIP: 38382PMS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6191507 | PA      | $4960334.86   | 0.07%             | 2051-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                             | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7600000 | PA      | $7743440.20   | 0.10%             | 2035-11-19      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                           | Standard Chartered plc                                                                     | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   8000000 | PA      | $8201440.00   | 0.11%             | 2029-01-21      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                       | Mars, Inc.                                                                                 | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  18010000 | PA      | $18382134.15  | 0.24%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1520, Class X1          | CUSIP: 3137FYTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4455518 | PA      | $151946.08    | 0.00%             | 2036-02-25      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 36179XLC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14733813 | PA      | $12570164.37  | 0.17%             | 2052-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                                       | CPS Auto Receivables Trust, Series 2022-D, Class D                                         | CUSIP: 12663UAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1039759.30   | 0.01%             | 2029-01-16      | Fixed         | 8.73%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $103791.33    | 0.00%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                                     | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    310000 | PA      | $293674.07    | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BG Beta I Ltd.                                                   | BG Beta Ltd.                                                                               | CUSIP: 05593PAD8<br>LEI: 254900Z3OU5JTNX05R08 | Long             | ABS-O            | CORP              | KY        |   3822000 | PA      | $3917076.07   | 0.05%             | 2054-07-16      | Fixed         | 6.28%                 | No            |                  3 | On Loan: No      |
| United States of America                                         | U.S. Treasury STRIPS Bonds                                                                 | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    207000 | PA      | $93464.67     | 0.00%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                        | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MT                         | CUSIP: 35563PLG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3930685 | PA      | $3524124.81   | 0.05%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XPZG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7597094 | PA      | $6401525.24   | 0.09%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                       | Exeter Select Automobile Receivables Trust, Series 2025-1, Class B                         | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3542822.15   | 0.05%             | 2031-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                               | Union Electric Co.                                                                         | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1333386.27   | 0.02%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                           | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    315000 | PA      | $322122.24    | 0.00%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                          | Element Solutions, Inc.                                                                    | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    625000 | PA      | $605841.81    | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140HVA38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2107000 | PA      | $1867060.78   | 0.02%             | 2034-09-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617XW3R0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    424767 | PA      | $377008.97    | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133A9CH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1961385 | PA      | $1651304.91   | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                          | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5370000 | PA      | $5127141.48   | 0.07%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                             | Republic of Paraguay                                                                       | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |   1600000 | PA      | $1460496.00   | 0.02%             | 2048-03-13      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                 | Berkshire Hathaway Finance Corp.                                                           | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    715000 | PA      | $542946.90    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                 | S&P Global, Inc.                                                                           | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    456000 | PA      | $436370.34    | 0.01%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                          | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    820000 | PA      | $868118.22    | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                              | Cisco Systems, Inc.                                                                        | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   6870000 | PA      | $7095484.80   | 0.09%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC                          | Banco Nacional de Comercio Exterior SNC                                                    | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    670000 | PA      | $687172.10    | 0.01%             | 2030-05-07      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                           | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1269560.71   | 0.02%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                               | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $9882362.00   | 0.13%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                               | Altria Group, Inc.                                                                         | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    480000 | PA      | $417867.19    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts LLC                                             | Westgate Resorts LLC, Series 2022-1A, Class D                                              | CUSIP: 96034JAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148057 | PA      | $145739.17    | 0.00%             | 2036-08-20      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                             | LHOME Mortgage Trust, Series 2023-RTL1, Class A1                                           | CUSIP: 50205NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274590 | PA      | $274830.93    | 0.00%             | 2028-01-25      | Variable      | 9.37%                 | Yes           |                  3 | On Loan: No      |
| United States of America                                         | U.S. Treasury STRIPS Bonds                                                                 | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18035000 | PA      | $7101050.04   | 0.09%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Diversified Gas & Oil Corp.                                      | Diversified Gas & Oil Corp.                                                                | CUSIP: N/A<br>LEI: 5493008O08WU7K5XC271       | Long             | DBT              | CORP              | US        |  21250000 | PA      | $20722279.20  | 0.28%             | 2029-04-09      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                                       | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $25759.52     | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GAM Re-REMIC Trust                                               | GAM Re-REMIC Trust, Series 2022-FRR3, Class BK89                                           | CUSIP: 36459DCQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3249876.80   | 0.04%             | 2052-01-27      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Paraguay Government International Bond                           | Republic of Paraguay                                                                       | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |   3100000 | PA      | $2728542.50   | 0.04%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3132DQ6C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3317540 | PA      | $3213141.54   | 0.04%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                        | Williams Cos., Inc. (The)                                                                  | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1937753.64   | 0.03%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LJQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2177000 | PA      | $2221525.85   | 0.03%             | 2033-02-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3649008 | PA      | $3111853.98   | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                              | NuStar Logistics LP                                                                        | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1045745.92   | 0.01%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                       | PG&E Corp.                                                                                 | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    760000 | PA      | $740672.59    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                          | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1015000 | PA      | $1037199.45   | 0.01%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617V83L8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    206803 | PA      | $193960.23    | 0.00%             | 2051-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                              | Kinetik Holdings LP                                                                        | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   6649000 | PA      | $6705948.69   | 0.09%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Icon Parent, Inc.                                                | Icon Parent, Inc., 1st Lien Term Loan                                                      | CUSIP: 45115DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2493750 | PA      | $2494348.50   | 0.03%             | 2031-11-13      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                            | Gray Oak Pipeline LLC                                                                      | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    477000 | PA      | $475484.66    | 0.01%             | 2025-10-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Salesforce, Inc.                                                 | Salesforce, Inc.                                                                           | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1308511.95   | 0.02%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class D                      | CUSIP: 10805NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3937000 | PA      | $4028661.23   | 0.05%             | 2030-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| STAR Trust                                                       | STAR Trust, Series 2025-SFR5, Class A                                                      | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6491000 | PA      | $6495056.88   | 0.09%             | 2042-02-17      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                         | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $995211.89    | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                       | Avis Budget Car Rental LLC                                                                 | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $101720.82    | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                         | Puget Sound Energy, Inc.                                                                   | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   3377000 | PA      | $3327116.95   | 0.04%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3142GTGW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6349219 | PA      | $6432952.93   | 0.09%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8454000 | PA      | $5260963.85   | 0.07%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                               | PG&E Wildfire Recovery Funding LLC, Series A-5                                             | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $64275.47     | 0.00%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 31427NW62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8034894 | PA      | $6736623.70   | 0.09%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Knife River Corp.                                                | Knife River Corp.                                                                          | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1284789.80   | 0.02%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                | GLS Auto Receivables Issuer Trust, Series 2023-1A, Class E                                 | CUSIP: 36266XAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1655461.05   | 0.02%             | 2030-03-15      | Fixed         | 11.42%                | Yes           |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                      | Acadia Healthcare Co., Inc.                                                                | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1387965.29   | 0.02%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                            | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1186669.21   | 0.02%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2022-SFR2, Class G                                            | CUSIP: 33767PAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4710000 | PA      | $4474703.94   | 0.06%             | 2039-07-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $513887.89    | 0.01%             | 2030-01-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                            | Alexandria Real Estate Equities, Inc.                                                      | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26257.97     | 0.00%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                    | Federative Republic of Brazil                                                              | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2215000 | PA      | $2152980.00   | 0.03%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                     | Antero Midstream Partners LP                                                               | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $469885.56    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HIN Timeshare Trust                                              | HIN Timeshare Trust, Series 2020-A, Class D                                                | CUSIP: 40439HAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297143 | PA      | $292251.26    | 0.00%             | 2039-10-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                               | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4895357.05   | 0.07%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                  | Sinclair Television Group, Inc.                                                            | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512250.00    | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                                 | First Investors Auto Owner Trust, Series 2021-2A, Class C                                  | CUSIP: 32057JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1743486 | PA      | $1726555.84   | 0.02%             | 2027-11-15      | Fixed         | 1.47%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                                       | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3914606.86   | 0.05%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                           | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1517150.62   | 0.02%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                            | United Airlines, Inc.                                                                      | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1653277.42   | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                      | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1501299.02   | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                               | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    265000 | PA      | $311213.09    | 0.00%             | 2033-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Shell International Finance BV                                   | Shell International Finance BV                                                             | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    620000 | PA      | $445550.46    | 0.01%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                       | Lamb Weston Holdings, Inc.                                                                 | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    870000 | PA      | $834114.24    | 0.01%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                             | NOVA Chemicals Corp.                                                                       | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   2105000 | PA      | $2261033.13   | 0.03%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133USHS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12547782 | PA      | $10975538.27  | 0.15%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA ACES, Series 2022-M2S, Class A1                                                       | CUSIP: 3136BPGK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16077 | PA      | $16011.93     | 0.00%             | 2032-05-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| UOG ABS Issuer I LLC                                             | UOG ABS Issuer LLC, Series 2023-1, Class A1                                                | CUSIP: 90319TAA1<br>LEI: 254900YID84NR2CXVT21 | Long             | ABS-O            | CORP              | US        |    719325 | PA      | $740544.90    | 0.01%             | 2040-06-05      | Fixed         | 8.35%                 | Yes           |                  3 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                                        | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285523.26    | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                       | iHeartCommunications, Inc.                                                                 | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     20000 | PA      | $11832.37     | 0.00%             | 2030-05-01      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                          | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1825000 | PA      | $1869484.48   | 0.02%             | 2031-05-23      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LK2R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2558000 | PA      | $2558337.73   | 0.03%             | 2033-07-01      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2021-SFR2, Class F2                                           | CUSIP: 33767TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7886000 | PA      | $7597336.91   | 0.10%             | 2038-09-17      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                 | Bombardier, Inc.                                                                           | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1315000 | PA      | $1417158.41   | 0.02%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6775000 | PA      | $4049915.06   | 0.05%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                        | FHLMC Seasoned Credit Risk Transfer Trust, Series 2018-2, Class M55D                       | CUSIP: 35563PFP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    240464 | PA      | $226711.01    | 0.00%             | 2057-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                          | Bath & Body Works, Inc.                                                                    | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    950000 | PA      | $989434.50    | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                   | Piedmont Natural Gas Co., Inc.                                                             | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87901.39     | 0.00%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                             | BBCMS Mortgage Trust, Series 2016-ETC, Class E                                             | CUSIP: 05491LAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8413000 | PA      | $7685041.62   | 0.10%             | 2036-08-14      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Jonah Energy ABS II LLC                                          | Jonah Energy ABS LLC, Series 2025-1A, Class A2                                             | CUSIP: 479913AE5<br>LEI: 254900MMTK6TS4MGMV20 | Long             | ABS-O            | CORP              | US        |   7505234 | PA      | $7644831.13   | 0.10%             | 2040-12-10      | Fixed         | 7.36%                 | Yes           |                  3 | On Loan: No      |
| MGM Resorts International                                        | MGM Resorts International                                                                  | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    755000 | PA      | $774819.51    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance Issuance Trust, Series 2021-BA, Class E                                    | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7815000 | PA      | $7269969.40   | 0.10%             | 2036-11-20      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2019-KS12, Class B                                            | CUSIP: 30311XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9898221 | PA      | $9899728.26   | 0.13%             | 2029-08-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2011-112, Class PB                                                     | CUSIP: 3136A1G82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89363 | PA      | $87192.97     | 0.00%             | 2041-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Incora Intermediate LLC                                          | Incora Intermediate LLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       285 | NS      | $5657.25      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                                       | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3305000 | PA      | $3505911.21   | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LH3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1023597 | PA      | $1047691.97   | 0.01%             | 2032-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                     | PPL Electric Utilities Corp.                                                               | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    382000 | PA      | $419141.96    | 0.01%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140FXZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17172361 | PA      | $15910517.35  | 0.21%             | 2063-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOLT CII LLC                                                     | VOLT CII LLC, Series 2021-NP11, Class A1                                                   | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1128931 | PA      | $1128433.04   | 0.02%             | 2051-08-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LGB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1698033 | PA      | $1610544.85   | 0.02%             | 2032-05-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LHBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1015345 | PA      | $983437.11    | 0.01%             | 2032-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                       | Ball Corp.                                                                                 | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1027257.88   | 0.01%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  54417400 | PA      | $49296637.77  | 0.66%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                              | Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M2                            | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1549902.90   | 0.02%             | 2043-07-25      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LDZ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1104046 | PA      | $970875.24    | 0.01%             | 2032-01-01      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                             | Siemens Financieringsmaatschappij NV                                                       | CUSIP: 82620KAM5<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $256271.44    | 0.00%             | 2046-09-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty SR, Inc.                                            | Arbor Realty SR, Inc., Series QIB                                                          | CUSIP: 03881NAG2<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9977182.40   | 0.13%             | 2027-10-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140Y6YH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25270825 | PA      | $25657779.01  | 0.34%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                 | Multi-Family Connecticut Avenue Securities Trust, Series 2019-01, Class M10                | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |  11656132 | PA      | $11831101.47  | 0.16%             | 2049-10-25      | Floating      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                                    | AIB Group plc                                                                              | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   3200000 | PA      | $3403692.38   | 0.05%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                             | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1139500.39   | 0.02%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                           | MidAmerican Energy Co.                                                                     | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45384.63     | 0.00%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                  | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2767763.01   | 0.04%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Avient Corp.                                                     | Avient Corp.                                                                               | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    480000 | PA      | $488886.24    | 0.01%             | 2031-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GAM Re-REMIC Trust                                               | GAM Re-REMIC Trust, Series 2021-FRR1, Class 2C                                             | CUSIP: 364614AS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $1897411.12   | 0.03%             | 2050-11-29      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| American Tower Corp.                                             | American Tower Corp.                                                                       | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617022.23    | 0.01%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140N8GV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1483591 | PA      | $1472641.10   | 0.02%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reach ABS Trust                                                  | Reach ABS Trust, Series 2025-2A, Class D                                                   | CUSIP: 75525QAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1016136.70   | 0.01%             | 2032-08-18      | Fixed         | 7.31%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2020-SFR1, Class H                                            | CUSIP: 33767MAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7656000 | PA      | $7630264.36   | 0.10%             | 2037-08-17      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                              | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    450000 | PA      | $388011.40    | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                                    | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3750000 | PA      | $3312474.26   | 0.04%             | 2032-10-19      | Variable      | 3.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II                                                                                    | CUSIP: 3617XP5A0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    420344 | PA      | $436428.95    | 0.01%             | 2071-11-20      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                              | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $2424425.78   | 0.03%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP, 1st Lien Term Loan                                                      | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    992500 | PA      | $990187.48    | 0.01%             | 2031-08-04      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| EQV Abs Issuer I LLC                                             | EQV ABS Issuer LLC                                                                         | CUSIP: 29476QAD8<br>LEI: 254900AKBSYT3UNVVC48 | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5500000.00   | 0.07%             | 2040-12-15      | Fixed         | 10.76%                | No            |                  3 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K105, Class X2A                                          | CUSIP: 302975BA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 100031028 | PA      | $329622.24    | 0.00%             | 2053-03-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust, Series 2024-1A, Class C                                          | CUSIP: 349941AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    517912 | PA      | $536641.91    | 0.01%             | 2049-12-15      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                      | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3835000 | PA      | $4016767.50   | 0.05%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp.                                            | Range Resources Corp.                                                                      | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1308472.58   | 0.02%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                   | NNN REIT, Inc.                                                                             | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $780781.04    | 0.01%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                              | NatWest Markets plc                                                                        | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2295000 | PA      | $2381831.51   | 0.03%             | 2029-05-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                           | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57284.76     | 0.00%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Terex Corp.                                                      | Terex Corp.                                                                                | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270497.65    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Synaptics, Inc.                                                  | Synaptics, Inc.                                                                            | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1221738.75   | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140FXRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59118 | PA      | $50938.58     | 0.00%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                         | JBS USA Holding Lux Sarl                                                                   | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $512617.71    | 0.01%             | 2066-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust, Series 2024-1A, Class D                                          | CUSIP: 349941AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4669695 | PA      | $4921885.29   | 0.07%             | 2049-12-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                        | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 225110200 | PA      | $231916267.33 | 3.09%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                 | Burlington Northern Santa Fe LLC                                                           | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6280000 | PA      | $6100522.12   | 0.08%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                               | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $2814747.53   | 0.04%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                          | Entergy Mississippi LLC                                                                    | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3188149.77   | 0.04%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                               | United Airlines Pass-Through Trust, Series 2016-2, Class A                                 | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6236 | PA      | $5879.86      | 0.00%             | 2028-10-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                             | Sprint Capital Corp.                                                                       | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    258000 | PA      | $277548.48    | 0.00%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                      | Prologis LP                                                                                | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    596000 | PA      | $557348.82    | 0.01%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140NQAU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1516411 | PA      | $1497357.02   | 0.02%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                           | John Deere Owner Trust, Series 2023-B, Class A4                                            | CUSIP: 477920AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2227902.38   | 0.03%             | 2030-05-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2018-K155, Class X2A                                          | CUSIP: 30296QAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  91626591 | PA      | $435409.56    | 0.01%             | 2033-04-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                                   | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    485000 | PA      | $316481.56    | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2021-119, Class JG                                                            | CUSIP: 38382UX97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6158525 | PA      | $5299506.54   | 0.07%             | 2051-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                           | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4550000 | PA      | $4652793.19   | 0.06%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                           | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    167000 | PA      | $170105.56    | 0.00%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                           | Encompass Health Corp.                                                                     | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77563.51     | 0.00%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133A72T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2651824 | PA      | $2235093.32   | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140LQVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6031928 | PA      | $5042885.42   | 0.07%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                             | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2517864.18   | 0.03%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                          | Aon North America, Inc.                                                                    | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $342841.74    | 0.00%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140JWNV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198496 | PA      | $181369.72    | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 15 Year                                                                        | CUSIP: 3132CXQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12223963 | PA      | $10710912.62  | 0.14%             | 2037-03-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                         | JBS USA Holding Lux SARL                                                                   | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    305000 | PA      | $286674.32    | 0.00%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                               | ConocoPhillips Co.                                                                         | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    990000 | PA      | $715629.09    | 0.01%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2021-SFR3, Class C                                                      | CUSIP: 00180UAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1829577.45   | 0.02%             | 2038-10-17      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                   | Charles River Laboratories International, Inc.                                             | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1012989.10   | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2363000 | PA      | $2432727.40   | 0.03%             | 2030-05-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                          | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6914000 | PA      | $7178819.13   | 0.10%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                               | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1881730.78   | 0.03%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140JBFG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11418361 | PA      | $9410380.45   | 0.13%             | 2032-10-01      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                               | Imola Merger Corp.                                                                         | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1515976.50   | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                               | Wand NewCo 3, Inc., 1st Lien Term Loan                                                     | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    482445 | PA      | $481301.25    | 0.01%             | 2031-01-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2021-95, Class GA                                                      | CUSIP: 3136BKUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18855868 | PA      | $15911974.55  | 0.21%             | 2051-03-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA ACES, Series 2022-M1G, Class A2                                                       | CUSIP: 3136BLRM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2700000 | PA      | $2340086.49   | 0.03%             | 2031-09-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133BH7C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1512280 | PA      | $1414095.01   | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc., Series B                                                            | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    410000 | PA      | $438798.40    | 0.01%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                | GLS Auto Select Receivables Trust, Series 2024-1A, Class B                                 | CUSIP: 37988XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1016518.40   | 0.01%             | 2030-03-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                                   | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417020.10    | 0.01%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                       | Mars, Inc.                                                                                 | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1015385.87   | 0.01%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                           | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    930000 | PA      | $953479.71    | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HGI CRE CLO Ltd.                                                 | HGI CRE CLO Ltd., Series 2022-FL3, Class B                                                 | CUSIP: 403950AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000475.00   | 0.01%             | 2037-04-20      | Floating      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                        | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MA                         | CUSIP: 35563PJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2669683 | PA      | $2592091.15   | 0.03%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                               | DT Midstream, Inc.                                                                         | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1048688.89   | 0.01%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Valaris Ltd.                                                     | Valaris Ltd.                                                                               | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1110000 | PA      | $1155605.46   | 0.02%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                        | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    590000 | PA      | $588602.05    | 0.01%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2018-K157, Class C                                            | CUSIP: 30297EAS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10448587 | PA      | $5350726.63   | 0.07%             | 2033-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3618LLXM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $5193370.95   | 0.07%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                             | Owens-Brockway Glass Container, Inc.                                                       | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1004214.49   | 0.01%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                       | TransCanada PipeLines Ltd.                                                                 | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1650000 | PA      | $1590437.62   | 0.02%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2023-SFR2, Class E1                                                     | CUSIP: 00178YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3132664.59   | 0.04%             | 2040-06-17      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA ACES, Series 2023-M8, Class A2                                                        | CUSIP: 3136BQSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2980000 | PA      | $2997822.49   | 0.04%             | 2033-03-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                    | Asbury Automotive Group, Inc.                                                              | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    322000 | PA      | $318202.46    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Acushnet Co.                                                     | Acushnet Co.                                                                               | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    585000 | PA      | $611457.21    | 0.01%             | 2028-10-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA, Grantor Trust                                              | FNMA, Grantor Trust, Series 2017-T1, Class A                                               | CUSIP: 3136AV6R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1086041 | PA      | $1062176.59   | 0.01%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LHDX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2545436 | PA      | $2465848.17   | 0.03%             | 2032-10-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133BQY67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1808976 | PA      | $1802250.81   | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                   | Southern Co. Gas Capital Corp., Series 21A                                                 | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    710000 | PA      | $448545.87    | 0.01%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                            | Entergy Louisiana LLC                                                                      | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437526.76    | 0.01%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                              | Republic of Ecuador                                                                        | CUSIP: 27927IAF0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1200000 | PA      | $906000.00    | 0.01%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                                       | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    840000 | PA      | $854995.77    | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                 | Berkshire Hathaway Finance Corp.                                                           | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $118075.34    | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                        | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    495000 | PA      | $491838.48    | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                   | Carvana Auto Receivables Trust, Series 2023-P3, Class A4                                   | CUSIP: 14688GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    709000 | PA      | $727684.14    | 0.01%             | 2029-07-10      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140MDRN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3499309 | PA      | $3058716.75   | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Triad Holdings III LLC                                           | Triad Holdings III LLC                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   4439151 | PA      | $4439151.46   | 0.06%             | 2052-04-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                             | GNMA II                                                                                    | CUSIP: 3617XXC56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    854198 | PA      | $894710.42    | 0.01%             | 2072-03-20      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                       | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1295677.92   | 0.02%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                        | Seagate Data Storage Technology Pte. Ltd.                                                  | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    165000 | PA      | $156616.32    | 0.00%             | 2029-06-01      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2021-K126, Class D                                            | CUSIP: 30319DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13000000 | PA      | $8351331.30   | 0.11%             | 2054-01-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                           | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2308132.55   | 0.03%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Partners LP                                                | ONEOK Partners LP                                                                          | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324968.19    | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                         | Sierra Timeshare Receivables Funding LLC, Series 2022-3A, Class D                          | CUSIP: 826934AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    227560 | PA      | $239801.43    | 0.00%             | 2039-07-20      | Fixed         | 10.52%                | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                              | Sirius XM Radio LLC                                                                        | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   5460000 | PA      | $5269355.91   | 0.07%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140FXP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4372285 | PA      | $3781529.00   | 0.05%             | 2060-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                        | PG&E Recovery Funding LLC, Series A-3                                                      | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1127887.54   | 0.02%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XFAK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2701787 | PA      | $2450653.34   | 0.03%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                      | Acadia Healthcare Co., Inc.                                                                | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171046.51    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                     | Drive Auto Receivables Trust, Series 2024-2, Class D                                       | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5800000 | PA      | $5840283.32   | 0.08%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501057.56   | 0.02%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                   | Coherent Corp.                                                                             | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1596975.58   | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                        | SCF Equipment Leasing LLC, Series 2024-1A, Class D                                         | CUSIP: 783896AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3322000 | PA      | $3496364.14   | 0.05%             | 2033-06-21      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                               | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23721.77     | 0.00%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                  | Danske Bank A/S                                                                            | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    845000 | PA      | $881834.18    | 0.01%             | 2030-03-01      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                                                    | CUSIP: 44891ABT3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330124.52    | 0.00%             | 2028-01-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                          | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    360000 | PA      | $355284.37    | 0.00%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                        | XPO, Inc.                                                                                  | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    330000 | PA      | $335731.11    | 0.00%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Dana, Inc.                                                       | Dana, Inc.                                                                                 | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    645000 | PA      | $643974.64    | 0.01%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                               | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   9025000 | PA      | $9041159.44   | 0.12%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                   | NNN REIT, Inc.                                                                             | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226455.43    | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                                  | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   8711000 | PA      | $8649396.07   | 0.12%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                          | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    459000 | PA      | $448884.64    | 0.01%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II                                                                                    | CUSIP: 3617WWP63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6355375 | PA      | $6575055.11   | 0.09%             | 2071-10-20      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                          | Nissan Auto Lease Trust, Series 2023-B, Class A4                                           | CUSIP: 65473FAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $801111.04    | 0.01%             | 2027-11-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                               | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2004878.34   | 0.03%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                    | BHP Billiton Finance USA Ltd.                                                              | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $101183.19    | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sempra                                                           | Sempra                                                                                     | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1988900.20   | 0.03%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                     | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    955000 | PA      | $927371.95    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617FGL46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    815673 | PA      | $808698.00    | 0.01%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LHSR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    890014 | PA      | $890401.16    | 0.01%             | 2030-05-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                   | Enbridge, Inc.                                                                             | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3275000 | PA      | $3704725.85   | 0.05%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                         | Bristol-Myers Squibb Co.                                                                   | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    629000 | PA      | $560373.56    | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                           | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1038943.02   | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable LLC                                            | Time Warner Cable LLC                                                                      | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $1933607.21   | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                  | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1396724.59   | 0.02%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| GAM Re-REMIC TRUST                                               | GAM Re-REMIC TRUST, Series 2021-FRR2, Class CK78                                           | CUSIP: 36459TCA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3768574.50   | 0.05%             | 2051-09-27      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Graphic Packaging International LLC                              | Graphic Packaging International LLC                                                        | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    108000 | PA      | $106730.70    | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                     | Scotts Miracle-Gro Co. (The)                                                               | CUSIP: 810186AW6<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $927613.19    | 0.01%             | 2032-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140FXNS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    528222 | PA      | $491768.09    | 0.01%             | 2059-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HINNT LLC                                                        | HINNT LLC, Series 2025-A, Class D                                                          | CUSIP: 433403AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2846299 | PA      | $2888706.92   | 0.04%             | 2044-03-15      | Fixed         | 8.22%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                               | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108918.90    | 0.00%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 20 Year                                                                         | CUSIP: 31418CKS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249597 | PA      | $246331.43    | 0.00%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                                    | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    890000 | PA      | $982567.55    | 0.01%             | 2034-10-19      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                           | Shell Finance US, Inc.                                                                     | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $108571.06    | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                            | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    179000 | PA      | $194312.73    | 0.00%             | 2031-07-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA/FHLMC                                                       | FNMA/FHLMC UMBS, Single Family, 30 Year                                                    | CUSIP: 01F022691<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  50640000 | PA      | $42038144.26  | 0.56%             | 2055-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140MHLL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    514269 | PA      | $447342.00    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                                                       | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    360000 | PA      | $370017.55    | 0.00%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                                     | BX Commercial Mortgage Trust, Series 2025-COPT, Class A                                    | CUSIP: 05618XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6105000 | PA      | $6112631.25   | 0.08%             | 2042-08-15      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                                   | Public Service Co. of Oklahoma, Series G                                                   | CUSIP: 744533BJ8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    725000 | PA      | $792853.23    | 0.01%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QKXC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29078459 | PA      | $24386373.14  | 0.32%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                        | Consolidated Edison Co. of New York, Inc., Series E                                        | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    225000 | PA      | $193577.06    | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Banc of America Re-REMIC Trust                                   | Banc of America Re-REMIC Trust, Series 2024-FRR1, Class B                                  | CUSIP: 05942XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3604017.50   | 0.05%             | 2049-04-27      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| L3Harris Technologies, Inc.                                      | L3Harris Technologies, Inc.                                                                | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    617000 | PA      | $599865.39    | 0.01%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RXO, Inc.                                                        | RXO, Inc.                                                                                  | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    510000 | PA      | $519945.00    | 0.01%             | 2027-11-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CoreVest American Finance Trust                                  | CoreVest American Finance Trust, Series 2019-3, Class E                                    | CUSIP: 21872NAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $526408.85    | 0.01%             | 2052-10-15      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                         | Svenska Handelsbanken AB                                                                   | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    970000 | PA      | $1005116.69   | 0.01%             | 2028-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                | Eversource Energy                                                                          | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102848.34    | 0.00%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                              | Sonoco Products Co.                                                                        | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3289354.51   | 0.04%             | 2030-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLMC                                                       | FNMA/FHLMC UMBS, Single Family, 30 Year                                                    | CUSIP: 01F060691<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  49000000 | PA      | $50056619.34  | 0.67%             | 2055-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                              | BMD2 Re-REMIC Trust, Series 2019-FRR1, Class 5C                                            | CUSIP: 055631BX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6619500 | PA      | $5240119.98   | 0.07%             | 2052-05-25      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Edison International                                             | Edison International                                                                       | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100972.46    | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                                                    | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1768020.71   | 0.02%             | 2027-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140HJJP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259624 | PA      | $261614.21    | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                               | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59899.13     | 0.00%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140FX3S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17202974 | PA      | $16119967.52  | 0.21%             | 2064-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                     | Zoetis, Inc.                                                                               | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    214000 | PA      | $226400.95    | 0.00%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Eni USA, Inc.                                                    | Eni USA, Inc.                                                                              | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $148905.46    | 0.00%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                                    | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5020000 | PA      | $5023775.64   | 0.07%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                                                       | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33775.87     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury STRIPS Bonds                                                                 | CUSIP: 9128337P9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32559000 | PA      | $26090512.59  | 0.35%             | 2031-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                             | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $3984500.01   | 0.05%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133KNSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1327066 | PA      | $1113534.65   | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                         | Roper Technologies, Inc.                                                                   | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    355000 | PA      | $307816.77    | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                      | Terex Corp.                                                                                | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    861000 | PA      | $871583.41    | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                     | Canadian Pacific Railway Co.                                                               | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1125000 | PA      | $1068673.71   | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp.                                         | Precision Drilling Corp.                                                                   | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $254887.80    | 0.00%             | 2026-01-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                        | Seagate Data Storage Technology Pte. Ltd.                                                  | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    655000 | PA      | $695078.43    | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                           | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13892.64     | 0.00%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                 | Nevada Power Co.                                                                           | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605305.72    | 0.01%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                        | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36764000 | PA      | $35643846.88  | 0.47%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 31377U3F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    624268 | PA      | $608620.68    | 0.01%             | 2030-08-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                    | Calpine Corp.                                                                              | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    285000 | PA      | $282267.15    | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                            | Gilead Sciences, Inc.                                                                      | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    975000 | PA      | $703031.39    | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                               | Venture Global Plaquemines LNG LLC                                                         | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2369805.09   | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140N8GS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691129 | PA      | $686956.67    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust, Series 2023-1A, Class D                                          | CUSIP: 35042AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1464149 | PA      | $1566334.85   | 0.02%             | 2043-12-15      | Fixed         | 9.18%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                     | Performance Food Group, Inc.                                                               | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    981000 | PA      | $979666.53    | 0.01%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                                          | Republic of El Salvador                                                                    | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   2908000 | PA      | $3038860.00   | 0.04%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                               | Banco Santander SA                                                                         | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3200000 | PA      | $3327193.95   | 0.04%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                                  | Microsoft Corp.                                                                            | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    300000 | PA      | $182517.43    | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                       | Mars, Inc.                                                                                 | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  18370000 | PA      | $18721024.98  | 0.25%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LFW91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1925000 | PA      | $1780884.97   | 0.02%             | 2030-10-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                               | Regency Centers LP                                                                         | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    685000 | PA      | $667669.92    | 0.01%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                                | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2953000 | PA      | $3027368.35   | 0.04%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                                                    | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196174.78    | 0.00%             | 2027-02-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Aon Corp.                                                        | Aon Corp.                                                                                  | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $170766.00    | 0.00%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XQYS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  40535732 | PA      | $35344131.77  | 0.47%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1700000 | PA      | $1684494.05   | 0.02%             | 2026-12-14      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3132E0JY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8099664 | PA      | $8052807.46   | 0.11%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                         | Electricite de France SA                                                                   | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    640000 | PA      | $684886.43    | 0.01%             | 2053-05-23      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                  | Santander UK Group Holdings plc                                                            | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1340000 | PA      | $1346424.87   | 0.02%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 2025-MN10, Class M1                                                          | CUSIP: 35563UAA6<br>LEI: 529900M14O2Z3FO2N217 | Long             | ABS-MBS          | USGSE             | US        |   6361022 | PA      | $6307833.30   | 0.08%             | 2045-02-25      | Floating      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                      | IQVIA, Inc.                                                                                | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199193.16    | 0.00%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                | Hertz Corp. (The)                                                                          | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    860000 | PA      | $797161.01    | 0.01%             | 2026-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp.                                               | ITC Holdings Corp.                                                                         | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    405000 | PA      | $380573.70    | 0.01%             | 2030-05-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| TriMas Corp.                                                     | TriMas Corp.                                                                               | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    637000 | PA      | $613002.30    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4913, Class UA                                                        | CUSIP: 3137FNNK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5572528 | PA      | $4991709.18   | 0.07%             | 2049-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                     | Hilton Grand Vacations Trust, Series 2024-1B, Class D                                      | CUSIP: 43283YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2262930 | PA      | $2332489.70   | 0.03%             | 2039-09-15      | Fixed         | 8.85%                 | Yes           |                  2 | On Loan: No      |
| Ameren Corp.                                                     | Ameren Corp.                                                                               | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1541000 | PA      | $1472407.24   | 0.02%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                     | FirstEnergy Transmission LLC                                                               | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $290348.07    | 0.00%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2019-KW10, Class X2B                                          | CUSIP: 30298XAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4200000 | PA      | $13447.98     | 0.00%             | 2032-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                         | Wynn Resorts Finance LLC                                                                   | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    972000 | PA      | $983958.52    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RingCentral, Inc.                                                | RingCentral, Inc.                                                                          | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1285908.52   | 0.02%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                                      | CUSIP: 401494AW9<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    300000 | PA      | $314343.00    | 0.00%             | 2036-06-13      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                             | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191037.46    | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance Issuance Trust, Series 2023-AA, Class E                                    | CUSIP: 56847FAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1571812.50   | 0.02%             | 2035-10-22      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                          | Qnity Electronics, Inc.                                                                    | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     86000 | PA      | $88900.17     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Tricon American Homes                                            | Tricon American Homes, Series 2020-SFR1, Class E                                           | CUSIP: 89613GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $295203.81    | 0.00%             | 2038-07-17      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                          | Bath & Body Works, Inc.                                                                    | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    923000 | PA      | $947881.31    | 0.01%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                  | CSL Finance plc                                                                            | CUSIP: 12661PAG4<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   1370000 | PA      | $1401268.26   | 0.02%             | 2034-04-03      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                 | NCR Atleos Corp., 1st Lien Term Loan B                                                     | CUSIP: 63001PAF8<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |    326400 | PA      | $328302.91    | 0.00%             | 2029-03-27      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                        | Republic of Uzbekistan International Bond                                                  | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    600000 | PA      | $636345.00    | 0.01%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                     | Ardagh Packaging Finance plc                                                               | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1211250.00   | 0.02%             | 2026-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LCX22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25000000 | PA      | $20745557.25  | 0.28%             | 2033-09-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                       | Sherwin-Williams Co. (The)                                                                 | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12639.93     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                 | Sealed Air Corp.                                                                           | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $228240.68    | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                   | Takeda Pharmaceutical Co. Ltd.                                                             | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    743000 | PA      | $484806.43    | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2022-SFR3, Class E1                                                     | CUSIP: 66981YAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1356783.82   | 0.02%             | 2039-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP, 1st Lien Term Loan B                                                    | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   1347494 | PA      | $1345108.85   | 0.02%             | 2030-05-31      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                              | Sirius XM Radio LLC                                                                        | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    867000 | PA      | $806141.33    | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                      | IQVIA, Inc.                                                                                | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3006000 | PA      | $3098635.90   | 0.04%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140FXHG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330144 | PA      | $342402.95    | 0.00%             | 2058-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                                | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  12445000 | PA      | $12782103.69  | 0.17%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3860000 | PA      | $4030605.90   | 0.05%             | 2033-04-13      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Consumers Energy Co.                                             | Consumers Energy Co.                                                                       | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    365000 | PA      | $362341.81    | 0.00%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                     | Avient Corp.                                                                               | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    710000 | PA      | $733520.88    | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                           | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    860000 | PA      | $814808.55    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K115, Class D                                            | CUSIP: 302673AG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12000000 | PA      | $8393468.40   | 0.11%             | 2053-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                                          | Eni SpA                                                                                    | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   2774000 | PA      | $2864255.34   | 0.04%             | 2035-05-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                          | Pfizer Investment Enterprises Pte. Ltd.                                                    | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    540000 | PA      | $541079.97    | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust                                                          | CUSIP: 22530BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5075000.00   | 0.07%             | 2034-04-17      | Fixed         | 7.68%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3142GRMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5310406 | PA      | $5249332.66   | 0.07%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                | Alabama Power Co.                                                                          | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183313.59    | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QRR54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    952792 | PA      | $966003.30    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust, Series 2023-5A, Class C                                 | CUSIP: 22535PAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4820000 | PA      | $5000613.59   | 0.07%             | 2034-04-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                            | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    465000 | PA      | $478037.36    | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DLLAA LLC                                                        | DLLAA LLC, Series 2023-1A, Class A3                                                        | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1265000 | PA      | $1279786.84   | 0.02%             | 2028-02-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                            | Avantor Funding, Inc.                                                                      | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1526474.04   | 0.02%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Re-REMIC Trust                                             | BAMLL Re-REMIC Trust, Series 2024-FRR2, Class D                                            | CUSIP: 05493UAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7830000 | PA      | $7055242.64   | 0.09%             | 2050-07-27      | Variable      | 1.23%                 | Yes           |                  3 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                         | Sierra Timeshare Receivables Funding LLC, Series 2022-1A, Class D                          | CUSIP: 82652TAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141688 | PA      | $141030.83    | 0.00%             | 2038-10-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                             | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    285000 | PA      | $217116.67    | 0.00%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140ADA84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1949407 | PA      | $1979254.26   | 0.03%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                  | Nordea Bank Abp                                                                            | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    400000 | PA      | $409959.46    | 0.01%             | 2027-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140X6W31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2453410 | PA      | $2151682.16   | 0.03%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                               | ITC Holdings Corp.                                                                         | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305430.23    | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                      | Hashemite Kingdom of Jordan                                                                | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    900000 | PA      | $834750.00    | 0.01%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                              | Seasoned Credit Risk Transfer Trust, Series 2025-1, Class MTU                              | CUSIP: 35563PYZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  27816141 | PA      | $24164254.68  | 0.32%             | 2064-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                               | Vital Energy, Inc.                                                                         | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    490000 | PA      | $482792.15    | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                          | Volkswagen Group of America Finance LLC                                                    | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2992049.89   | 0.04%             | 2028-03-27      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Continental Finance Credit Card ABS Master Trust                 | Continental Finance Credit Card ABS Master Trust, Series 2022-A, Class A                   | CUSIP: 66981PAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $827247.30    | 0.01%             | 2030-10-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140NXF73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5953676 | PA      | $5972465.57   | 0.08%             | 2032-01-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                                    | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2680000 | PA      | $2819826.27   | 0.04%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2021-SFR1, Class F2                                           | CUSIP: 33767WAQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4712000 | PA      | $4616830.79   | 0.06%             | 2038-08-17      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LHWM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13290000 | PA      | $12853135.24  | 0.17%             | 2032-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QNPS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2606081 | PA      | $2360895.29   | 0.03%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II                                                                                    | CUSIP: 3617VYM97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    703208 | PA      | $732776.07    | 0.01%             | 2071-11-20      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                         | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |   1500000 | PA      | $1442812.50   | 0.02%             | 2049-06-05      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Re-REMIC Trust                                   | Banc of America Re-REMIC Trust, Series 2024-FRR1, Class A                                  | CUSIP: 05942XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2395844.40   | 0.03%             | 2049-04-27      | Variable      | 2.08%                 | Yes           |                  3 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    850000 | PA      | $705364.00    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                  | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1131968.00   | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XDGG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5524026 | PA      | $4659114.07   | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                               | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  16624000 | PA      | $16464119.01  | 0.22%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140AEL31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14829834 | PA      | $14754811.20  | 0.20%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2022-SFR1, Class F                             | CUSIP: 64831KAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5650000 | PA      | $5515645.26   | 0.07%             | 2039-02-17      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                                              | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   3000000 | PA      | $3200370.66   | 0.04%             | 2034-04-02      | Variable      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                           | Tesla Auto Lease Trust, Series 2023-B, Class A4                                            | CUSIP: 88167QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3314527.92   | 0.04%             | 2027-03-22      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                             | Columbia Pipelines Operating Co. LLC                                                       | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5910000 | PA      | $6256153.61   | 0.08%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Honeywell International, Inc.                                    | Honeywell International, Inc.                                                              | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    650000 | PA      | $604478.38    | 0.01%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5125916.23   | 0.07%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                            | Alexandria Real Estate Equities, Inc.                                                      | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    450000 | PA      | $420934.26    | 0.01%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Masterbrand, Inc.                                                | Masterbrand, Inc.                                                                          | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1149852.33   | 0.02%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                        | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    650000 | PA      | $652860.00    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                            | Axon Enterprise, Inc.                                                                      | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128427.63    | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Station Casinos LLC                                              | Station Casinos LLC                                                                        | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1167972.26   | 0.02%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                             | Meta Platforms, Inc.                                                                       | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3491789.03   | 0.05%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                           | Standard Chartered plc                                                                     | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208360.00    | 0.00%             | 2029-01-09      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                          | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $5038989.67   | 0.07%             | 2029-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-153, Class A2           | CUSIP: 3137H9PB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $970077.10    | 0.01%             | 2032-12-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 31418D7G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3454167 | PA      | $3016058.76   | 0.04%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                               | Wand NewCo 3, Inc.                                                                         | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    807000 | PA      | $853817.30    | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| RWE Finance US LLC                                               | RWE Finance US LLC                                                                         | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    660000 | PA      | $688685.06    | 0.01%             | 2034-04-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                         | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $246720.68    | 0.00%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                         | Blue Racer Midstream LLC                                                                   | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    236000 | PA      | $245526.14    | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2012-61, Class FM                                                             | CUSIP: 38378EJ87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    292818 | PA      | $291291.84    | 0.00%             | 2042-05-16      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                     | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3713000 | PA      | $3614690.90   | 0.05%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                       | Dana, Inc.                                                                                 | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249859.53    | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II, Inc.                                          | Scripps Escrow II, Inc.                                                                    | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $239151.03    | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA I, 30 Year                                                                            | CUSIP: 3618AGT25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1631749 | PA      | $1755993.07   | 0.02%             | 2053-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                               | ConocoPhillips Co.                                                                         | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2220261.33   | 0.03%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                     | ams-OSRAM AG                                                                               | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   1050000 | PA      | $1137072.30   | 0.02%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust, Series 2023-2A, Class C                                 | CUSIP: 22537EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1537066.05   | 0.02%             | 2033-09-15      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2020-SFR1, Class F1                                           | CUSIP: 33767MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2201000 | PA      | $2195377.33   | 0.03%             | 2037-08-17      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24166043 | PA      | $21409181.19  | 0.29%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                      | Nationwide Building Society                                                                | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $313651.07    | 0.00%             | 2028-02-16      | Variable      | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2024-SFR2, Class D                                      | CUSIP: 74290XAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3434000 | PA      | $3229228.52   | 0.04%             | 2041-04-17      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Republic Services, Inc.                                          | Republic Services, Inc.                                                                    | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172428.47    | 0.00%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                       | AerCap Ireland Capital DAC                                                                 | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    760000 | PA      | $795711.15    | 0.01%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| ABL                                                              | ABL, Series 2025-RTL1, Class A1                                                            | CUSIP: 00092RAA7<br>LEI: 254900C9FQN3N2YOSF41 | Long             | ABS-MBS          | CORP              | US        |  10045000 | PA      | $10112018.23  | 0.13%             | 2030-06-25      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    390000 | PA      | $395146.15    | 0.01%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Three LLC                                     | Goodman US Finance Three LLC                                                               | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $581705.79    | 0.01%             | 2028-03-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Essex Portfolio LP                                               | Essex Portfolio LP                                                                         | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2229260.51   | 0.03%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2021-K126, Class X2B                                          | CUSIP: 30319DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  33500000 | PA      | $146183.95    | 0.00%             | 2054-01-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust, Series 2023-4A, Class D                             | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3651772.25   | 0.05%             | 2029-07-16      | Fixed         | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                      | Federal Republic of Nigeria                                                                | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1500000 | PA      | $1472340.00   | 0.02%             | 2028-09-28      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Purewest ABS Issuer LLC                                          | Purewest ABS Issuer LLC, Series 2025-1, Class A2                                           | CUSIP: 74628AAB0<br>LEI: 254900N011GHBESCKS35 | Long             | ABS-O            | CORP              | US        |   5972197 | PA      | $6074321.95   | 0.08%             | 2040-04-05      | Fixed         | 6.53%                 | Yes           |                  3 | On Loan: No      |
| GNMA                                                             | GNMA II, Single Family, 30 Year                                                            | CUSIP: 21H050698<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  31025000 | PA      | $30709851.15  | 0.41%             | 2055-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                     | Hess Midstream Operations LP                                                               | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1498099.64   | 0.02%             | 2030-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                                  | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    199000 | PA      | $198425.95    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                         | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    990000 | PA      | $1020619.47   | 0.01%             | 2028-07-12      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2022-SFR3, Class E2                                                     | CUSIP: 66981YAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3504000 | PA      | $3382316.94   | 0.05%             | 2039-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                         | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    355000 | PA      | $358641.63    | 0.00%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2022-SFR2, Class E2                                     | CUSIP: 74332VAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    651000 | PA      | $634333.29    | 0.01%             | 2027-04-17      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617AT4J9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18750 | PA      | $17607.22     | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA ACES, Series 2021-M3, Class X1                                                        | CUSIP: 3136BDXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    477786 | PA      | $30806.32     | 0.00%             | 2033-11-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                             | Archrock Partners LP                                                                       | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $173157.60    | 0.00%             | 2027-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2021-SFR2, Class E2                                           | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    814000 | PA      | $784999.22    | 0.01%             | 2038-09-17      | Fixed         | 2.36%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                         | AthenaHealth Group, Inc., 1st Lien Term Loan                                               | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   1737373 | PA      | $1735565.73   | 0.02%             | 2029-02-15      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                        | FHLMC Seasoned Credit Risk Transfer Trust, Series 2020-3, Class M5TW                       | CUSIP: 35563PTN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    384272 | PA      | $344152.61    | 0.00%             | 2060-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                            | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314970.48    | 0.00%             | 2026-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                               | Venture Global Plaquemines LNG LLC                                                         | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    495000 | PA      | $519477.75    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse USA LLC                                            | Credit Suisse USA LLC                                                                      | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |     53000 | PA      | $60572.65     | 0.00%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2022-SFR3, Class D                                                      | CUSIP: 66981YAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2120000 | PA      | $2058663.52   | 0.03%             | 2039-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                            | Sumitomo Mitsui Financial Group, Inc.                                                      | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    255000 | PA      | $263448.13    | 0.00%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Sigeco Securitization I LLC                                      | Sigeco Securitization I LLC, Series A1                                                     | CUSIP: 82655KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47253 | PA      | $48050.44     | 0.00%             | 2036-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                            | Directv Financing LLC                                                                      | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    956000 | PA      | $951219.27    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CFIN 2022-RTL1 Issuer LLC                                        | CFIN 2022-RTL1 Issuer LLC, Class B                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   5363828 | PA      | $5363828.27   | 0.07%             | 2027-08-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust, Series 2021-2A, Class B                                            | CUSIP: 52604DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1545000 | PA      | $1449471.72   | 0.02%             | 2032-04-20      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                               | FS Luxembourg Sarl                                                                         | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    773000 | PA      | $810498.23    | 0.01%             | 2031-02-12      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                              | GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1                            | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7124439 | PA      | $6939811.67   | 0.09%             | 2065-07-25      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                              | Suncor Energy, Inc.                                                                        | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     46000 | PA      | $49759.11     | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MVW LLC                                                          | MVW LLC, Series 2019-2A, Class B                                                           | CUSIP: 55400DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23391 | PA      | $23149.11     | 0.00%             | 2038-10-20      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| FHF Trust                                                        | FHF Trust, Series 2022-2A, Class A                                                         | CUSIP: 31568EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176701 | PA      | $177454.71    | 0.00%             | 2027-12-15      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 2024-MN9, Class M2                                                           | CUSIP: 355917AB1<br>LEI: 529900KWKEUIIIV9P337 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4037793.59   | 0.05%             | 2044-10-25      | Floating      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Sysco Corp.                                                      | Sysco Corp.                                                                                | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257774.15    | 0.00%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3132DVGU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16343374 | PA      | $16470586.35  | 0.22%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II                                                                                    | CUSIP: 3617FBML8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    769803 | PA      | $812952.96    | 0.01%             | 2072-07-20      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                  | BAE Systems plc                                                                            | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $351991.39    | 0.00%             | 2031-02-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                       | Warnermedia Holdings, Inc.                                                                 | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    530000 | PA      | $457390.00    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                                       | BXG Receivables Note Trust, Series 2023-A, Class C                                         | CUSIP: 123919AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1192442 | PA      | $1222320.99   | 0.02%             | 2038-11-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                 | Goodyear Tire & Rubber Co. (The)                                                           | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    720000 | PA      | $683738.06    | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                         | Sierra Timeshare Receivables Funding LLC, Series 2025-2A, Class D                          | CUSIP: 82653HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3815843 | PA      | $3861422.94   | 0.05%             | 2044-04-20      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| RT Fin LLC                                                       | RT Fin LLC                                                                                 | CUSIP: 74983KAA9<br>LEI: 2549000QL0MZ8X7VL058 | Long             | ABS-O            | CORP              | US        |   1488469 | PA      | $1516325.59   | 0.02%             | 2043-10-15      | Fixed         | 7.85%                 | No            |                  3 | On Loan: No      |
| Sensata Technologies, Inc.                                       | Sensata Technologies, Inc.                                                                 | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    280000 | PA      | $269558.74    | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Hess Corp.                                                       | Hess Corp.                                                                                 | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   7670000 | PA      | $7780442.71   | 0.10%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA ACES, Series 2017-M3, Class A2                                                        | CUSIP: 3136AVYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217912 | PA      | $213294.04    | 0.00%             | 2026-12-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                               | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    550000 | PA      | $685036.89    | 0.01%             | 2033-11-15      | Variable      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                            | Mission Lane Credit Card Master Trust, Series 2025-B, Class A                              | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5825000 | PA      | $5860177.18   | 0.08%             | 2031-09-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                     | Islamic Republic of Pakistan                                                               | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   1600000 | PA      | $1510000.00   | 0.02%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3142GR5S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5845149 | PA      | $5624837.53   | 0.07%             | 2054-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                              | Amcor Flexibles North America, Inc.                                                        | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1750912.96   | 0.02%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                          | Eni SpA                                                                                    | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   3665000 | PA      | $3557941.87   | 0.05%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617UUNH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1567728 | PA      | $1488308.46   | 0.02%             | 2051-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                              | Ascent Resources Utica Holdings LLC                                                        | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    342000 | PA      | $347166.25    | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140HVE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4927901 | PA      | $4390789.50   | 0.06%             | 2034-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LHBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $338516.08    | 0.00%             | 2032-09-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K109, Class X2A                                          | CUSIP: 30314RAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 120836406 | PA      | $430262.19    | 0.01%             | 2053-05-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| DTE Electric Co.                                                 | DTE Electric Co., Series B                                                                 | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1365773.76   | 0.02%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                | Enterprise Products Operating LLC                                                          | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2180749.07   | 0.03%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                | Merck & Co., Inc.                                                                          | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    605000 | PA      | $347395.45    | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                        | Darling Ingredients, Inc.                                                                  | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    930000 | PA      | $940083.99    | 0.01%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MAU                        | CUSIP: 35563P7F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8346340 | PA      | $7655203.64   | 0.10%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QDKQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1109244 | PA      | $937419.78    | 0.01%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                   | Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK98                               | CUSIP: 12529YBY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7150000 | PA      | $5504248.75   | 0.07%             | 2029-08-29      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                         | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1139692.26   | 0.02%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                          | Duke Energy Indiana LLC                                                                    | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    395000 | PA      | $242145.06    | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                          | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    415000 | PA      | $433940.00    | 0.01%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                              | DT Auto Owner Trust, Series 2023-2A, Class D                                               | CUSIP: 23346CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1641319.20   | 0.02%             | 2029-02-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4699000 | PA      | $3405123.02   | 0.05%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617Y24W3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    391328 | PA      | $360400.71    | 0.00%             | 2052-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4302, Class PA                                                        | CUSIP: 3137B8F51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42206 | PA      | $41413.36     | 0.00%             | 2043-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trinity Industries, Inc.                                         | Trinity Industries, Inc.                                                                   | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |    765000 | PA      | $791075.03    | 0.01%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                        | Corebridge Global Funding                                                                  | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1477258.31   | 0.02%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties LP                                       | COPT Defense Properties LP                                                                 | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     94000 | PA      | $92671.84     | 0.00%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                          | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    605000 | PA      | $669877.18    | 0.01%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust, Series 2021-3A, Class D                             | CUSIP: 96043JAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170776 | PA      | $170171.60    | 0.00%             | 2027-01-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140NUPQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3625000 | PA      | $3584610.50   | 0.05%             | 2034-02-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                  | Northriver Midstream Finance LP                                                            | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    195000 | PA      | $200258.96    | 0.00%             | 2032-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance Issuance Trust, Series 2021-AA, Class D                                    | CUSIP: 56848DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    651000 | PA      | $627968.73    | 0.01%             | 2036-03-20      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc.                                                                    | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    731250 | PA      | $731805.04    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                                               | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168427.18    | 0.00%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 2021-MN1, Class M2                                                           | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |   5685000 | PA      | $5866975.71   | 0.08%             | 2051-01-25      | Floating      | 8.10%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                                       | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $61104.05     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140J2WF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $87356.37     | 0.00%             | 2031-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140JWZ45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66581 | PA      | $63275.07     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                        | Florida Power & Light Co.                                                                  | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45291.38     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3618NJD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1259533 | PA      | $1278840.03   | 0.02%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                             | Coterra Energy, Inc.                                                                       | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   6010000 | PA      | $5606246.64   | 0.07%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                              | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    605000 | PA      | $605443.47    | 0.01%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140AUPL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6745527 | PA      | $6686771.18   | 0.09%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 31418D3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4115951 | PA      | $3583727.10   | 0.05%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                        | MFA Trust, Series 2024-RPL1, Class A1                                                      | CUSIP: 55287AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6271000 | PA      | $6032582.06   | 0.08%             | 2066-02-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                           | Home Depot, Inc. (The)                                                                     | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    770000 | PA      | $670741.09    | 0.01%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1100000 | PA      | $1048025.00   | 0.01%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                         | RB Global Holdings, Inc.                                                                   | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $1073530.06   | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Co.                                               | Union Electric Co.                                                                         | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    555000 | PA      | $530603.35    | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                        | FHLMC Seasoned Credit Risk Transfer Trust, Series 2018-2, Class MT                         | CUSIP: 35563PFF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    508791 | PA      | $456577.36    | 0.01%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                           | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    135000 | PA      | $99531.95     | 0.00%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617YMQ70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    771230 | PA      | $704737.96    | 0.01%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KJ48, Class A2            | CUSIP: 3137HBC77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2064467.60   | 0.03%             | 2031-10-25      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                          | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  17360000 | PA      | $17932781.92  | 0.24%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| STAR Trust                                                       | STAR Trust, Series 2025-SFR5, Class B                                                      | CUSIP: 85520CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4005000.00   | 0.05%             | 2042-02-17      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                                     | AbbVie, Inc.                                                                               | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1341927.67   | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                          | Entergy Mississippi LLC                                                                    | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13649.26     | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance Issuance Trust, Series 2021-AA, Class B                                    | CUSIP: 56848DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1250780.57   | 0.02%             | 2036-03-20      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                          | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $309856.41    | 0.00%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                        | MGM Resorts International                                                                  | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1440116.19   | 0.02%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                                    | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $779983.60    | 0.01%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                                        | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    772000 | PA      | $778369.00    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                         | Bristol-Myers Squibb Co.                                                                   | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1807000.04   | 0.02%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                | Standard Building Solutions, Inc.                                                          | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    510000 | PA      | $526377.12    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                     | San Diego Gas & Electric Co.                                                               | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   4070000 | PA      | $3794265.31   | 0.05%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 15 Year                                                                         | CUSIP: 3140XCL30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1563471 | PA      | $1541187.43   | 0.02%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class A2            | CUSIP: 3137FKZZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    350000 | PA      | $347243.93    | 0.00%             | 2029-01-25      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                              | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1345936.81   | 0.02%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                     | Sabine Pass Liquefaction LLC                                                               | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1231930.78   | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133KMAX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7353566 | PA      | $6433258.57   | 0.09%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                                       | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2153844.08   | 0.03%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                          | Quest Diagnostics, Inc.                                                                    | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   3055000 | PA      | $3059391.59   | 0.04%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                            | Entergy Louisiana LLC                                                                      | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    823000 | PA      | $510164.14    | 0.01%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                                       | CPS Auto Receivables Trust, Series 2023-A, Class D                                         | CUSIP: 12664LAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    723000 | PA      | $736300.38    | 0.01%             | 2029-04-16      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2022-SFR3, Class D                                      | CUSIP: 74331UAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090000 | PA      | $1071088.61   | 0.01%             | 2039-04-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                          | Hyundai Capital America                                                                    | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1190816.87   | 0.02%             | 2029-06-24      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust, Series 2023-1A, Class C                                 | CUSIP: 224927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1675000 | PA      | $1719028.21   | 0.02%             | 2033-07-15      | Fixed         | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                 | Multi-Family Connecticut Avenue Securities Trust, Series 2023-01, Class M10                | CUSIP: 62548NAB4<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |   9685000 | PA      | $10927401.49  | 0.15%             | 2053-11-25      | Floating      | 10.85%                | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140FXFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6458402 | PA      | $6561331.98   | 0.09%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XN5L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7960639 | PA      | $6676156.17   | 0.09%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                               | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    975000 | PA      | $1019750.35   | 0.01%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SpringCastle America Funding LLC                                 | SpringCastle America Funding LLC, Series 2020-AA, Class A                                  | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    292730 | PA      | $276967.77    | 0.00%             | 2037-09-25      | Fixed         | 1.97%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617Y0N97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    186810 | PA      | $165461.26    | 0.00%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Ultra Note                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       673 | NC      | $477409.41    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HINNT LLC                                                        | HINNT LLC, Series 2022-A, Class D                                                          | CUSIP: 40486JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    301340 | PA      | $298938.92    | 0.00%             | 2041-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QRA60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1898198 | PA      | $1833063.69   | 0.02%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                             | Mitsubishi UFJ Financial Group, Inc., Series 8NC7                                          | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208699.56    | 0.00%             | 2031-02-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                                  | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228467.36    | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                             | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1758007.61   | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LHQM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    867492 | PA      | $844747.51    | 0.01%             | 2032-10-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QNXG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2782815 | PA      | $2601709.65   | 0.03%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HIN Timeshare Trust                                              | HIN Timeshare Trust, Series 2020-A, Class E                                                | CUSIP: 40439HAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    854285 | PA      | $822821.16    | 0.01%             | 2039-10-09      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                              | Kinder Morgan, Inc.                                                                        | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   4660000 | PA      | $4792056.48   | 0.06%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617WR6P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    227732 | PA      | $201706.30    | 0.00%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140JMSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97199 | PA      | $98112.15     | 0.00%             | 2049-01-01      | 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        |   3700000 | PA      | $3724246.25   | 0.05%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140JPFR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7400 | PA      | $7010.76      | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust                       | Exeter Select Automobile Receivables Trust, Series 2025-1, Class C                         | CUSIP: 30185AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1840772.16   | 0.02%             | 2031-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                         | Puget Sound Energy, Inc.                                                                   | CUSIP: 745332CC8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141229.07    | 0.00%             | 2040-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14720000 | PA      | $13740774.96  | 0.18%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II                                                                                    | CUSIP: 3617XP4J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    466584 | PA      | $485694.97    | 0.01%             | 2071-10-20      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                                        | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3450000 | PA      | $2835837.90   | 0.04%             | 2042-06-01      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CGI, Inc.                                                        | CGI, Inc.                                                                                  | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $165507.43    | 0.00%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                    | PepsiCo, Inc.                                                                              | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1309551.17   | 0.02%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617XW6H9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    559272 | PA      | $511530.69    | 0.01%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                   | Synopsys, Inc.                                                                             | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   3602000 | PA      | $3633256.57   | 0.05%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2017-K69, Class X2B                                           | CUSIP: 30305KAW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  23685560 | PA      | $41582.37     | 0.00%             | 2049-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co.                                        | Florida Power & Light Co.                                                                  | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2352508.91   | 0.03%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3618NJD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1497695 | PA      | $1520653.02   | 0.02%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                 | Jersey Central Power & Light Co.                                                           | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $3862718.00   | 0.05%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Adient US LLC                                                    | Adient US LLC, 1st Lien Term Loan B-2                                                      | CUSIP: 00687MAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    962812 | PA      | $963419.07    | 0.01%             | 2031-01-31      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                    | Smyrna Ready Mix Concrete LLC                                                              | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2234866.39   | 0.03%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                              | Intesa Sanpaolo SpA                                                                        | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   8373000 | PA      | $9468490.83   | 0.13%             | 2033-11-28      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140FX2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10324819 | PA      | $9928710.01   | 0.13%             | 2063-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2021-SFR1, Class F                                                      | CUSIP: 00179DAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3795308.80   | 0.05%             | 2038-06-17      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Zoetis, Inc.                                                     | Zoetis, Inc.                                                                               | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    435000 | PA      | $394222.63    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                          | SS&C Technologies, Inc.                                                                    | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1505481.60   | 0.02%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                          | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1475000 | PA      | $1547106.51   | 0.02%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                        | Millrose Properties, Inc.                                                                  | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $585220.00    | 0.01%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                | Clarios Global LP                                                                          | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    463000 | PA      | $479769.86    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Newmont Corp.                                                    | Newmont Corp.                                                                              | CUSIP: 65163LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $302196.59    | 0.00%             | 2041-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                               | United Airlines Pass-Through Trust, Series 2014-1, Class A                                 | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91061 | PA      | $90877.71     | 0.00%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brean Asset-Backed Securities Trust                              | Brean Asset-Backed Securities Trust, Series 2025-RM10, Class A1                            | CUSIP: 10638FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5702422 | PA      | $5654494.60   | 0.08%             | 2065-01-25      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XL7B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2462841 | PA      | $2065461.92   | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                  | Sinclair Television Group, Inc.                                                            | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    165000 | PA      | $117041.10    | 0.00%             | 2032-12-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3142GTGY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10329594 | PA      | $10420444.61  | 0.14%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2019-KG01, Class C                                            | CUSIP: 30298CAU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12278000 | PA      | $9467995.53   | 0.13%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AdaptHealth LLC                                                  | AdaptHealth LLC                                                                            | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $89822.09     | 0.00%             | 2029-08-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                          | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1015000 | PA      | $1028660.36   | 0.01%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133KNK69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6029008 | PA      | $5060324.99   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                  | Danske Bank A/S                                                                            | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1113000 | PA      | $1120689.64   | 0.01%             | 2030-10-02      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Cemex SAB de CV                                                  | Cemex SAB de CV                                                                            | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    684000 | PA      | $704314.80    | 0.01%             | 2030-06-10      | Variable      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                                                       | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    435000 | PA      | $396586.55    | 0.01%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                       | Constellation Brands, Inc.                                                                 | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    345000 | PA      | $349114.16    | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                             | Sabra Health Care LP                                                                       | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108427.92    | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                              | Herc Holdings, Inc.                                                                        | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1385496.49   | 0.02%             | 2027-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140NUN47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10440000 | PA      | $10446567.07  | 0.14%             | 2034-01-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                          | Qnity Electronics, Inc.                                                                    | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    194000 | PA      | $197216.39    | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617YMMB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    701744 | PA      | $620230.69    | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                  | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $996192.42    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                            | Resideo Funding, Inc.                                                                      | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    915000 | PA      | $934290.03    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Westpac New Zealand Ltd.                                         | Westpac New Zealand Ltd.                                                                   | CUSIP: 96122FAC1<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    540000 | PA      | $556475.67    | 0.01%             | 2029-02-28      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                  | Gap, Inc. (The)                                                                            | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1083223.10   | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                              | Owens & Minor, Inc.                                                                        | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1048915.14   | 0.01%             | 2029-03-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                                        | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    375000 | PA      | $359640.41    | 0.00%             | 2029-05-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Public Service Co.                                  | Southwestern Public Service Co.                                                            | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     74000 | PA      | $64883.54     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617FDD59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1152266 | PA      | $1155566.70   | 0.02%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                              | Realty Income Corp.                                                                        | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43936.51     | 0.00%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $1871986.82   | 0.02%             | 2029-01-10      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                                           | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2900000 | PA      | $2939393.63   | 0.04%             | 2028-12-03      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3132E0UE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4798042 | PA      | $4371214.53   | 0.06%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                              | Take-Two Interactive Software, Inc.                                                        | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   2459000 | PA      | $2552664.29   | 0.03%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MVW LLC                                                          | MVW LLC, Series 2023-1A, Class C                                                           | CUSIP: 62848PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1257108 | PA      | $1291349.60   | 0.02%             | 2040-10-20      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts LLC                                             | Westgate Resorts LLC, Series 2022-1A, Class B                                              | CUSIP: 96034JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37014 | PA      | $36538.53     | 0.00%             | 2036-08-20      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                   | Enterprise Fleet Financing LLC, Series 2025-2, Class A4                                    | CUSIP: 29375TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6720000 | PA      | $6812203.10   | 0.09%             | 2031-12-22      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                           | Home Depot, Inc. (The)                                                                     | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    301000 | PA      | $252805.48    | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QKGB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10895784 | PA      | $9551193.38   | 0.13%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                            | Gilead Sciences, Inc.                                                                      | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    518000 | PA      | $457665.26    | 0.01%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                              | Rocket Mortgage LLC                                                                        | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    905000 | PA      | $862790.80    | 0.01%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc.                                                                   | CUSIP: 550241AH6<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     72322 | PA      | $70875.38     | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corp.                                       | California Resources Corp.                                                                 | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63788.98     | 0.00%             | 2026-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                             | Macquarie Group Ltd.                                                                       | CUSIP: 55608JAP3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $204181.89    | 0.00%             | 2030-01-15      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                          | Level 3 Financing, Inc.                                                                    | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    645000 | PA      | $649380.79    | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                         | ADT Security Corp. (The)                                                                   | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1362986.93   | 0.02%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    640000 | PA      | $571147.87    | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140NUTZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6240000 | PA      | $6378225.42   | 0.08%             | 2034-05-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                            | Banque Federative du Credit Mutuel SA                                                      | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1005000 | PA      | $1046434.37   | 0.01%             | 2028-07-13      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                       | Axalta Coating Systems LLC                                                                 | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $298634.88    | 0.00%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                        | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    420000 | PA      | $443404.50    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA ACES, Series 2022-M8, Class A2                                                        | CUSIP: 3136BMST6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2171496.00   | 0.03%             | 2031-12-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9431247 | PA      | $8355330.93   | 0.11%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                                      | TEGNA, Inc.                                                                                | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1383434.52   | 0.02%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                            | Camden Property Trust                                                                      | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407302.82    | 0.01%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                          | Williams Scotsman, Inc.                                                                    | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1516672.45   | 0.02%             | 2031-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                         | Bristol-Myers Squibb Co.                                                                   | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    480000 | PA      | $330024.29    | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                     | PPL Electric Utilities Corp.                                                               | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66327.33     | 0.00%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140NMJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2853022 | PA      | $2814445.54   | 0.04%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140W2KA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14089386 | PA      | $13605220.57  | 0.18%             | 2055-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                            | Banque Federative du Credit Mutuel SA                                                      | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $200377.89    | 0.00%             | 2026-01-26      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140JBF92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13726135 | PA      | $11424259.37  | 0.15%             | 2032-11-01      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust, Series 2021-1A, Class A                                            | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    844000 | PA      | $813836.54    | 0.01%             | 2031-11-20      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                         | Energizer Holdings, Inc.                                                                   | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1022659.87   | 0.01%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3618NJEA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2479737 | PA      | $2551445.56   | 0.03%             | 2055-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP                                                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    653000 | PA      | $670823.64    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3618N5EQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9538257 | PA      | $8450132.48   | 0.11%             | 2055-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 5141, Class AH                                                        | CUSIP: 3137H23D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1046439 | PA      | $943619.75    | 0.01%             | 2047-11-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                                   | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    639000 | PA      | $596972.05    | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LGXS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4615000 | PA      | $4561074.23   | 0.06%             | 2030-08-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                                  | Prestige Auto Receivables Trust, Series 2022-1A, Class C                                   | CUSIP: 74113RAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    682162 | PA      | $683928.21    | 0.01%             | 2028-08-15      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133BJPD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11807926 | PA      | $10684897.21  | 0.14%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2013-108, Class GU                                                     | CUSIP: 3136AGMM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268854 | PA      | $260049.81    | 0.00%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617WSNG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    699301 | PA      | $641604.48    | 0.01%             | 2051-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                         | ADT Security Corp. (The)                                                                   | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $995937.34    | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| US Auto Funding Trust                                            | US Auto Funding Trust, Series 2022-1A, Class D                                             | CUSIP: 90355FAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $10.00        | 0.00%             | 2027-07-15      | Fixed         | 9.14%                 | Yes           |                  3 | On Loan: No      |
| MVW LLC                                                          | MVW LLC, Series 2020-1A, Class C                                                           | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50700 | PA      | $50139.50     | 0.00%             | 2037-10-20      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2014-57, Class PE                                                      | CUSIP: 3136AKQ48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1129000 | PA      | $934945.22    | 0.01%             | 2044-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                | Eversource Energy                                                                          | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    365000 | PA      | $334684.19    | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                      | Aetna, Inc.                                                                                | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167678.45    | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                        | Republic of Cote d'Ivoire                                                                  | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |   3050000 | PA      | $2826008.00   | 0.04%             | 2033-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Wabash National Corp.                                            | Wabash National Corp.                                                                      | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |    750000 | PA      | $688334.03    | 0.01%             | 2028-10-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Re-REMIC Trust                                             | BAMLL Re-REMIC Trust, Series 2024-FRR3, Class C                                            | CUSIP: 054988AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11000000 | PA      | $10109436.70  | 0.13%             | 2050-01-27      | Variable      | 0.64%                 | Yes           |                  2 | On Loan: No      |
| NRZ Excess Spread-Collateralized Notes                           | NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A                          | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875350 | PA      | $852008.88    | 0.01%             | 2026-11-25      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                      | Penske Truck Leasing Co. LP                                                                | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    376000 | PA      | $373454.70    | 0.00%             | 2025-11-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                 | BP Capital Markets America, Inc.                                                           | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $679425.70    | 0.01%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                  | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232461.76    | 0.00%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                      | Adient Global Holdings Ltd.                                                                | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |   1587000 | PA      | $1652608.17   | 0.02%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                             | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3510000 | PA      | $3595661.20   | 0.05%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                        | EQT Corp.                                                                                  | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1267778.63   | 0.02%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                               | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    605000 | PA      | $631308.77    | 0.01%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                  | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3867829.39   | 0.05%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                               | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    677000 | PA      | $679884.85    | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co.                                                             | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   4932000 | PA      | $4966932.37   | 0.07%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                             | LHOME Mortgage Trust, Series 2023-RTL4, Class A1                                           | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3675000 | PA      | $3713295.71   | 0.05%             | 2028-11-25      | Variable      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                        | Seagate Data Storage Technology Pte. Ltd.                                                  | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    155000 | PA      | $175975.65    | 0.00%             | 2032-12-01      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| AECOM                                                            | AECOM                                                                                      | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1074749.72   | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2023-146, Class GO                                                            | CUSIP: 38384DAX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12357182 | PA      | $9691809.13   | 0.13%             | 2053-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                          | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1465105.55   | 0.02%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                | SMBC Aviation Capital Finance DAC                                                          | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    980000 | PA      | $1006750.14   | 0.01%             | 2029-04-03      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC, 1st Lien Term Loan                                                        | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    680826 | PA      | $681560.92    | 0.01%             | 2028-06-21      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                           | Republic of Costa Rica                                                                     | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    800000 | PA      | $848752.00    | 0.01%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QQLL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1232419 | PA      | $1188349.52   | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSMC OA LLC                                                      | CSMC OA LLC, Series 2014-USA, Class D                                                      | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   4374000 | PA      | $3214933.74   | 0.04%             | 2037-09-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617XLK53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    678778 | PA      | $615884.41    | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                              | BMD2 Re-REMIC Trust, Series 2019-FRR1, Class 4D1                                           | CUSIP: 055631BM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9786000 | PA      | $6828900.77   | 0.09%             | 2052-05-25      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4049000 | PA      | $4007057.30   | 0.05%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                               | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8195000 | PA      | $8561883.27   | 0.11%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                            | Entergy Louisiana LLC                                                                      | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1201271.79   | 0.02%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3138LME74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    921841 | PA      | $861419.15    | 0.01%             | 2033-02-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Edison International                                             | Edison International                                                                       | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   3026000 | PA      | $3027077.26   | 0.04%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                     | Hilton Grand Vacations Trust, Series 2022-1D, Class D                                      | CUSIP: 43283BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114650 | PA      | $114151.67    | 0.00%             | 2034-06-20      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                                   | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    395000 | PA      | $390324.83    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                  | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4405000 | PA      | $4589139.00   | 0.06%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                         | Celanese US Holdings LLC                                                                   | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309890.10    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                    | MHC Commercial Mortgage Trust, Series 2021-MHC, Class F                                    | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $480450.00    | 0.01%             | 2038-04-15      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                         | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    665000 | PA      | $643572.50    | 0.01%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                           | Freeport-McMoRan, Inc.                                                                     | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    231000 | PA      | $231508.89    | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                        | Park River Holdings, Inc., 1st Lien Term Loan                                              | CUSIP: 70082HAC0<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |   1010000 | PA      | $1005788.22   | 0.01%             | 2027-12-28      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                                       | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1000000 | PA      | $1051250.00   | 0.01%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 36179YPC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6792898 | PA      | $6272253.59   | 0.08%             | 2054-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QLR40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12320624 | PA      | $10769413.49  | 0.14%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QKNP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    906410 | PA      | $792297.04    | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1605085.00   | 0.02%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                               | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14336.11     | 0.00%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                               | Metropolitan Life Global Funding I                                                         | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    880000 | PA      | $904760.13    | 0.01%             | 2033-03-28      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                               | United Airlines Pass-Through Trust, Series 2014-2, Class A                                 | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    519372 | PA      | $514292.06    | 0.01%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC Gold Pools, Other                                                                    | CUSIP: 3142FFGX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17000000 | PA      | $16533019.69  | 0.22%             | 2034-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                         | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    400000 | PA      | $403320.00    | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LHD98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1010000 | PA      | $948699.47    | 0.01%             | 2034-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K753, Class A2            | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3125000 | PA      | $3166719.06   | 0.04%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                      | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1144277.91   | 0.02%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                             | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5380000 | PA      | $5553229.38   | 0.07%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| BAMLL Re-REMIC Trust                                             | BAMLL Re-REMIC Trust, Series 2025-FRR5, Class C736                                         | CUSIP: 05494BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3824288.00   | 0.05%             | 2052-09-27      | Variable      | 1.92%                 | Yes           |                  2 | On Loan: No      |
| Harvest Midstream I LP                                           | Harvest Midstream I LP                                                                     | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    965000 | PA      | $993576.55    | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                 | BP Capital Markets America, Inc.                                                           | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   7680000 | PA      | $7844947.89   | 0.10%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                                       | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6260000 | PA      | $5303819.68   | 0.07%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140NYZ46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2050000 | PA      | $2081725.55   | 0.03%             | 2032-07-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                       | Avis Budget Car Rental LLC                                                                 | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1317496.45   | 0.02%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                      | Hashemite Kingdom of Jordan                                                                | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |   1300000 | PA      | $1302444.00   | 0.02%             | 2026-01-29      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ATI, Inc.                                                        | ATI, Inc.                                                                                  | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    960000 | PA      | $958613.57    | 0.01%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                        | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   1550000 | PA      | $1540700.00   | 0.02%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LESE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    749551 | PA      | $670257.69    | 0.01%             | 2031-10-01      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                         | JBS USA Holding Lux Sarl                                                                   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10330000 | PA      | $10364083.22  | 0.14%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                              | Entergy Texas, Inc.                                                                        | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   4039000 | PA      | $3847763.77   | 0.05%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NMG Parent LLC                                                   | NMG Parent LLC, Escrow                                                                     | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $12.50        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HINNT LLC                                                        | HINNT LLC, Series 2024-A, Class E                                                          | CUSIP: 40472QAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1474566 | PA      | $1418381.96   | 0.02%             | 2043-03-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                                       | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1582790.83   | 0.02%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury STRIPS Bonds                                                                 | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1065000 | PA      | $466086.78    | 0.01%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Edison International                                             | Edison International                                                                       | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    245000 | PA      | $259971.05    | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                 | Multi-Family Connecticut Avenue Securities Trust, Series 2020-01, Class M10                | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |  18686178 | PA      | $19154709.62  | 0.26%             | 2050-03-25      | Floating      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617HX4D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1004596 | PA      | $938478.53    | 0.01%             | 2049-01-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2021-SFR7, Class E1                                     | CUSIP: 74333PAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    793000 | PA      | $741983.61    | 0.01%             | 2040-08-17      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                       | Avis Budget Car Rental LLC                                                                 | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $588120.30    | 0.01%             | 2031-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Monongahela Power Co.                                            | Monongahela Power Co.                                                                      | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $220833.85    | 0.00%             | 2034-02-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                      | Schlumberger Holdings Corp.                                                                | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    214000 | PA      | $213458.48    | 0.00%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                          | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  11750000 | PA      | $11563764.50  | 0.15%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3138LLMJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174091 | PA      | $169629.34    | 0.00%             | 2027-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                                    | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $423916.25    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                                     | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    458000 | PA      | $472601.04    | 0.01%             | 2033-02-04      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP, 1st Lien Term Loan B-6                                                | CUSIP: 11823LAQ8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |    998501 | PA      | $999230.31    | 0.01%             | 2030-11-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                  | Virginia Electric and Power Co.                                                            | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    730000 | PA      | $715840.97    | 0.01%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Escrow Rite Aid                                                  | Escrow Rite Aid                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      9606 | PA      | $0.00         | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                               | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44211.00     | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2018-K155, Class X2B                                          | CUSIP: 30296QAN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10500000 | PA      | $60228.00     | 0.00%             | 2033-05-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                              | American Axle & Manufacturing, Inc.                                                        | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    685000 | PA      | $685274.69    | 0.01%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                            | Matador Resources Co.                                                                      | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1572599.00   | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                   | Somnigroup International, Inc.                                                             | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1917638.29   | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BG Energy Capital plc                                            | BG Energy Capital plc                                                                      | CUSIP: 05541VAF3<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |   2383000 | PA      | $2249591.08   | 0.03%             | 2041-10-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                               | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $2310873.35   | 0.03%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                               | ITC Holdings Corp.                                                                         | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    432000 | PA      | $437556.37    | 0.01%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LDGG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $859340.82    | 0.01%             | 2031-09-01      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133KHFY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3581068 | PA      | $3140665.42   | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2016-K57, Class B                                             | CUSIP: 30295DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $990703.80    | 0.01%             | 2049-08-25      | Variable      | 4.06%                 | Yes           |                  2 | On Loan: No      |
| Griffon Corp.                                                    | Griffon Corp.                                                                              | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1802395.20   | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3618HUVA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1199763 | PA      | $1230145.61   | 0.02%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                                     | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    695000 | PA      | $694157.73    | 0.01%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Renew                                                            | Renew, Series 2023-1A, Class A                                                             | CUSIP: 75973HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |   2651076 | PA      | $2623726.21   | 0.03%             | 2058-11-20      | Fixed         | 5.90%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140NVJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9916845 | PA      | $10358935.87  | 0.14%             | 2032-10-01      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                             | Archrock Partners LP                                                                       | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $657193.60    | 0.01%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SBA Communications Corp.                                         | SBA Communications Corp.                                                                   | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $953866.65    | 0.01%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                               | Regional Management Issuance Trust, Series 2021-1, Class D                                 | CUSIP: 75907VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $818901.35    | 0.01%             | 2031-03-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Radnor RE Ltd.                                                   | Radnor RE Ltd., Series 2022-1, Class M1B                                                   | CUSIP: 75049XAB8<br>LEI: 254900E0VCENS5C16U77 | Long             | ABS-MBS          | CORP              | BM        |    339574 | PA      | $354432.00    | 0.00%             | 2032-09-25      | Floating      | 11.10%                | Yes           |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                                | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    194000 | PA      | $199170.24    | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                               | Altria Group, Inc.                                                                         | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   5385000 | PA      | $5529911.32   | 0.07%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                               | Macquarie Airfinance Holdings Ltd.                                                         | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    510000 | PA      | $515735.97    | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                              | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  11809000 | PA      | $6799042.26   | 0.09%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140J5JJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63772 | PA      | $59347.17     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                             | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   9260000 | PA      | $9489100.64   | 0.13%             | 2030-01-09      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2021-SFR1, Class F1                                           | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1668000 | PA      | $1632128.33   | 0.02%             | 2038-08-17      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 2708, Class ZD                                                        | CUSIP: 31394MC57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53744 | PA      | $56064.48     | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                      | Apple, Inc.                                                                                | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    750000 | PA      | $442028.36    | 0.01%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RFM Reremic Trust                                                | RFM Re-REMIC Trust, Series 2022-FRR1, Class BK55                                           | CUSIP: 74971BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14068032 | PA      | $13472550.49  | 0.18%             | 2049-03-28      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Vertiv Group Corp.                                               | Vertiv Group Corp., 1st Lien Term Loan B-3                                                 | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |   1218280 | PA      | $1217439.41   | 0.02%             | 2027-03-02      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                  | NGPL PipeCo LLC                                                                            | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    710000 | PA      | $639449.52    | 0.01%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Invitation Homes Trust                                           | Invitation Homes Trust, Series 2024-SFR1, Class E                                          | CUSIP: 46188DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5580000 | PA      | $5343668.59   | 0.07%             | 2041-09-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                 | Deutsche Bank AG                                                                           | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    825000 | PA      | $884041.81    | 0.01%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3132DNTV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    893396 | PA      | $781131.22    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jonah Energy ABS II LLC                                          | Jonah Energy ABS LLC, Series 2025-1A, Class B                                              | CUSIP: 479913AF2<br>LEI: 254900MMTK6TS4MGMV20 | Long             | ABS-O            | CORP              | US        |   4597482 | PA      | $4587367.39   | 0.06%             | 2040-12-10      | Fixed         | 11.25%                | Yes           |                  3 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11069000 | PA      | $7711979.84   | 0.10%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                             | Clear Channel Outdoor Holdings, Inc.                                                       | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1706507.36   | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                 | BP Capital Markets America, Inc.                                                           | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    567000 | PA      | $351287.24    | 0.00%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                      | Nationwide Building Society                                                                | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    771000 | PA      | $795321.08    | 0.01%             | 2029-07-29      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2023-2, Class C                             | CUSIP: 80287JAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1522294.35   | 0.02%             | 2030-12-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2023-4A, Class D                               | CUSIP: 30166TAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1205000 | PA      | $1245156.75   | 0.02%             | 2029-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140J2VV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $437791.46    | 0.01%             | 2031-01-01      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 2021-MN1, Class M1                                                           | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |    768681 | PA      | $766364.23    | 0.01%             | 2051-01-25      | Floating      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream, Inc.                                               | DT Midstream, Inc.                                                                         | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1253722.62   | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                        | Republic of Turkiye (The)                                                                  | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1400000 | PA      | $1471120.00   | 0.02%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc., Series A                                                            | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    630000 | PA      | $658528.33    | 0.01%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                            | Parker-Hannifin Corp.                                                                      | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301056.66    | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                           | Antero Resources Corp.                                                                     | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $1043429.31   | 0.01%             | 2029-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3132DM2N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8519034 | PA      | $7427985.41   | 0.10%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                                   | Home Partners of America Trust, Series 2019-2, Class A                                     | CUSIP: 43732TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1433779 | PA      | $1417638.47   | 0.02%             | 2039-10-19      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                            | Lockheed Martin Corp.                                                                      | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89279.53     | 0.00%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                              | Ascent Resources Utica Holdings LLC                                                        | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $249411.72    | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| First Investors Auto Owner Trust                                 | First Investors Auto Owner Trust, Series 2023-1A, Class C                                  | CUSIP: 320986AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1343388.67   | 0.02%             | 2029-12-17      | Fixed         | 6.81%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3618LLXN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5039018 | PA      | $5230810.84   | 0.07%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                  | Wynn Macau Ltd.                                                                            | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    650000 | PA      | $645420.75    | 0.01%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                | Healthpeak OP LLC                                                                          | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82326.80     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust, Series 2023-1A, Class D                             | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905000 | PA      | $930371.40    | 0.01%             | 2028-11-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Home Partners of America Trust                                   | Home Partners of America Trust, Series 2021-2, Class D                                     | CUSIP: 43732VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9594956 | PA      | $9262237.78   | 0.12%             | 2026-12-17      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                                       | CPS Auto Receivables Trust, Series 2022-C, Class C                                         | CUSIP: 12664DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    293641 | PA      | $293902.09    | 0.00%             | 2030-04-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                   | Takeda Pharmaceutical Co. Ltd.                                                             | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1023419.90   | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                               | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2735000 | PA      | $2623220.55   | 0.03%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust, Series 2025-1, Class D                      | CUSIP: 10806HAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12700000 | PA      | $12939786.16  | 0.17%             | 2030-11-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                               | General Motors Financial Co., Inc.                                                         | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    570000 | PA      | $584240.65    | 0.01%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K116, Class D                                            | CUSIP: 30316LAS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12000000 | PA      | $7653729.60   | 0.10%             | 2052-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                                 | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $777666.50    | 0.01%             | 2028-01-27      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                        | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   2800000 | PA      | $3126592.00   | 0.04%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                        | Baker Hughes Holdings LLC                                                                  | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $389305.43    | 0.01%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                     | Tallgrass Energy Partners LP                                                               | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $370923.84    | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XJJ46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2612999 | PA      | $2591296.04   | 0.03%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2622000 | PA      | $1442407.27   | 0.02%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                             | Ally Financial, Inc.                                                                       | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    755000 | PA      | $784036.23    | 0.01%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133KM4M4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4519019 | PA      | $3789799.80   | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 2 Year Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       433 | NC      | $121160.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Arkansas LLC                                             | Entergy Arkansas LLC                                                                       | CUSIP: 29364DAV2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12997.98     | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XN4D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6027528 | PA      | $5052425.68   | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multi-Family Structured Credit Risk                        | FHLMC, Multi-Family Structured Credit Risk, Series 2022-MN4, Class M2                      | CUSIP: 35563HAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $848992.58    | 0.01%             | 2052-05-25      | Floating      | 10.85%                | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                                     | DNB Bank ASA                                                                               | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   2500000 | PA      | $2552640.05   | 0.03%             | 2030-11-05      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                         | Bausch Health Cos., Inc.                                                                   | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $252700.00    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series EE                                                                 | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5520000 | PA      | $5564734.08   | 0.07%             | 2030-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3132DNNU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1252888 | PA      | $1211445.96   | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer                                                  | DataBank Issuer, Series 2021-1A, Class A2                                                  | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $246207.70    | 0.00%             | 2051-02-27      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                                                   | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $635742.44    | 0.01%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                       | Flagship Credit Auto Trust, Series 2021-4, Class C                                         | CUSIP: 33845AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348350 | PA      | $344913.63    | 0.00%             | 2027-12-15      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                                | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2794000 | PA      | $2788088.65   | 0.04%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2024-RTL2, Class A1                            | CUSIP: 64831WAA8<br>LEI: 213800H34ZKQ2LAZZL53 | Long             | ABS-MBS          | CORP              | US        |   5400000 | PA      | $5420011.32   | 0.07%             | 2039-09-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                      | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73231.26     | 0.00%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                     | Leidos, Inc.                                                                               | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   3248000 | PA      | $3355569.08   | 0.04%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                | Petco Health & Wellness Co., Inc., 1st Lien Term Loan                                      | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    820342 | PA      | $789924.05    | 0.01%             | 2028-03-03      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co.                                   | Interstate Power and Light Co.                                                             | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    165000 | PA      | $162617.57    | 0.00%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                             | Anheuser-Busch InBev Worldwide, Inc.                                                       | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    278000 | PA      | $279953.76    | 0.00%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                     | DNB Bank ASA                                                                               | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    375000 | PA      | $374486.80    | 0.00%             | 2026-09-16      | Variable      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                | Alumina Pty. Ltd.                                                                          | CUSIP: 02220AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    465000 | PA      | $472499.99    | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                    | Organon & Co.                                                                              | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $670352.20    | 0.01%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                         | Sierra Timeshare Receivables Funding LLC, Series 2024-2A, Class D                          | CUSIP: 82650DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1514134 | PA      | $1540846.57   | 0.02%             | 2041-06-20      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| DTE Electric Co.                                                 | DTE Electric Co., Series B                                                                 | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36233.57     | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                               | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    305000 | PA      | $232124.54    | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                              | DT Auto Owner Trust, Series 2023-2A, Class E                                               | CUSIP: 23346CAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3212074.20   | 0.04%             | 2030-04-15      | Fixed         | 11.06%                | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                                    | MetLife, Inc.                                                                              | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    329000 | PA      | $276078.71    | 0.00%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                          | Genesee & Wyoming, Inc., 1st Lien Term Loan                                                | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |   2205287 | PA      | $2194503.34   | 0.03%             | 2031-04-10      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K739, Class D                                            | CUSIP: 30289SAS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13500000 | PA      | $11212408.80  | 0.15%             | 2053-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140J1VA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $163604.14    | 0.00%             | 2032-11-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                           | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1577652.06   | 0.02%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1442619.75   | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| WP Carey, Inc.                                                   | WP Carey, Inc.                                                                             | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    700000 | PA      | $623698.96    | 0.01%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                  | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    890000 | PA      | $888520.70    | 0.01%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9644000 | PA      | $8225277.14   | 0.11%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QLR99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3175839 | PA      | $2776022.01   | 0.04%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2016-K53, Class C                                             | CUSIP: 30288LAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70000 | PA      | $69512.15     | 0.00%             | 2049-03-25      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                     | Antero Midstream Partners LP                                                               | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1476142.12   | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co., Series C                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    238000 | PA      | $179731.74    | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                          | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1001226.98   | 0.01%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2437000 | PA      | $2518167.67   | 0.03%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                               | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     60000 | PA      | $60085.20     | 0.00%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LBXF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    825703 | PA      | $751679.01    | 0.01%             | 2030-02-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617XW6C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    539832 | PA      | $478139.91    | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC Seasoned Credit Risk Transfer Trust, Series 2024-2, Class MT                         | CUSIP: 35563PX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6905789 | PA      | $5971503.30   | 0.08%             | 2064-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3132DQJM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5916386 | PA      | $4769082.01   | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                        | FHLMC Seasoned Credit Risk Transfer Trust, Series 2021-1, Class BXS                        | CUSIP: 35563PWX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148099 | PA      | $110333.96    | 0.00%             | 2060-09-25      | Variable      | 13.23%                | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                                     | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    588000 | PA      | $618088.46    | 0.01%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| RFM Reremic Trust                                                | RFM Re-REMIC Trust, Series 2022-FRR1, Class CK64                                           | CUSIP: 74971BBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13190000 | PA      | $11773677.59  | 0.16%             | 2050-03-01      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Duke Energy Carolinas LLC                                        | Duke Energy Carolinas LLC                                                                  | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    634000 | PA      | $427023.68    | 0.01%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                 | BP Capital Markets America, Inc.                                                           | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    710000 | PA      | $714099.36    | 0.01%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                         | Roper Technologies, Inc.                                                                   | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1107282.29   | 0.01%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                | EMRLD Borrower LP                                                                          | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2706213.51   | 0.04%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133KPJM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8579567 | PA      | $8020753.84   | 0.11%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8214000 | PA      | $5664130.53   | 0.08%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4915000 | PA      | $5230297.15   | 0.07%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                         | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $936312.23    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                 | BP Capital Markets America, Inc.                                                           | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    174000 | PA      | $110679.51    | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2025-18, Class MA                                                      | CUSIP: 3136BVLQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22705939 | PA      | $18763868.23  | 0.25%             | 2054-09-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Palomino Funding Trust I                                         | Palomino Funding Trust I                                                                   | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2230274.68   | 0.03%             | 2028-05-17      | Fixed         | 7.23%                 | Yes           |                  2 | On Loan: No      |
| Transcanada Trust                                                | Transcanada Trust                                                                          | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   6160000 | PA      | $6068226.47   | 0.08%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2015-H02, Class FA                                                            | CUSIP: 38375UTZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1443663 | PA      | $1444195.61   | 0.02%             | 2065-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                              | Shift4 Payments LLC                                                                        | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1571887.34   | 0.02%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd.                                       | Rio Tinto Finance USA Ltd.                                                                 | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $19729.81     | 0.00%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                       | PG&E Corp.                                                                                 | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    946000 | PA      | $935226.36    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                               | Cinemark USA, Inc.                                                                         | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422397.51    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                           | Norfolk Southern Corp.                                                                     | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40940.26     | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QQLT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1436166 | PA      | $1430826.09   | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3436000 | PA      | $3416147.69   | 0.05%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                      | Hashemite Kingdom of Jordan                                                                | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    400000 | PA      | $394212.00    | 0.01%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617X6JZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    716006 | PA      | $643071.66    | 0.01%             | 2051-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140FX2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14170088 | PA      | $13679122.90  | 0.18%             | 2063-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 5028, Class JG                                                        | CUSIP: 3137FWSA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2445370 | PA      | $1949888.01   | 0.03%             | 2050-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296894.00    | 0.00%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust, Series 2023-3A, Class C                                 | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2801608.56   | 0.04%             | 2033-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2022-4A, Class E                               | CUSIP: 30166BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1026552.90   | 0.01%             | 2030-03-15      | Fixed         | 8.23%                 | Yes           |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                               | TSMC Arizona Corp.                                                                         | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    960000 | PA      | $872006.40    | 0.01%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                           | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5034000 | PA      | $4764986.97   | 0.06%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 31346YTA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41329 | PA      | $39168.14     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27741200 | PA      | $20244574.02  | 0.27%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KW06, Class A2            | CUSIP: 3137FGZH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1750000 | PA      | $1736192.68   | 0.02%             | 2028-06-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2019-KG01, Class X2A                                          | CUSIP: 30298CAN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 143549005 | PA      | $205748.79    | 0.00%             | 2029-04-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2018-K82, Class X2B                                           | CUSIP: 30297LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  22000000 | PA      | $59043.60     | 0.00%             | 2028-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                        | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    500000 | PA      | $468500.00    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                                 | Principal Life Global Funding II                                                           | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410380.63    | 0.01%             | 2029-01-25      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Public Storage Operating Co.                                     | Public Storage Operating Co.                                                               | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    304000 | PA      | $313392.92    | 0.00%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                        | Seagate Data Storage Technology Pte. Ltd.                                                  | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1009000 | PA      | $1071754.76   | 0.01%             | 2029-12-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                    | Starwood Property Trust, Inc.                                                              | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1702925.25   | 0.02%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                  | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2970364.62   | 0.04%             | 2029-07-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| VOLT CV LLC                                                      | VOLT CV LLC, Series 2021-CF2, Class A1                                                     | CUSIP: 91835GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1041309 | PA      | $1040444.87   | 0.01%             | 2051-11-27      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2020-SFR2, Class E                                            | CUSIP: 33767JAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8800000 | PA      | $8739388.24   | 0.12%             | 2037-10-19      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                             | Prime Security Services Borrower LLC                                                       | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1454555.21   | 0.02%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Identity Digital Ltd.                                            | Identity Digital Ltd.                                                                      | CUSIP: N/A<br>LEI: 5493005BN677T7KORE19       | Long             | DBT              | CORP              | IE        |   6000000 | PA      | $6105000.00   | 0.08%             | 2065-03-20      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| Atmos Energy Corp.                                               | Atmos Energy Corp.                                                                         | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $943755.03    | 0.01%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                     | American Water Capital Corp.                                                               | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    420000 | PA      | $403425.93    | 0.01%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2022-6A, Class D                               | CUSIP: 30168AAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1291000 | PA      | $1332160.82   | 0.02%             | 2029-04-06      | Fixed         | 8.03%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                   | Shell International Finance BV                                                             | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $157638.94    | 0.00%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                               | GS Mortgage Securities Corp. Trust, Series 2023-SHIP, Class A                              | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4140000 | PA      | $4123993.10   | 0.05%             | 2038-09-10      | Variable      | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                           | Keurig Dr Pepper, Inc., Series 10                                                          | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    690000 | PA      | $705661.79    | 0.01%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                       | Sherwin-Williams Co. (The)                                                                 | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1419145.02   | 0.02%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                               | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3938000 | PA      | $3998605.82   | 0.05%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                   | Piedmont Natural Gas Co., Inc.                                                             | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    768000 | PA      | $514044.05    | 0.01%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                     | Antero Midstream Partners LP                                                               | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $581598.48    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Morocco                                               | Kingdom of Morocco                                                                         | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $280625.00    | 0.00%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF                                                            | FREMF, Series 20K-1517, Class C                                                            | CUSIP: 30315VAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $4574768.00   | 0.06%             | 2035-08-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2019-K88, Class C                                             | CUSIP: 302971AT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1975000 | PA      | $1934310.06   | 0.03%             | 2052-02-25      | Variable      | 4.53%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2018-K159, Class X2B                                          | CUSIP: 302967AN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7657071 | PA      | $46398.02     | 0.00%             | 2033-11-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LFAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $7020884.88   | 0.09%             | 2032-01-01      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                           | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75056.00     | 0.00%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2022-SFR3, Class E2                                     | CUSIP: 74331UAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4160000 | PA      | $4141308.29   | 0.06%             | 2039-04-17      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                              | Herc Holdings, Inc.                                                                        | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1654798.86   | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                         | Sierra Timeshare Receivables Funding LLC, Series 2023-2A, Class D                          | CUSIP: 82650BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    421657 | PA      | $443414.51    | 0.01%             | 2040-04-20      | Fixed         | 9.72%                 | Yes           |                  2 | On Loan: No      |
| Toorak Mortgage Trust                                            | Toorak Mortgage Trust, Series 2024-RRTL1, Class A1                                         | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2011155.60   | 0.03%             | 2039-02-25      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140JVFP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12690 | PA      | $12300.39     | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOANDEPOT GMSR Master Trust                                      | LOANDEPOT GMSR Master Trust, Series 2025-GT2, Class A                                      | CUSIP: 53946TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7022978.90   | 0.09%             | 2030-07-16      | Floating      | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities                                    | Connecticut Avenue Securities, Series 2025-R01, Class 1A1                                  | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5995984 | PA      | $5995973.89   | 0.08%             | 2045-01-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LEUX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483978 | PA      | $413064.66    | 0.01%             | 2033-12-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                           | Cascade MH Asset Trust, Series 2019-MH1, Class B                                           | CUSIP: 14732FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    401843 | PA      | $375737.79    | 0.01%             | 2044-11-25      | Variable      | 5.00%                 | Yes           |                  3 | On Loan: No      |
| FREMF Trust                                                      | FREMF Trust, Series 2018-KW04, Class C                                                     | CUSIP: 30296MAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $3284181.00   | 0.04%             | 2032-12-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KLA Corp.                                                        | KLA Corp.                                                                                  | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91536.78     | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Great Ajax Operating Partnership LP                              | Great Ajax Operating Partnership LP, Series QIB                                            | CUSIP: 38982GAA4<br>LEI: 549300IMX0KE8QJMZ613 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980108.62    | 0.01%             | 2027-09-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                                   | Entegris, Inc.                                                                             | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486155.40    | 0.01%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 5155, Class JD                                                        | CUSIP: 3137H35S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1236559 | PA      | $965019.50    | 0.01%             | 2051-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                           | HUB International Ltd., 1st Lien Term Loan                                                 | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1075537 | PA      | $1077332.73   | 0.01%             | 2030-06-20      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2023-4A, Class E                               | CUSIP: 30166TAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1120000 | PA      | $1230525.18   | 0.02%             | 2031-02-18      | Fixed         | 9.57%                 | Yes           |                  2 | On Loan: No      |
| DP Lion Holdco LLC                                               | DP Lion Holdco LLC, Series 2023-1A, Class B                                                | CUSIP: 23359MAC4<br>LEI: 254900327YUW2NAXPW14 | Long             | ABS-O            | CORP              | US        |   1176215 | PA      | $1209149.21   | 0.02%             | 2043-11-30      | Fixed         | 12.72%                | No            |                  3 | On Loan: No      |
| Gulfport Energy Operating Corp.                                  | Gulfport Energy Operating Corp.                                                            | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1458894.97   | 0.02%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                                    | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $227230.96    | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Resurgent                                                        | Resurgent                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.07%             | 2030-07-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Volkswagen Group of America Finance LLC                          | Volkswagen Group of America Finance LLC                                                    | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   7994000 | PA      | $8201149.24   | 0.11%             | 2030-03-27      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2022-SFR1, Class D                             | CUSIP: 64831KAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $328191.94    | 0.00%             | 2039-02-17      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                           | Standard Chartered plc                                                                     | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   9265000 | PA      | $9251936.35   | 0.12%             | 2036-08-12      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                                 | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    260000 | PA      | $203549.72    | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                  | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4512000 | PA      | $4300135.93   | 0.06%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                      | Southern California Gas Co., Series XX                                                     | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    393000 | PA      | $366131.43    | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                           | Shutterfly Finance LLC                                                                     | CUSIP: 82568NAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12713 | PA      | $11918.44     | 0.00%             | 2027-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2022-SFR1, Class E2                                           | CUSIP: 33768NAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3094000 | PA      | $3046124.37   | 0.04%             | 2039-05-19      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                                                       | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2100346.40   | 0.03%             | 2028-10-06      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                                   | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44464.09     | 0.00%             | 2032-04-23      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                         | Puget Sound Energy, Inc.                                                                   | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28367.13     | 0.00%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LKEY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1711062 | PA      | $1721714.98   | 0.02%             | 2033-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                             | NOVA Chemicals Corp.                                                                       | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1045000 | PA      | $1094680.35   | 0.01%             | 2028-11-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co., Series G                                                   | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    775000 | PA      | $685686.74    | 0.01%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                          | Sensata Technologies BV                                                                    | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $670478.48    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                        | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12135000 | PA      | $12649315.40  | 0.17%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co.                                              | Ameren Illinois Co.                                                                        | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    650000 | PA      | $637350.99    | 0.01%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust                       | Mercury Financial Credit Card Master Trust, Series 2024-2A, Class A                        | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5785000 | PA      | $5832523.20   | 0.08%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                 | Bank of Montreal                                                                           | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $578511.78    | 0.01%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2015-K51, Class B                                             | CUSIP: 30293XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    381860 | PA      | $380581.84    | 0.01%             | 2048-10-25      | Variable      | 4.14%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                                | BAT Capital Corp.                                                                          | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   5529000 | PA      | $4993686.53   | 0.07%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                          | Civitas Resources, Inc.                                                                    | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   2172000 | PA      | $2234384.18   | 0.03%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LGQ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2062724 | PA      | $1977651.78   | 0.03%             | 2032-06-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                            | Quanta Services, Inc.                                                                      | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   2876000 | PA      | $2911864.41   | 0.04%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K115, Class X2B                                          | CUSIP: 302673AL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  29200000 | PA      | $116516.76    | 0.00%             | 2053-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                        | Darling Ingredients, Inc.                                                                  | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54872.97     | 0.00%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Corp.                                               | Atmos Energy Corp.                                                                         | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183874.86    | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LHBH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1056986 | PA      | $1019874.20   | 0.01%             | 2032-09-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co.                                                             | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3018390.74   | 0.04%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                         | Roper Technologies, Inc.                                                                   | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1702460.33   | 0.02%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140NV5W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5508973 | PA      | $5655729.59   | 0.08%             | 2029-11-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2020-SFR1, Class E                                            | CUSIP: 33767MAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2294469.88   | 0.03%             | 2037-08-17      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                     | National Australia Bank Ltd.                                                               | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $256265.27    | 0.00%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                           | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    825000 | PA      | $812760.80    | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                              | Petroleos Mexicanos                                                                        | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $293952.00    | 0.00%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2021-SFR2, Class E1                                           | CUSIP: 33767TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | PA      | $613368.98    | 0.01%             | 2038-09-17      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                             | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1573000 | PA      | $1579915.02   | 0.02%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                                      | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    835000 | PA      | $828281.49    | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                          | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $805680.80    | 0.01%             | 2027-03-02      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XGB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237751 | PA      | $206270.78    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                               | Berry Global, Inc.                                                                         | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   7430000 | PA      | $7867665.26   | 0.10%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                      | Toronto-Dominion Bank (The)                                                                | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1010000 | PA      | $1035823.78   | 0.01%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 10 Year Note                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2159 | NC      | $999252.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                          | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2158060.80   | 0.03%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2021-SFR8, Class E1                                     | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2650000 | PA      | $2579991.24   | 0.03%             | 2038-10-17      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                           | OCP SA                                                                                     | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |   1658000 | PA      | $1713194.82   | 0.02%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                            | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    405000 | PA      | $419908.05    | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards Mortgage Trust                                      | Hudson Yards Mortgage Trust, Series 2019-30HY, Class A                                     | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2854930.20   | 0.04%             | 2039-07-10      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| CSMC OA LLC                                                      | CSMC OA LLC, Series 2014-USA, Class C                                                      | CUSIP: 12649AAL3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |  10325000 | PA      | $8156853.25   | 0.11%             | 2037-09-15      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co. (The)                                               | Chemours Co. (The)                                                                         | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1738057.78   | 0.02%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QQEA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1966584 | PA      | $1954507.84   | 0.03%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                               | Dominican Republic Government Bond                                                         | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1000000 | PA      | $1036663.80   | 0.01%             | 2055-02-24      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Fiserv, Inc.                                                     | Fiserv, Inc.                                                                               | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312352.89    | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                         | JBS USA Holding Lux SARL                                                                   | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3045000 | PA      | $2806477.23   | 0.04%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                      | Allied Universal Holdco LLC                                                                | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $439179.57    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140FXSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2553011 | PA      | $2199682.07   | 0.03%             | 2061-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                     | Guardian Life Global Funding                                                               | CUSIP: 40139LBJ1<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    490000 | PA      | $490425.57    | 0.01%             | 2029-09-26      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc.                                                                      | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5583045.40   | 0.07%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4916, Class P                                                         | CUSIP: 3137FNQZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4500319 | PA      | $4085135.84   | 0.05%             | 2049-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                              | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $910031.83    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2141637.78   | 0.03%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                | Standard Building Solutions, Inc.                                                          | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    729000 | PA      | $744025.24    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K113, Class D                                            | CUSIP: 30315KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9500000 | PA      | $6312189.50   | 0.08%             | 2053-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                         | Bristol-Myers Squibb Co.                                                                   | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    975000 | PA      | $704190.32    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                       | Flagship Credit Auto Trust, Series 2023-2, Class C                                         | CUSIP: 33843EAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535000 | PA      | $539858.34    | 0.01%             | 2029-05-15      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| UDR, Inc.                                                        | UDR, Inc.                                                                                  | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1746834.20   | 0.02%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                | GLS Auto Receivables Issuer Trust, Series 2022-1A, Class D                                 | CUSIP: 36263XAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3179989 | PA      | $3169563.30   | 0.04%             | 2028-01-18      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                             | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2036000 | PA      | $2069594.00   | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty SR, Inc.                                            | Arbor Realty SR, Inc., Series QIB                                                          | CUSIP: 03881NAA5<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1709955.77   | 0.02%             | 2028-12-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                               | Republic of Angola                                                                         | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |   1000000 | PA      | $946250.00    | 0.01%             | 2029-11-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Reach ABS Trust                                                  | Reach ABS Trust, Series 2025-2A, Class C                                                   | CUSIP: 75525QAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10563000 | PA      | $10682308.03  | 0.14%             | 2032-08-18      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1220185.72   | 0.02%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QNFK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7879270 | PA      | $6624229.21   | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133A7RS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1884141 | PA      | $1567872.36   | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Superior Plus LP                                                 | Superior Plus LP                                                                           | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    925000 | PA      | $888766.83    | 0.01%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                       | Avis Budget Car Rental LLC                                                                 | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $543322.34    | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DTE Electric Co.                                                 | DTE Electric Co.                                                                           | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514414.20    | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LGGF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1170725 | PA      | $1118528.23   | 0.01%             | 2032-05-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                           | HUB International Ltd.                                                                     | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    405000 | PA      | $423619.47    | 0.01%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury STRIPS Bonds                                                                 | CUSIP: 912834HV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3436000 | PA      | $1673189.51   | 0.02%             | 2040-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2018-K82, Class X2A                                           | CUSIP: 30297LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  87615454 | PA      | $205230.44    | 0.00%             | 2028-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                                   | Univision Communications, Inc.                                                             | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    695000 | PA      | $721359.27    | 0.01%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America, Inc.                               | United Rentals North America, Inc.                                                         | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1947266.40   | 0.03%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140FXXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2493477 | PA      | $2310255.03   | 0.03%             | 2062-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2022-3, Class D                       | CUSIP: 02528GAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190326 | PA      | $190972.02    | 0.00%             | 2028-10-13      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                           | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $129743.12    | 0.00%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                         | Blue Racer Midstream LLC                                                                   | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $849979.94    | 0.01%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                    | Air Canada Pass-Through Trust, Series 2017-1, Class AA                                     | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    320800 | PA      | $303039.61    | 0.00%             | 2030-01-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corp.                                                   | EchoStar Corp.                                                                             | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2443087.50   | 0.03%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| RTX Corp.                                                        | RTX Corp.                                                                                  | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    144000 | PA      | $136171.61    | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                         | Bristol-Myers Squibb Co.                                                                   | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2605226.42   | 0.03%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                            | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10543000 | PA      | $10590769.38  | 0.14%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140NYEV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4961000 | PA      | $5004303.03   | 0.07%             | 2030-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                       | Flagship Credit Auto Trust, Series 2020-4, Class D                                         | CUSIP: 33845XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106861 | PA      | $106292.77    | 0.00%             | 2027-02-16      | Fixed         | 2.18%                 | Yes           |                  2 | On Loan: No      |
| Baxter International, Inc.                                       | Baxter International, Inc.                                                                 | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $307055.65    | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617WR6N8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    244538 | PA      | $216897.25    | 0.00%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                            | Bioceanico Sovereign Certificate Ltd.                                                      | CUSIP: 09076AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    739930 | PA      | $592336.56    | 0.01%             | 2034-06-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                                         | Foundation Finance Trust, Series 2021-1A, Class C                                          | CUSIP: 35041LAC4<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |    301898 | PA      | $287801.15    | 0.00%             | 2041-05-15      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                              | U.S. Treasury 5 Year Note                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      3366 | NC      | $1303762.05   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                              | Take-Two Interactive Software, Inc.                                                        | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114161.51    | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                             | Noble Finance II LLC                                                                       | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $735058.74    | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Anchor Mortgage Trust                                            | Anchor Mortgage Trust                                                                      | CUSIP: 03332JAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5154136.00   | 0.07%             | 2031-03-25      | Variable      | 10.14%                | No            |                  3 | On Loan: No      |
| Camden Property Trust                                            | Camden Property Trust                                                                      | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124906.62    | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                              | Emera US Finance LP                                                                        | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1397228.36   | 0.02%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Sigeco Securitization I LLC                                      | Sigeco Securitization I LLC, Series A2                                                     | CUSIP: 82655KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $48783.62     | 0.00%             | 2041-05-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                          | Entergy Mississippi LLC                                                                    | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    535000 | PA      | $540775.11    | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                               | PG&E Wildfire Recovery Funding LLC, Series A-4                                             | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38158.53     | 0.00%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Roc Mortgage Trust                                               | Roc Mortgage Trust, Series 2025-RTL1, Class A1                                             | CUSIP: 77119RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6017703.60   | 0.08%             | 2040-02-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                    | Ovintiv, Inc.                                                                              | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1324000 | PA      | $1377693.95   | 0.02%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                       | Ball Corp.                                                                                 | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    475000 | PA      | $487263.20    | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                               | Union Electric Co.                                                                         | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409542.69    | 0.01%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140FXSX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1053094 | PA      | $895624.19    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140FXTU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    722607 | PA      | $641264.47    | 0.01%             | 2061-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3132DNKA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7662233 | PA      | $7593853.55   | 0.10%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                | Enterprise Products Operating LLC, Series H                                                | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    530000 | PA      | $596621.73    | 0.01%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2587834.47   | 0.03%             | 2026-10-24      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                         | Comstock Resources, Inc.                                                                   | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1409758.78   | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                               | CNO Global Funding                                                                         | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    850000 | PA      | $869404.46    | 0.01%             | 2029-09-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                          | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3515000 | PA      | $3544485.86   | 0.05%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                          | Volkswagen Group of America Finance LLC                                                    | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2664000 | PA      | $2677802.00   | 0.04%             | 2028-11-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133KPLB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5103780 | PA      | $4930411.26   | 0.07%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                  | Starbucks Corp.                                                                            | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3338.73      | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6143000 | PA      | $5007744.79   | 0.07%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3341000 | PA      | $3440805.69   | 0.05%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                         | Duke Energy Progress LLC                                                                   | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   2442000 | PA      | $2464673.51   | 0.03%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MV24 Capital BV                                                  | MV24 Capital BV                                                                            | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    439392 | PA      | $430648.10    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3132E0FK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2042441 | PA      | $1717025.50   | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140NUNT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15000000 | PA      | $14989673.85  | 0.20%             | 2034-03-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XHE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1479497 | PA      | $1310032.88   | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREED ABS Trust                                                  | FREED ABS Trust, Series 2022-1FP, Class D                                                  | CUSIP: 35633KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163471 | PA      | $162663.10    | 0.00%             | 2029-03-19      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140NUPE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20000000 | PA      | $20105814.20  | 0.27%             | 2034-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Lendingpoint Asset Securitization Trust                          | Lendingpoint Asset Securitization Trust, Series 2022-A, Class D                            | CUSIP: 52605AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    527633 | PA      | $308282.84    | 0.00%             | 2029-06-15      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4682000 | PA      | $3747611.81   | 0.05%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                                                | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5847000 | PA      | $5049190.30   | 0.07%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                           | Keurig Dr Pepper, Inc.                                                                     | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2365274.69   | 0.03%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                       | iHeartCommunications, Inc.                                                                 | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1490809.12   | 0.02%             | 2029-05-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 4281, Class BC                                                        | CUSIP: 3137B6MM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66673 | PA      | $66518.80     | 0.00%             | 2043-12-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                     | Canadian Pacific Railway Co.                                                               | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    601000 | PA      | $390667.19    | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                   | Mariner Finance Issuance Trust, Series 2021-AA, Class C                                    | CUSIP: 56848DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $355963.31    | 0.00%             | 2036-03-20      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 19K-1514, Class C                                             | CUSIP: 30315AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12000000 | PA      | $5736591.60   | 0.08%             | 2034-10-25      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 5200, Class YV                                                        | CUSIP: 3137H6G90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3313810 | PA      | $3073194.26   | 0.04%             | 2033-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                     | Performance Food Group, Inc.                                                               | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    698000 | PA      | $714414.17    | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust, Series 2023-3A, Class C                             | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2129304.45   | 0.03%             | 2028-09-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co.                                                | Georgia Power Co.                                                                          | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   3515000 | PA      | $3602844.00   | 0.05%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                    | Six Flags Entertainment Corp.                                                              | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    960000 | PA      | $964599.36    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                          | Entergy Mississippi LLC                                                                    | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    779000 | PA      | $775527.12    | 0.01%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                           | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94089.51     | 0.00%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                     | Rockies Express Pipeline LLC                                                               | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    510000 | PA      | $501802.52    | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2025-6, Class GA                                                              | CUSIP: 38385B5S5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20668577 | PA      | $19901898.84  | 0.27%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2024-197, Class BN                                                            | CUSIP: 38385BGR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  36492028 | PA      | $34002308.48  | 0.45%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                         | Duke Energy Progress LLC                                                                   | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    232000 | PA      | $225732.37    | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                           | Cleveland-Cliffs, Inc.                                                                     | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258503.19    | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                | Altar Bidco, Inc., 1st Lien Term Loan B                                                    | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2142380 | PA      | $2137024.09   | 0.03%             | 2029-02-01      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                                   | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1045020.66   | 0.01%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1171709.59   | 0.02%             | 2028-01-19      | Variable      | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                 | Burlington Northern Santa Fe LLC                                                           | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    708000 | PA      | $511268.51    | 0.01%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust, Series 2024-3A, Class C                             | CUSIP: 96043CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7038000.20   | 0.09%             | 2029-11-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140MXVK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    423718 | PA      | $386436.82    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                            | WR Grace Holdings LLC                                                                      | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1246500.00   | 0.02%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                          | Duke Energy Florida LLC                                                                    | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1844657.85   | 0.02%             | 2053-11-15      | Fixed         | 6.20%                 | 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        |   2715000 | PA      | $2738276.40   | 0.04%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                       | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4142000 | PA      | $4256012.61   | 0.06%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                        | KLA Corp.                                                                                  | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    280000 | PA      | $193504.66    | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                               | Chord Energy Corp.                                                                         | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    710000 | PA      | $728187.36    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                 | Goodyear Tire & Rubber Co. (The)                                                           | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129074.50    | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K105, Class D                                            | CUSIP: 302975BJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9500000 | PA      | $6270103.55   | 0.08%             | 2053-03-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Rite Aid Corp.                                                   | Rite Aid Corp.                                                                             | CUSIP: 767ESCAC0<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | USGA              | US        |     97000 | PA      | $0.00         | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2022-SFR3, Class D                                            | CUSIP: 33768EAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1226958.13   | 0.02%             | 2038-07-17      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                              | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2371457.00   | 0.03%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                               | ITC Holdings Corp.                                                                         | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   7615000 | PA      | $7883459.21   | 0.11%             | 2034-05-09      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QNLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19781242 | PA      | $17272953.04  | 0.23%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    510000 | PA      | $463756.38    | 0.01%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LEAN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1313015.13   | 0.02%             | 2031-11-01      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QM4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400348 | PA      | $336519.89    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                           | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    835000 | PA      | $906868.39    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 36179XFD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8846113 | PA      | $7543916.43   | 0.10%             | 2052-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K118, Class X2A                                          | CUSIP: 30316TAN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 151745312 | PA      | $583703.52    | 0.01%             | 2053-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2022-3A, Class D                               | CUSIP: 30166YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1013643.50   | 0.01%             | 2028-09-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617XRCV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    571222 | PA      | $520036.00    | 0.01%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                                   | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2351000 | PA      | $2170047.67   | 0.03%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                    | Entergy Corp.                                                                              | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   6620000 | PA      | $6894422.04   | 0.09%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                      | Commonwealth of the Bahamas                                                                | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |   2025000 | PA      | $2090812.50   | 0.03%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                              | Constellation Energy Generation LLC                                                        | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    585000 | PA      | $627469.23    | 0.01%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                  | 1261229 BC Ltd., 1st Lien Term Loan                                                        | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    700000 | PA      | $689696.00    | 0.01%             | 2030-10-08      | Variable      | 10.57%                | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                                     | Public Storage Operating Co.                                                               | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79630.83     | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC, 1st Lien Term Loan                                                       | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   1392138 | PA      | $1386694.64   | 0.02%             | 2028-01-18      | Variable      | 8.86%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                          | EnerSys                                                                                    | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    630000 | PA      | $619045.25    | 0.01%             | 2027-12-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                      | Crescent Energy Finance LLC                                                                | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1919868.26   | 0.03%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                             | Frontier Communications Holdings LLC                                                       | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $234932.91    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2078000 | PA      | $2145848.05   | 0.03%             | 2035-01-19      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Co.                                               | Union Electric Co.                                                                         | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1244723.82   | 0.02%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                   | NNN REIT, Inc.                                                                             | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38747.70     | 0.00%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                 | Gray Media, Inc.                                                                           | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1170084.83   | 0.02%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LFB94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $966733.91    | 0.01%             | 2032-01-01      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140MSPN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8064658 | PA      | $7990609.27   | 0.11%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $860068.86    | 0.01%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                        | ATI, Inc.                                                                                  | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    645000 | PA      | $679444.94    | 0.01%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                             | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1941000 | PA      | $2020340.92   | 0.03%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                      | Prologis LP                                                                                | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    149000 | PA      | $132581.43    | 0.00%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                                | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    243000 | PA      | $248394.94    | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury STRIPS Bonds                                                                 | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18060000 | PA      | $8531869.44   | 0.11%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICAP Trust                                                       | ICAP Trust, Series 2025-RTL1, Class A1                                                     | CUSIP: 45115QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $9085113.90   | 0.12%             | 2030-07-25      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA ACES, Series 2021-M15, Class A2                                                       | CUSIP: 3136BHG29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1472840 | PA      | $1328120.12   | 0.02%             | 2031-11-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                      | Citibank NA                                                                                | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524065.06    | 0.01%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services, Inc.                                     | Genesys Cloud Services, Inc., 1st Lien Term Loan                                           | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |   2646923 | PA      | $2646923.08   | 0.04%             | 2032-01-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                   | NiSource, Inc.                                                                             | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    650000 | PA      | $670603.92    | 0.01%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                              | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274504.12    | 0.00%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MVW LLC                                                          | MVW LLC, Series 2022-2A, Class C                                                           | CUSIP: 55400VAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    359359 | PA      | $369365.55    | 0.00%             | 2041-10-21      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                         | Cooperatieve Rabobank UA                                                                   | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    890000 | PA      | $881968.60    | 0.01%             | 2028-04-06      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                          | KeyCorp                                                                                    | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   4855000 | PA      | $4807989.57   | 0.06%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140HTTZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512464 | PA      | $501794.05    | 0.01%             | 2029-05-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K739, Class X2B                                          | CUSIP: 30289SAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  34000000 | PA      | $57252.60     | 0.00%             | 2053-11-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140AELG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7565591 | PA      | $7613439.93   | 0.10%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STAR Trust                                                       | STAR Trust, Series 2025-SFR5, Class C                                                      | CUSIP: 85520CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000818.90   | 0.01%             | 2042-02-17      | Floating      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                              | Nexstar Media, Inc.                                                                        | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    615000 | PA      | $603692.79    | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                                           | CUSIP: 00084DBC3<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $601456.87    | 0.01%             | 2026-10-13      | Variable      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Ameren Illinois Co.                                              | Ameren Illinois Co.                                                                        | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    750000 | PA      | $762870.90    | 0.01%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                         | Ajax Mortgage Loan Trust, Series 2021-G, Class A                                           | CUSIP: 009703AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3941374 | PA      | $3937767.30   | 0.05%             | 2061-06-25      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                             | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3320000 | PA      | $3409321.28   | 0.05%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust                                         | AutoNation Finance Trust, Series 2025-1A, Class D                                          | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1491000 | PA      | $1522218.26   | 0.02%             | 2032-09-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133USJH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4136733 | PA      | $3621118.88   | 0.05%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                        | Consolidated Edison Co. of New York, Inc., Series A                                        | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    491000 | PA      | $384845.31    | 0.01%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2023-3, Class D                       | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1955000 | PA      | $2001794.10   | 0.03%             | 2029-10-12      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                           | TotalEnergies Capital International SA                                                     | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    270000 | PA      | $200230.15    | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LLKY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1718898 | PA      | $1741550.24   | 0.02%             | 2033-10-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                                       | Esab Corp.                                                                                 | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    727000 | PA      | $747511.58    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XH2W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1406000 | PA      | $1359491.67   | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                               | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7365000 | PA      | $7194710.15   | 0.10%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                                    | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3070340.67   | 0.04%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                                   | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    232000 | PA      | $205817.07    | 0.00%             | 2041-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                  | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3115000 | PA      | $3137938.86   | 0.04%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                        | Baker Hughes Holdings LLC                                                                  | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $272420.32    | 0.00%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2022-5, Class D                             | CUSIP: 80287HAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6058897.20   | 0.08%             | 2030-12-16      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CFIN 2022-RTL1 Issuer LLC                                        | CFIN 2022-RTL1 Issuer LLC, Class A                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   2426617 | PA      | $2426616.56   | 0.03%             | 2027-08-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Topgolf Callaway Brands Corp.                                    | Topgolf Callaway Brands Corp., 1st Lien Term Loan                                          | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |    439232 | PA      | $431545.19    | 0.01%             | 2030-03-18      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                    | Equinix, Inc.                                                                              | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    280000 | PA      | $266583.54    | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co. (The)                            | Connecticut Light and Power Co. (The)                                                      | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     46000 | PA      | $36241.29     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QPAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4330214 | PA      | $3925132.28   | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust, Series 2023-1, Class C                      | CUSIP: 108056AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5116015.00   | 0.07%             | 2029-08-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co.                                                             | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    719000 | PA      | $734896.61    | 0.01%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                              | Societe Generale SA                                                                        | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $195764.91    | 0.00%             | 2027-06-09      | Variable      | 1.79%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617UUPQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    688986 | PA      | $645022.57    | 0.01%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                            | Gilead Sciences, Inc.                                                                      | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    330000 | PA      | $269411.80    | 0.00%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                          | Pfizer Investment Enterprises Pte. Ltd.                                                    | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3275000 | PA      | $3050785.51   | 0.04%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QL2S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8303219 | PA      | $7264005.47   | 0.10%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617FYPA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    954227 | PA      | $909966.34    | 0.01%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Evhc Physical Equity                                         | New Evhc Physical Equity                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        18 | NS      | $308.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3138EJT81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74192 | PA      | $72262.50     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer, Inc.                                          | BCPE Pequod Buyer, Inc., 1st Lien Term Loan                                                | CUSIP: 05624AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1925175 | PA      | $1926888.41   | 0.03%             | 2031-11-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                           | Cascade MH Asset Trust, Series 2022-MH1, Class M                                           | CUSIP: 14732KAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    856330 | PA      | $694483.24    | 0.01%             | 2054-08-25      | Variable      | 4.25%                 | Yes           |                  3 | On Loan: No      |
| Commonwealth Edison Co.                                          | Commonwealth Edison Co.                                                                    | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    450000 | PA      | $421325.10    | 0.01%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617X0WY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    633729 | PA      | $580072.94    | 0.01%             | 2051-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II                                                                                    | CUSIP: 3617VYMP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4762074 | PA      | $4927127.02   | 0.07%             | 2071-10-20      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                               | MIWD Holdco II LLC, 1st Lien Term Loan                                                     | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |   1685977 | PA      | $1692569.62   | 0.02%             | 2031-03-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                | GLS Auto Select Receivables Trust, Series 2024-1A, Class C                                 | CUSIP: 37988XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $307040.31    | 0.00%             | 2030-03-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                   | Cascade Funding Mortgage Trust, Series 2021-FRR1, Class AK99                               | CUSIP: 12529YCG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2398779.00   | 0.03%             | 2029-09-29      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                | FirstEnergy Corp., Series B                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2312990.32   | 0.03%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust                                           | Oportun Issuance Trust, Series 2021-C, Class A                                             | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1788986 | PA      | $1752029.94   | 0.02%             | 2031-10-08      | Fixed         | 2.18%                 | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                          | Raizen Fuels Finance SA                                                                    | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   1114000 | PA      | $1017527.60   | 0.01%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                        | MGM Resorts International                                                                  | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    720000 | PA      | $715623.70    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hughes Satellite Systems Corp.                                   | Hughes Satellite Systems Corp.                                                             | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $179235.26    | 0.00%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                             | Icahn Enterprises LP                                                                       | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $658472.49    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                     | San Diego Gas & Electric Co.                                                               | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359213.78    | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                  | Madison IAQ LLC                                                                            | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    795000 | PA      | $772876.50    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-KSG1, Class X2A                                          | CUSIP: 30316JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  50564022 | PA      | $190464.56    | 0.00%             | 2030-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| EIDP, Inc.                                                       | EIDP, Inc.                                                                                 | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320114.19    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                               | Essex Portfolio LP                                                                         | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    535000 | PA      | $472854.47    | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC, 1st Lien Term Loan B-4                               | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   2043875 | PA      | $2041585.86   | 0.03%             | 2030-12-09      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                        | Republic of Cote d'Ivoire                                                                  | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    402000 | PA      | $399366.90    | 0.01%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1900000 | PA      | $1934200.00   | 0.03%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co.                                                             | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    530000 | PA      | $548263.04    | 0.01%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                             | LHOME Mortgage Trust, Series 2025-RTL1, Class A1                                           | CUSIP: 50205UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5400000 | PA      | $5438831.94   | 0.07%             | 2040-01-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                                    | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5680000 | PA      | $6029070.70   | 0.08%             | 2029-10-19      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                                                | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5766.56      | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust, Series 2024-2, Class E                      | CUSIP: 10805MAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6336946.80   | 0.08%             | 2031-01-15      | Fixed         | 8.21%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2003-7, Class FA                                                       | CUSIP: 31392HY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47572 | PA      | $47779.00     | 0.00%             | 2033-02-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                               | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   6680000 | PA      | $6912862.73   | 0.09%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                                 | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  15540000 | PA      | $10333313.37  | 0.14%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2018-K84, Class D                                             | CUSIP: 30297RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9500000 | PA      | $7234204.40   | 0.10%             | 2028-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XGV89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7581380 | PA      | $6626830.04   | 0.09%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                                      | Business Jet Securities LLC, Series 2024-2A, Class C                                       | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1249470 | PA      | $1252433.74   | 0.02%             | 2039-09-15      | Fixed         | 7.97%                 | Yes           |                  3 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                      | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60977.34     | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mariner Finance issuance Trust                                   | Mariner Finance issuance Trust, Series 2024-BA, Class E                                    | CUSIP: 56847GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6480000 | PA      | $6834483.22   | 0.09%             | 2038-11-20      | Fixed         | 8.80%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II                                                                                    | CUSIP: 3617VUE60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106583 | PA      | $111384.43    | 0.00%             | 2071-11-20      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                    | Workday, Inc.                                                                              | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    172000 | PA      | $169331.77    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2023-SFR2G, Class G1                                                    | CUSIP: 031928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2536254.00   | 0.03%             | 2028-08-19      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LHTF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    768250 | PA      | $763705.71    | 0.01%             | 2032-11-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                                 | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    370000 | PA      | $382758.30    | 0.01%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LHAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    945000 | PA      | $904226.80    | 0.01%             | 2032-08-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     18000 | PA      | $13773.94     | 0.00%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                           | Standard Chartered plc                                                                     | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $603046.00    | 0.01%             | 2027-01-14      | Variable      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140HVFN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    677397 | PA      | $607280.43    | 0.01%             | 2034-10-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                             | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318894.89    | 0.00%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                              | NuStar Logistics LP                                                                        | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    430000 | PA      | $432298.78    | 0.01%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 2023-MN7, Class M2                                                           | CUSIP: 35563QAB3<br>LEI: 529900NYZHC090WEXH18 | Long             | ABS-MBS          | USGSE             | US        |   1240000 | PA      | $1293235.31   | 0.02%             | 2043-09-25      | Floating      | 10.05%                | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                            | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  13540000 | PA      | $12158694.97  | 0.16%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    454000 | PA      | $446140.64    | 0.01%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                                           | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $179272.02    | 0.00%             | 2037-03-13      | Variable      | 3.32%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21419000 | PA      | $16714350.06  | 0.22%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                                         | MRCD MARK Mortgage Trust, Series 2019-PARK, Class E                                        | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $462903.00    | 0.01%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                             | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2775604.22   | 0.04%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140W0L37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10522585 | PA      | $10645516.36  | 0.14%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                            | Matador Resources Co.                                                                      | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    479000 | PA      | $482540.89    | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KJ44, Class A2            | CUSIP: 3137H9QU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5071588.50   | 0.07%             | 2033-02-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc.                                                                   | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    423226 | PA      | $414761.48    | 0.01%             | 2030-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617Y0PB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     61996 | PA      | $56752.52     | 0.00%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                             | LHOME Mortgage Trust, Series 2023-RTL2, Class A1                                           | CUSIP: 50205BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1580443 | PA      | $1581235.25   | 0.02%             | 2028-06-25      | Variable      | 8.00%                 | Yes           |                  3 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 19K-1511, Class C                                             | CUSIP: 30309KAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12000000 | PA      | $5833210.80   | 0.08%             | 2034-04-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2021-SFR5, Class E2                                     | CUSIP: 74333FAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $264082.84    | 0.00%             | 2038-07-17      | Fixed         | 2.36%                 | Yes           |                  2 | On Loan: No      |
| Apple, Inc.                                                      | Apple, Inc.                                                                                | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    670000 | PA      | $413845.68    | 0.01%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                         | Engie SA                                                                                   | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    715000 | PA      | $735103.88    | 0.01%             | 2029-04-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2022-SFR3, Class E1                                           | CUSIP: 33768EAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4400226.00   | 0.06%             | 2038-07-17      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                              | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    515000 | PA      | $448386.10    | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                     | San Diego Gas & Electric Co.                                                               | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    170000 | PA      | $106614.27    | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                                   | Home Partners of America Trust, Series 2021-3, Class D                                     | CUSIP: 43730XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3777000 | PA      | $3524577.10   | 0.05%             | 2041-01-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                   | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $393848.09    | 0.01%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                         | Lumen Technologies, Inc., 1st Lien Term Loan B-1                                           | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    423920 | PA      | $421096.29    | 0.01%             | 2029-04-16      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617WSJF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    211117 | PA      | $199309.39    | 0.00%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                      | Huntington Bancshares, Inc.                                                                | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1266882.28   | 0.02%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133KNB44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4312542 | PA      | $3596251.92   | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Re-REMIC Trust                                   | Banc of America Re-REMIC Trust, Series 2024-FRR1, Class C                                  | CUSIP: 05942XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7128000 | PA      | $4663815.47   | 0.06%             | 2049-04-27      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Foundry JV Holdco LLC                                            | Foundry JV Holdco LLC                                                                      | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1282435.41   | 0.02%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                  | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    550000 | PA      | $584326.25    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                                       | BXG Receivables Note Trust, Series 2020-A, Class C                                         | CUSIP: 05608TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1119099 | PA      | $1103184.18   | 0.01%             | 2036-02-28      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                           | Standard Chartered plc                                                                     | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1615000 | PA      | $1686799.19   | 0.02%             | 2035-05-14      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                 | American Builders & Contractors Supply Co., Inc.                                           | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    875000 | PA      | $856005.68    | 0.01%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39347900 | PA      | $29228111.97  | 0.39%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust                                           | Oportun Issuance Trust, Series 2021-B, Class B                                             | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120524 | PA      | $118037.45    | 0.00%             | 2031-05-08      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                            | Sumitomo Mitsui Financial Group, Inc.                                                      | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    950000 | PA      | $994045.90    | 0.01%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                       | VMware LLC                                                                                 | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286817.34    | 0.00%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co.                                                             | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    390000 | PA      | $364988.32    | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                      | Aker BP ASA                                                                                | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    475000 | PA      | $424094.88    | 0.01%             | 2054-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LKBW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2010902.62   | 0.03%             | 2033-05-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LJ4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3068921 | PA      | $3099157.20   | 0.04%             | 2030-11-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2024-51, Class GC                                                             | CUSIP: 38384KG54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21013289 | PA      | $20305719.01  | 0.27%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140JBH66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19031055 | PA      | $15885873.50  | 0.21%             | 2033-01-01      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                  | Permian Resources Operating LLC                                                            | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2175469.80   | 0.03%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                         | Bristol-Myers Squibb Co.                                                                   | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $534824.35    | 0.01%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3618AWYA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2219515 | PA      | $2241567.24   | 0.03%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140FXUH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    748787 | PA      | $693768.41    | 0.01%             | 2061-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                               | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1581270.91   | 0.02%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2024-2A, Class D                               | CUSIP: 30166DAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5370000 | PA      | $5500115.64   | 0.07%             | 2030-02-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                                  | CUSIP: 86765LAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $471646.88    | 0.01%             | 2028-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                          | RHP Hotel Properties LP                                                                    | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1106436.23   | 0.01%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                   | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1160000 | PA      | $1163026.18   | 0.02%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                        | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   9200000 | PA      | $8954669.12   | 0.12%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                       | PG&E Corp.                                                                                 | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   5270000 | PA      | $5229865.79   | 0.07%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140N4VV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1716390 | PA      | $1705762.53   | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2024-RTL1, Class A1                            | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |   4225000 | PA      | $4254530.22   | 0.06%             | 2039-03-25      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                         | Boost Newco Borrower LLC, 1st Lien Term Loan B-2                                           | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1513503 | PA      | $1513881.22   | 0.02%             | 2031-01-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                    | Perrigo Finance Unlimited Co., Series USD                                                  | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    728000 | PA      | $732540.54    | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                      | Federal Republic of Nigeria                                                                | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1100000 | PA      | $1101716.00   | 0.01%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp.                                                        | RTX Corp.                                                                                  | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    450000 | PA      | $389971.75    | 0.01%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20820600 | PA      | $20627846.84  | 0.27%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                  | Southwestern Electric Power Co.                                                            | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132066.33    | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LK3F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3115000 | PA      | $3138448.44   | 0.04%             | 2033-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                  | Santander UK Group Holdings plc                                                            | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   4200000 | PA      | $4091325.38   | 0.05%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding, Inc.                                        | PPL Capital Funding, Inc.                                                                  | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198073.79    | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                             | Glencore Funding LLC                                                                       | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39610.93     | 0.00%             | 2027-10-27      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multi-Family Structured Credit Risk                        | FHLMC, Multi-Family Structured Credit Risk, Series 2022-MN4, Class M1                      | CUSIP: 35563HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    926238 | PA      | $951076.16    | 0.01%             | 2052-05-25      | Floating      | 8.60%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                   | Carvana Auto Receivables Trust, Series 2023-N3, Class C                                    | CUSIP: 14686RAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3489000 | PA      | $3548476.98   | 0.05%             | 2029-12-10      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Aqua Finance Trust                                               | Aqua Finance Trust, Series 2019-A, Class D                                                 | CUSIP: 038370AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2279141 | PA      | $2275941.93   | 0.03%             | 2040-07-16      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q014, Class X             | CUSIP: 3137F72J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1778189 | PA      | $258002.63    | 0.00%             | 2055-10-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                            | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1742000 | PA      | $1783517.09   | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund                       | JPMorgan U.S. Government Money Market Fund, Class IM                                       | CUSIP: 4812C2270<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | STIV             | RF                | US        | 640444328 | NS      | $640444327.69 | 8.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Recovery Funding LLC                                        | PG&E Recovery Funding LLC, Series A-2                                                      | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    965000 | PA      | $961987.72    | 0.01%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                                                | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    175000 | PA      | $181281.43    | 0.00%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XRQ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5742283 | PA      | $4813423.17   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2022-SFR2, Class F1                                           | CUSIP: 33767PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6600000 | PA      | $6381059.52   | 0.08%             | 2039-07-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                           | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1001403 | PA      | $1029171.86   | 0.01%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                               | FS Luxembourg Sarl                                                                         | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |   1050000 | PA      | $1071189.00   | 0.01%             | 2033-06-25      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                  | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    420000 | PA      | $418865.92    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617U2BL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2965434 | PA      | $2392122.52   | 0.03%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                | GLS Auto Receivables Issuer Trust, Series 2025-2A, Class D                                 | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14300000 | PA      | $14564562.87  | 0.19%             | 2031-01-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LHLB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $3913968.40   | 0.05%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                              | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    287000 | PA      | $289063.82    | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp.                   | Texas Natural Gas Securitization Finance Corp., Customer Rate Relief Bonds, Series 2023A-2 | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $45935.92     | 0.00%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XL6W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5130488 | PA      | $4330335.07   | 0.06%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2021-SFR9, Class F                                      | CUSIP: 74333QAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10450000 | PA      | $10020412.00  | 0.13%             | 2040-11-17      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2010-61, Class FK                                                             | CUSIP: 38377FHC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1351507 | PA      | $1349057.82   | 0.02%             | 2040-05-16      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 2025-MN10, Class M2                                                          | CUSIP: 35563UAB4<br>LEI: 529900M14O2Z3FO2N217 | Long             | ABS-MBS          | USGSE             | US        |   3700000 | PA      | $3691985.43   | 0.05%             | 2045-02-25      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| KDC/ONE Development Corp., Inc.                                  | KDC/ONE Development Corp., Inc., 1st Lien Term Loan                                        | CUSIP: C4879HAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1021378 | PA      | $1022021.10   | 0.01%             | 2028-08-15      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA ACES, Series 2022-M3, Class A2                                                        | CUSIP: 3136BLW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1203584.62   | 0.02%             | 2031-11-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Progress Residential                                             | Progress Residential, Series 2021-SFR3, Class E1                                           | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $444857.85    | 0.01%             | 2026-05-17      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133KRW67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3619189 | PA      | $3579051.08   | 0.05%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                            | Miter Brands Acquisition Holdco, Inc.                                                      | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030863.00   | 0.01%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2182160.94   | 0.03%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                   | Baltimore Gas and Electric Co.                                                             | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    295000 | PA      | $197599.98    | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                                      | Diamond Resorts Owner Trust, Series 2021-1A, Class D                                       | CUSIP: 25273CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73600 | PA      | $73486.59     | 0.00%             | 2033-11-21      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                   | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    465000 | PA      | $511227.51    | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Stagwell Global LLC                                              | Stagwell Global LLC                                                                        | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1075432.55   | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp.                                                    | Novelis Corp.                                                                              | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    284000 | PA      | $286917.25    | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Angola                                               | Republic of Angola                                                                         | CUSIP: N/A<br>LEI: 549300QHR2R3J8JSGK83       | Long             | DBT              | NUSS              | AO        |   1000000 | PA      | $984062.50    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                | GLS Auto Receivables Issuer Trust, Series 2023-2A, Class E                                 | CUSIP: 379928AL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2166033.60   | 0.03%             | 2030-01-15      | Fixed         | 9.37%                 | Yes           |                  2 | On Loan: No      |
| Station Casinos LLC                                              | Station Casinos LLC, 1st Lien Term Loan B                                                  | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    350000 | PA      | $349618.50    | 0.00%             | 2031-03-14      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Technology in Housing Trust                            | Pagaya AI Technology in Housing Trust, Series 2023-1, Class E2                             | CUSIP: 69547YAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8159000 | PA      | $7434378.81   | 0.10%             | 2040-10-25      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                             | Charter Communications Operating LLC                                                       | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    985000 | PA      | $699243.07    | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                               | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1205000 | PA      | $1243656.40   | 0.02%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                             | Coterra Energy, Inc.                                                                       | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2250539.28   | 0.03%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                        | O'Reilly Automotive, Inc.                                                                  | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     73000 | PA      | $63467.54     | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                    | Enel Finance International NV                                                              | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1085000 | PA      | $1112095.63   | 0.01%             | 2029-06-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Star Parent, Inc.                                                | Star Parent, Inc., 1st Lien Term Loan                                                      | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |   1297222 | PA      | $1289114.10   | 0.02%             | 2030-09-27      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Renew                                                            | Renew, Series 2024-2A, Class B                                                             | CUSIP: 75975DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1822075 | PA      | $1832306.85   | 0.02%             | 2060-11-20      | Fixed         | 8.22%                 | Yes           |                  3 | On Loan: No      |
| Republic of Kenya                                                | Republic of Kenya                                                                          | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   1773000 | PA      | $1752504.12   | 0.02%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                         | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5215000 | PA      | $5181008.32   | 0.07%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2022-SFR1, Class F2                                           | CUSIP: 33768NAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2289068.86   | 0.03%             | 2039-05-19      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Lloyds Banking Group plc                                         | Lloyds Banking Group plc                                                                   | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $354999.54    | 0.00%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc., 1st Lien Term Loan B-2                                            | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    689491 | PA      | $689491.09    | 0.01%             | 2029-03-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                | NatWest Group plc                                                                          | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $588559.40    | 0.01%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Mid-Atlantic Interstate Transmission LLC                         | Mid-Atlantic Interstate Transmission LLC                                                   | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $428701.63    | 0.01%             | 2028-05-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Bridge Trust                                                     | Bridge Trust, Series 2025-SFR1, Class E                                                    | CUSIP: 10807GAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6025000 | PA      | $5539403.68   | 0.07%             | 2042-09-17      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                | Exxon Mobil Corp.                                                                          | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    750000 | PA      | $674857.29    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                            | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9140000 | PA      | $9396762.34   | 0.13%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140KQAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7214084 | PA      | $5776945.51   | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust                                           | Oportun Issuance Trust, Series 2024-2, Class D                                             | CUSIP: 68377KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3147876.30   | 0.04%             | 2032-02-09      | Fixed         | 10.47%                | Yes           |                  2 | On Loan: No      |
| Dana, Inc.                                                       | Dana, Inc.                                                                                 | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39238.88     | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                                    | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1480000 | PA      | $1514435.59   | 0.02%             | 2027-10-19      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XKR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3244999 | PA      | $3040192.21   | 0.04%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust, Series 2021-R1, Class A2C                                       | CUSIP: 89179TAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    754000 | PA      | $636331.51    | 0.01%             | 2060-11-30      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                         | EquipmentShare.com, Inc.                                                                   | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215421.80    | 0.00%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1806447.18   | 0.02%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                 | Cooper-Standard Automotive, Inc.                                                           | CUSIP: 216762AJ3<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |     32879 | PA      | $30248.68     | 0.00%             | 2027-05-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11912000 | PA      | $11837198.48  | 0.16%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3138LJU24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    931084 | PA      | $863197.45    | 0.01%             | 2033-07-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                                       | ANZ New Zealand Int'l Ltd.                                                                 | CUSIP: 00182EBU2<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    900000 | PA      | $932121.17    | 0.01%             | 2028-08-14      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                        | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1040030.10   | 0.01%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                            | Dominion Energy, Inc.                                                                      | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2656000 | PA      | $2681809.71   | 0.04%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                       | Builders FirstSource, Inc.                                                                 | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   3105000 | PA      | $2918450.98   | 0.04%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                                       | CPS Auto Receivables Trust, Series 2023-D, Class C                                         | CUSIP: 12598VAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4100000 | PA      | $4166534.39   | 0.06%             | 2030-01-15      | Fixed         | 7.17%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LBNW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1306742.37   | 0.02%             | 2031-03-01      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                                              | Republic of Senegal                                                                        | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    500000 | PA      | $370940.00    | 0.00%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                             | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    535000 | PA      | $552407.29    | 0.01%             | 2030-05-20      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                                          | Anheuser-Busch Cos. LLC                                                                    | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $527013.11    | 0.01%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2023-K752, Class X2A                                          | CUSIP: 30333RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  87626344 | PA      | $324673.13    | 0.00%             | 2060-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Republic of Guatemala                                            | Republic of Guatemala                                                                      | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    600000 | PA      | $621600.00    | 0.01%             | 2037-02-06      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 21K-1519, Class C                                             | CUSIP: 30320AAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12601391 | PA      | $5597692.88   | 0.07%             | 2035-12-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                                    | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3830000 | PA      | $3990656.67   | 0.05%             | 2031-01-14      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                 | TSMC Global Ltd.                                                                           | CUSIP: 872882AF2<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    380000 | PA      | $355790.20    | 0.00%             | 2027-09-28      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                      | Merchants Fleet Funding LLC, Series 2023-1A, Class A                                       | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   1755475 | PA      | $1767475.04   | 0.02%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                        | SCF Equipment Leasing LLC, Series 2022-2A, Class F1                                        | CUSIP: 78397WAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4984966.00   | 0.07%             | 2035-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                     | Cadence Design Systems, Inc.                                                               | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007244.96   | 0.01%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                            | WEC US Holdings, Inc., 1st Lien Term Loan                                                  | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |   3092522 | PA      | $3091996.08   | 0.04%             | 2031-01-27      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust, Series 2021-2A, Class D                                            | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8300000 | PA      | $7714220.03   | 0.10%             | 2032-04-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA I, 30 Year                                                                            | CUSIP: 36241L2E5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3679280 | PA      | $3445885.23   | 0.05%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140NYVM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10979786 | PA      | $11356578.55  | 0.15%             | 2035-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                         | Venture Global LNG, Inc.                                                                   | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3108609.00   | 0.04%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  20150000 | PA      | $17782254.10  | 0.24%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                     | Intuit, Inc.                                                                               | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    580000 | PA      | $568904.28    | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1574393 | PA      | $1482266.85   | 0.02%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                     | Sabine Pass Liquefaction LLC                                                               | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   4394000 | PA      | $4406704.86   | 0.06%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rain City Mortgage Trust                                         | Rain City Mortgage Trust, Series 2024-RTL1, Class A1                                       | CUSIP: 75079KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5789000 | PA      | $5848052.43   | 0.08%             | 2029-11-25      | Variable      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                              | Bank of New York Mellon Corp. (The)                                                        | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    400000 | PA      | $426203.11    | 0.01%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                          | SS&C Technologies, Inc.                                                                    | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    535000 | PA      | $555167.30    | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                                                   | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2259000 | PA      | $2297404.67   | 0.03%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1500000 | PA      | $1277820.00   | 0.02%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                               | Vail Resorts, Inc.                                                                         | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $1375529.49   | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140KK3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3888156 | PA      | $3277469.16   | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617KAZN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115622 | PA      | $112852.10    | 0.00%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                      | Cheniere Energy Partners LP                                                                | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2891029.62   | 0.04%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                         | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    670000 | PA      | $673104.53    | 0.01%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Kenvue, Inc.                                                     | Kenvue, Inc.                                                                               | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287617.37    | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                              | Hilton Domestic Operating Co., Inc.                                                        | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1879000 | PA      | $1917581.51   | 0.03%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 36179YAL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17190805 | PA      | $14663547.89  | 0.20%             | 2053-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                          | EnerSys                                                                                    | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515012.50    | 0.01%             | 2032-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LHSD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1283000 | PA      | $1308791.37   | 0.02%             | 2032-11-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Peru LNG Srl                                                     | Peru LNG Srl                                                                               | CUSIP: 715604AA2<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |    750060 | PA      | $713119.55    | 0.01%             | 2030-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                       | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    270000 | PA      | $280166.26    | 0.00%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Seasoned Loans Structured Transaction Trust                      | Seasoned Loans Structured Transaction Trust, Series 2024-2, Class VF                       | CUSIP: 35564CSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8234382 | PA      | $8380547.83   | 0.11%             | 2034-10-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                     | American Credit Acceptance Receivables Trust, Series 2022-2, Class E                       | CUSIP: 02530BAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $300561.57    | 0.00%             | 2028-06-13      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                            | JetBlue Airways Corp.                                                                      | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $675711.99    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                                   | Broadcom, Inc.                                                                             | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7275000 | PA      | $6155461.38   | 0.08%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                 | Burlington Northern Santa Fe LLC                                                           | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $793046.76    | 0.01%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                | Hillenbrand, Inc.                                                                          | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   1444000 | PA      | $1327653.74   | 0.02%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K115, Class X2A                                          | CUSIP: 302673AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 128955999 | PA      | $488936.67    | 0.01%             | 2053-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                        | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    370000 | PA      | $373732.19    | 0.00%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                          | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6840000 | PA      | $7250289.19   | 0.10%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co.                                      | New York Life Insurance Co.                                                                | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   2919000 | PA      | $3071969.52   | 0.04%             | 2033-05-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3132DNNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12556699 | PA      | $12442209.25  | 0.17%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco, Inc.                                              | Phoenix Newco, Inc., 1st Lien Term Loan                                                    | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   2146467 | PA      | $2147583.52   | 0.03%             | 2028-11-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 20 Year                                                                        | CUSIP: 3132D9KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    787876 | PA      | $676898.62    | 0.01%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                               | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    820000 | PA      | $838278.96    | 0.01%             | 2027-09-13      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                                           | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203969.70    | 0.00%             | 2027-09-18      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                            | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154655.38    | 0.00%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LGV82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2085000 | PA      | $1993528.99   | 0.03%             | 2033-09-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                     | KBC Group NV                                                                               | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   1425000 | PA      | $1450474.55   | 0.02%             | 2030-10-16      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                                     | Ecopetrol SA                                                                               | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    600000 | PA      | $650040.00    | 0.01%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                                    | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45294.22     | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617Y0N22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     92574 | PA      | $81994.86     | 0.00%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MVW LLC                                                          | MVW LLC, Series 2020-1A, Class D                                                           | CUSIP: 55400EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    506998 | PA      | $507603.81    | 0.01%             | 2037-10-20      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                         | PNC Financial Services Group, Inc. (The)                                                   | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $2037498.48   | 0.03%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140N8HA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325033 | PA      | $329473.03    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer LLC                                   | Elara HGV Timeshare Issuer LLC, Series 2021-A, Class C                                     | CUSIP: 28416LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    188948 | PA      | $179350.40    | 0.00%             | 2035-08-27      | Fixed         | 2.09%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                         | NGL Energy Operating LLC                                                                   | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $303976.99    | 0.00%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                 | BP Capital Markets America, Inc.                                                           | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   3760000 | PA      | $3771982.71   | 0.05%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2021-KHG3, Class BFX                                          | CUSIP: 30323AAN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $902099.10    | 0.01%             | 2028-09-25      | Variable      | 2.48%                 | Yes           |                  2 | On Loan: No      |
| Jetblue Airways Corp.                                            | Jetblue Airways Corp., 1st Lien Term Loan                                                  | CUSIP: G5112TAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    992500 | PA      | $935927.50    | 0.01%             | 2029-08-13      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust                                                  | NYMT Loan Trust, Series 2024-BPL3, Class A1                                                | CUSIP: 67119RAA5<br>LEI: 254900Q6RDCV3HGA6340 | Long             | ABS-MBS          | CORP              | US        |   4395000 | PA      | $4391963.49   | 0.06%             | 2039-09-25      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 31427PGG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14851576 | PA      | $13920630.53  | 0.19%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                            | Scentre Group Trust 1                                                                      | CUSIP: 806213AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    160000 | PA      | $159669.78    | 0.00%             | 2025-10-28      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ReadyCap Lending Small Business Loan Trust                       | ReadyCap Lending Small Business Loan Trust, Series 2019-2, Class A                         | CUSIP: 75576QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14026 | PA      | $14016.16     | 0.00%             | 2044-12-27      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                        | Republic of Cote d'Ivoire                                                                  | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1600000 | PA      | $1586000.00   | 0.02%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 36179X2E5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15614182 | PA      | $13315688.03  | 0.18%             | 2053-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2022-SFR3, Class F1                                           | CUSIP: 33768EAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6593601.00   | 0.09%             | 2038-07-17      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                               | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    483000 | PA      | $498876.75    | 0.01%             | 2030-02-08      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| DaVita, Inc.                                                     | DaVita, Inc.                                                                               | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1636631.48   | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2019-KW10, Class X2A                                          | CUSIP: 30298XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  35397735 | PA      | $107074.61    | 0.00%             | 2032-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QRRS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1685836 | PA      | $1669139.88   | 0.02%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                  | Southwestern Electric Power Co.                                                            | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    210000 | PA      | $135391.43    | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2024-RTL1, Class M1                            | CUSIP: 64831PAC9<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3275902.50   | 0.04%             | 2039-03-25      | Variable      | 9.30%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, Other                                                                             | CUSIP: 3617YYCU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12801991 | PA      | $11448395.34  | 0.15%             | 2062-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140JXLV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149894 | PA      | $130175.94    | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LHXY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    661000 | PA      | $680244.78    | 0.01%             | 2032-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                             | Consumers Energy Co.                                                                       | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1316294.53   | 0.02%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                       | Graham Packaging Co., Inc., 1st Lien Term Loan                                             | CUSIP: 38469EAE3<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |    738557 | PA      | $738770.92    | 0.01%             | 2027-08-04      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co.                                                             | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    600000 | PA      | $621214.07    | 0.01%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                       | iHeartCommunications, Inc.                                                                 | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    231400 | PA      | $183605.63    | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140K0AV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3326 | PA      | $3145.37      | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K118, Class X2B                                          | CUSIP: 30316TAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  31043000 | PA      | $125658.96    | 0.00%             | 2053-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140Y6W89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19694525 | PA      | $18413164.58  | 0.25%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                    | Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class E                      | CUSIP: 107933AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6990000 | PA      | $7350867.14   | 0.10%             | 2030-10-15      | Fixed         | 8.43%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                                 | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $710350.57    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BAMLL Re-REMIC Trust                                             | BAMLL Re-REMIC Trust, Series 2025-FRR5, Class D736                                         | CUSIP: 05494BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3771562.80   | 0.05%             | 2052-09-27      | Variable      | 1.92%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3618AW2Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2763322 | PA      | $2790777.24   | 0.04%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                                                     | Bridge Trust, Series 2022-SFR1, Class A                                                    | CUSIP: 10805VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7355084 | PA      | $7317305.61   | 0.10%             | 2037-11-17      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| ACCO Brands Corp.                                                | ACCO Brands Corp.                                                                          | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1522226.99   | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                 | BP Capital Markets America, Inc.                                                           | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    630000 | PA      | $465825.81    | 0.01%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                           | Lendmark Funding Trust, Series 2025-1A, Class E                                            | CUSIP: 52604QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4745000 | PA      | $4979463.74   | 0.07%             | 2034-09-20      | Fixed         | 8.91%                 | Yes           |                  2 | On Loan: No      |
| TEGNA, Inc.                                                      | TEGNA, Inc.                                                                                | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1049231.61   | 0.01%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 36179XX27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16023837 | PA      | $14705058.85  | 0.20%             | 2053-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust                      | Porsche Financial Auto Securitization Trust, Series 2023-2A, Class A3                      | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    378175 | PA      | $381618.17    | 0.01%             | 2029-01-22      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                       | Edgewell Personal Care Co.                                                                 | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    595000 | PA      | $592084.80    | 0.01%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Intuit, Inc.                                                     | Intuit, Inc.                                                                               | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1732032.42   | 0.02%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                                 | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1177933.50   | 0.02%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                     | MH Sub I LLC, 1st Lien Term Loan                                                           | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    598468 | PA      | $516178.44    | 0.01%             | 2031-12-31      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                         | Boost Newco Borrower LLC                                                                   | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1225383.39   | 0.02%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential Trust                                         | Tricon Residential Trust, Series 2025-SFR1, Class C                                        | CUSIP: 895974AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5750000 | PA      | $5762945.55   | 0.08%             | 2042-03-17      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2023-SFR2, Class E1                                     | CUSIP: 74331GAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3769000 | PA      | $3688121.03   | 0.05%             | 2040-10-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                  | CoreWeave, Inc.                                                                            | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    545000 | PA      | $546953.83    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Pine Street Trust III                                            | Pine Street Trust III                                                                      | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $446947.98    | 0.01%             | 2054-05-15      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| ACRE Commercial Mortgage Ltd.                                    | ACRE Commercial Mortgage Ltd., Series 2021-FL4, Class B                                    | CUSIP: 00489TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    179355 | PA      | $177671.23    | 0.00%             | 2037-12-18      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                          | KeyCorp                                                                                    | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2106000 | PA      | $2262317.34   | 0.03%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                  | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4410000 | PA      | $4532578.55   | 0.06%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                           | BWX Technologies, Inc.                                                                     | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    580000 | PA      | $558189.85    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ATS Corp.                                                        | ATS Corp.                                                                                  | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |   1330000 | PA      | $1272299.55   | 0.02%             | 2028-12-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                 | Fair Isaac Corp.                                                                           | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    785000 | PA      | $795533.13    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133KQW36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1653264 | PA      | $1643359.60   | 0.02%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                     | American Water Capital Corp.                                                               | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511577.09    | 0.01%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                        | FHLMC Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MTU                        | CUSIP: 35563P7E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15142125 | PA      | $13068499.13  | 0.17%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                        | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53400400 | PA      | $53750840.13  | 0.72%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                  | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    580000 | PA      | $580458.83    | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                        | Tucson Electric Power Co.                                                                  | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    232000 | PA      | $201366.72    | 0.00%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K109, Class D                                            | CUSIP: 30314RAS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11000000 | PA      | $7260166.10   | 0.10%             | 2053-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                 | Burlington Northern Santa Fe LLC                                                           | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $274735.47    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                          | Simon Property Group LP                                                                    | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469066.94    | 0.01%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                              | Kinder Morgan, Inc.                                                                        | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    550000 | PA      | $482586.06    | 0.01%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NRZ FHT Excess LLC                                               | NRZ FHT Excess LLC, Series 2020-FHT1, Class A                                              | CUSIP: 62955MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1029239 | PA      | $1024965.12   | 0.01%             | 2025-11-25      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                     | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1091455.03   | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                                    | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1065000 | PA      | $1100523.10   | 0.01%             | 2035-05-30      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Rite Aid Corp.                                                   | Rite Aid Corp., Escrow                                                                     | CUSIP: 767ESCAG1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | USGA              | US        |     28033 | PA      | $0.00         | 0.00%             | 2025-10-18      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| BAMLL Re-REMIC Trust                                             | BAMLL Re-REMIC Trust, Series 2025-FRR5, Class CK86                                         | CUSIP: 05494BBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3279852.00   | 0.04%             | 2051-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Central Parent LLC                                               | Central Parent LLC, 1st Lien Term Loan                                                     | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    818812 | PA      | $683266.28    | 0.01%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140MMAD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5380126 | PA      | $4867388.78   | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3543000 | PA      | $3703517.85   | 0.05%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series CC                                                                 | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6135000 | PA      | $6281098.89   | 0.08%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Restoration Funding II LLC                         | Entergy Texas Restoration Funding LLC, Series A-2                                          | CUSIP: 29366NAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $201792.77    | 0.00%             | 2035-12-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LLVJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1203000 | PA      | $1224398.21   | 0.02%             | 2033-09-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                               | Columbia Pipelines Holding Co. LLC                                                         | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    667000 | PA      | $677431.11    | 0.01%             | 2031-10-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LK6T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3794989 | PA      | $3898400.15   | 0.05%             | 2029-02-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Elastic NV                                                       | Elastic NV                                                                                 | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   1005000 | PA      | $965767.41    | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617WSNH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    999618 | PA      | $924166.41    | 0.01%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                      | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    620000 | PA      | $655035.58    | 0.01%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                   | AutoZone, Inc.                                                                             | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433143.93    | 0.01%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140FXZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7054308 | PA      | $5606700.89   | 0.07%             | 2062-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                  | Santander UK Group Holdings plc                                                            | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   9771000 | PA      | $10194031.73  | 0.14%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust, Series 2022-SFR1, Class E1                            | CUSIP: 64831KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $406280.74    | 0.01%             | 2039-02-17      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                         | Roper Technologies, Inc.                                                                   | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    440000 | PA      | $443091.07    | 0.01%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                 | Cooper-Standard Automotive, Inc.                                                           | CUSIP: 216762AH7<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |     46263 | PA      | $48455.39     | 0.00%             | 2027-03-31      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                     | Zimmer Biomet Holdings, Inc.                                                               | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   2809000 | PA      | $2898327.46   | 0.04%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                      | Prologis LP                                                                                | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    640000 | PA      | $641212.20    | 0.01%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BG Beta I Ltd.                                                   | BG Beta Ltd.                                                                               | CUSIP: 05593PAE6<br>LEI: 254900Z3OU5JTNX05R08 | Long             | ABS-O            | CORP              | KY        |   4016481 | PA      | $4087572.29   | 0.05%             | 2054-07-16      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| Sealed Air Corp.                                                 | Sealed Air Corp.                                                                           | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    535000 | PA      | $530639.86    | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                | Rocket Cos., Inc.                                                                          | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    714000 | PA      | $734670.30    | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140Q0C75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5541000 | PA      | $5632603.04   | 0.08%             | 2032-08-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3617JSVK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13071 | PA      | $12431.47     | 0.00%             | 2049-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                        | KLA Corp.                                                                                  | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    440000 | PA      | $443994.18    | 0.01%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                               | United Rentals North America, Inc.                                                         | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1352497.56   | 0.02%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                                    | Penske Automotive Group, Inc.                                                              | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    989000 | PA      | $943001.51    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                              | Expand Energy Corp.                                                                        | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1217290.28   | 0.02%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                    | AIB Group plc                                                                              | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    540000 | PA      | $554122.29    | 0.01%             | 2031-05-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                      | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    665000 | PA      | $657529.39    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                           | Home Depot, Inc. (The)                                                                     | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   6110000 | PA      | $6214737.38   | 0.08%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LHGL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2873981 | PA      | $2720579.98   | 0.04%             | 2032-09-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                 | PG&E Energy Recovery Funding LLC, Series A-3                                               | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $50031.76     | 0.00%             | 2046-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2007-89, Class F                                                       | CUSIP: 31396XQJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52980 | PA      | $52945.78     | 0.00%             | 2037-09-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2023-2A, Class C                               | CUSIP: 30168CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    915560 | PA      | $919834.40    | 0.01%             | 2028-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                         | Wynn Resorts Finance LLC                                                                   | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1157148.28   | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                  | 1261229 BC Ltd.                                                                            | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    754000 | PA      | $782916.65    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                    | Six Flags Entertainment Corp.                                                              | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    933000 | PA      | $938517.76    | 0.01%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                          | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6330000 | PA      | $6572027.68   | 0.09%             | 2036-04-23      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                                   | Home Partners of America Trust, Series 2021-2, Class F                                     | CUSIP: 43732VAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10266603 | PA      | $9935214.76   | 0.13%             | 2026-12-17      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                   | Cascade Funding Mortgage Trust, Series 2021-FRR1, Class DKW1                               | CUSIP: 12529YBQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $409923.73    | 0.01%             | 2026-02-28      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140Q0AU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5098000 | PA      | $5228603.47   | 0.07%             | 2032-08-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                         | Sierra Timeshare Receivables Funding LLC, Series 2022-2A, Class D                          | CUSIP: 82650TAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144907 | PA      | $148949.37    | 0.00%             | 2040-06-20      | Fixed         | 9.22%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-160, Class A2           | CUSIP: 3137HASK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6000000 | PA      | $6036249.00   | 0.08%             | 2033-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                             | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2127760.76   | 0.03%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Jonah Energy Abs LLC                                             | Jonah Energy ABS LLC, Series 2024-1A, Class B                                              | CUSIP: 479913AC9<br>LEI: 254900MMTK6TS4MGMV20 | Long             | ABS-O            | CORP              | US        |   5318077 | PA      | $5341476.80   | 0.07%             | 2039-08-10      | Fixed         | 11.24%                | Yes           |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3835000 | PA      | $3959392.67   | 0.05%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GAM Re-REMIC Trust                                               | GAM Re-REMIC Trust, Series 2021-FRR1, Class 1B                                             | CUSIP: 364614AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $8946240.00   | 0.12%             | 2050-11-29      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                                    | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   1830000 | PA      | $1800734.09   | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                              | Benin Government Bond                                                                      | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    400000 | PA      | $400876.00    | 0.01%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                        | Williams Cos., Inc. (The)                                                                  | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2601534.76   | 0.03%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                              | BMD2 Re-REMIC Trust, Series 2019-FRR1, Class 5B13                                          | CUSIP: 055631GM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8169000 | PA      | $7196496.89   | 0.10%             | 2052-05-25      | Variable      | 2.17%                 | Yes           |                  3 | On Loan: No      |
| Synopsys, Inc.                                                   | Synopsys, Inc.                                                                             | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2540247.73   | 0.03%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                   | Carvana Auto Receivables Trust, Series 2022-P1, Class A4                                   | CUSIP: 14688DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3487275 | PA      | $3471405.95   | 0.05%             | 2028-02-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K109, Class X2B                                          | CUSIP: 30314RAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  30000000 | PA      | $112896.00    | 0.00%             | 2053-05-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Consumers 2023 Securitization Funding LLC                        | Consumers 2023 Securitization Funding LLC, Series A2                                       | CUSIP: 21071BAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    771000 | PA      | $793230.55    | 0.01%             | 2030-09-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                        | Republic of Turkiye (The)                                                                  | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    700000 | PA      | $718900.00    | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                         | Bristol-Myers Squibb Co.                                                                   | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    180000 | PA      | $127746.13    | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3133KM4F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2921885 | PA      | $2541485.75   | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2022-SFR1, Class E1                                           | CUSIP: 33768NAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3165000 | PA      | $3130509.10   | 0.04%             | 2039-05-19      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LFXZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2008651 | PA      | $1824688.19   | 0.02%             | 2032-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SMRT                                                             | SMRT, Series 2022-MINI, Class F                                                            | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6400000 | PA      | $6210172.16   | 0.08%             | 2039-01-15      | Floating      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Wisconsin Public Service Corp.                                   | Wisconsin Public Service Corp.                                                             | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     69000 | PA      | $61588.45     | 0.00%             | 2044-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                         | WESCO Distribution, Inc.                                                                   | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    700000 | PA      | $710833.90    | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                           | OCP SA                                                                                     | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |   1170000 | PA      | $1209121.88   | 0.02%             | 2036-03-01      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| BMD2 Re-Remic Trust                                              | BMD2 Re-REMIC Trust, Series 2019-FRR1, Class 5D1                                           | CUSIP: 055631BY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1836047.00   | 0.02%             | 2052-05-25      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| BAMLL Re-REMIC Trust                                             | BAMLL Re-REMIC Trust, Series 2024-FRR3, Class D                                            | CUSIP: 054988AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11563000 | PA      | $10472436.81  | 0.14%             | 2050-01-27      | Variable      | 0.57%                 | Yes           |                  2 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The)                                                                         | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    109000 | PA      | $111349.76    | 0.00%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                           | Marlette Funding Trust, Series 2023-2A, Class C                                            | CUSIP: 57109LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $378056.10    | 0.01%             | 2033-06-15      | Fixed         | 6.96%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LKHL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2368369 | PA      | $2400373.53   | 0.03%             | 2033-03-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                     | Avolon Holdings Funding Ltd.                                                               | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4400000 | PA      | $4416280.00   | 0.06%             | 2030-10-10      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XJ4W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1577303 | PA      | $1528909.43   | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 3618BVFQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    978212 | PA      | $1032179.25   | 0.01%             | 2053-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                | Rocket Cos., Inc.                                                                          | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1216000 | PA      | $1261873.67   | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                        | Vistra Operations Co. LLC                                                                  | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293222.22    | 0.00%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                              | Sirius XM Radio LLC                                                                        | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1747502.05   | 0.02%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RFM Re-REMIC Trust                                               | RFM Re-REMIC Trust, Series 2022-FRR1, Class CK60                                           | CUSIP: 74971BAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1202146.65   | 0.02%             | 2049-11-08      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LKB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2750000 | PA      | $2769340.23   | 0.04%             | 2033-04-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                     | Mizuho Financial Group, Inc.                                                               | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $405662.81    | 0.01%             | 2031-07-10      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140MPSU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6592282 | PA      | $6157999.89   | 0.08%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                | GLS Auto Select Receivables Trust, Series 2024-1A, Class D                                 | CUSIP: 37988XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    705000 | PA      | $735187.75    | 0.01%             | 2031-01-15      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Block, Inc.                                                      | Block, Inc.                                                                                | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    755000 | PA      | $697472.78    | 0.01%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                     | Guardian Life Global Funding                                                               | CUSIP: 40139LBH5<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $523426.34    | 0.01%             | 2028-10-02      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    660000 | PA      | $586737.91    | 0.01%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                            | Banque Federative du Credit Mutuel SA                                                      | CUSIP: 06675FAY3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $194397.97    | 0.00%             | 2026-10-04      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Apple, Inc.                                                      | Apple, Inc.                                                                                | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    429000 | PA      | $378837.66    | 0.01%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                               | General Motors Co.                                                                         | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23506.67     | 0.00%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC Gold Pools, Other                                                                    | CUSIP: 31281BMU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11259 | PA      | $11235.01     | 0.00%             | 2036-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                   | Braskem Netherlands Finance BV                                                             | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $1753125.00   | 0.02%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| United States Steel Corp.                                        | United States Steel Corp.                                                                  | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    147000 | PA      | $148104.12    | 0.00%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MYT Holding LLC                                                  | MYT Holding LLC, Series A                                                                  | CUSIP: 55406N202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2868 | NS      | $3465.49      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Rockies Express Pipeline LLC                                     | Rockies Express Pipeline LLC                                                               | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    440000 | PA      | $428428.18    | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| CoreVest American Finance Trust                                  | CoreVest American Finance Trust, Series 2019-1, Class E                                    | CUSIP: 21872FAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    551000 | PA      | $542607.06    | 0.01%             | 2052-03-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Emera US Finance LP                                              | Emera US Finance LP                                                                        | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2329000 | PA      | $1940796.11   | 0.03%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC Gold Pools, Other                                                                    | CUSIP: 3133N3WQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12257576 | PA      | $10032984.76  | 0.13%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                            | Cheniere Energy, Inc.                                                                      | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   5625000 | PA      | $5620587.08   | 0.07%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amer Sports Co.                                                  | Amer Sports Co.                                                                            | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1038163.10   | 0.01%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-KL06, Class C                                            | CUSIP: 30317GAN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2290000 | PA      | $1925541.23   | 0.03%             | 2029-12-25      | Variable      | 3.52%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc.                                                                            | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    620000 | PA      | $569166.93    | 0.01%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, REMIC, Series 2021-91, Class GB                                                      | CUSIP: 3136BK3E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22788416 | PA      | $19248825.79  | 0.26%             | 2049-07-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                     | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    805000 | PA      | $836684.00    | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                         | Bunge Ltd. Finance Corp.                                                                   | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    385000 | PA      | $351740.59    | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                          | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $2001417.89   | 0.03%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QEDX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3535547 | PA      | $3115089.27   | 0.04%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                    | Comcast Corp.                                                                              | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6202974.75   | 0.08%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| FHF Issuer Trust                                                 | FHF Issuer Trust, Series 2024-1A, Class B                                                  | CUSIP: 31568AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    807000 | PA      | $833742.45    | 0.01%             | 2030-03-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                      | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3780000 | PA      | $3765157.30   | 0.05%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa                                                                   | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1830000 | PA      | $1842810.00   | 0.02%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream, Inc.                                               | DT Midstream, Inc.                                                                         | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3080000 | PA      | $2903574.52   | 0.04%             | 2032-04-15      | Fixed         | 4.30%                 | Yes           |                  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        |   1745000 | PA      | $1773290.57   | 0.02%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd.                                                    | ASB Bank Ltd.                                                                              | CUSIP: 00216LAE3<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |    200000 | PA      | $178380.09    | 0.00%             | 2031-10-22      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                   | ZF North America Capital, Inc.                                                             | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    790000 | PA      | $800194.95    | 0.01%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                              | DT Auto Owner Trust, Series 2023-3A, Class E                                               | CUSIP: 23345WAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3519892.20   | 0.05%             | 2030-05-15      | Fixed         | 10.21%                | Yes           |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC                                     | Hilton Worldwide Finance LLC                                                               | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    955000 | PA      | $952463.71    | 0.01%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    160000 | PA      | $120377.21    | 0.00%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 2024-MN8, Class M2                                                           | CUSIP: 35563RAB1<br>LEI: 529900XKEN78GROIG538 | Long             | ABS-MBS          | USGSE             | US        |   4761000 | PA      | $4975754.90   | 0.07%             | 2044-05-25      | Floating      | 8.60%                 | Yes           |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                            | Entergy Louisiana LLC                                                                      | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    650000 | PA      | $657940.16    | 0.01%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                            | FMC GMSR Issuer Trust, Series 2021-GT1, Class B                                            | CUSIP: 30259RAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1805191.71   | 0.02%             | 2026-07-25      | Variable      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                         | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1413485.96   | 0.02%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                         | Octane Receivables Trust, Series 2022-2A, Class D                                          | CUSIP: 67578XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2059768.80   | 0.03%             | 2030-02-20      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                           | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1025772.60   | 0.01%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                                           | WEC Energy Group, Inc.                                                                     | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    113000 | PA      | $114401.65    | 0.00%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                               | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $687637.69    | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                              | Graphic Packaging International LLC                                                        | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1021127.24   | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                       | US Bancorp                                                                                 | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260537.18    | 0.00%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                              | Newell Brands, Inc.                                                                        | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1595987.59   | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140NYVH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4620000 | PA      | $4761347.70   | 0.06%             | 2035-06-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                       | AerCap Ireland Capital DAC                                                                 | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4747000 | PA      | $4567205.71   | 0.06%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                        | XPO, Inc.                                                                                  | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2144307.56   | 0.03%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Guara Norte SARL                                                 | Guara Norte SARL                                                                           | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    460974 | PA      | $444263.69    | 0.01%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2014-H03, Class FA                                                            | CUSIP: 38375UEJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6597 | PA      | $6608.59      | 0.00%             | 2064-01-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Service Corp. International                                      | Service Corp. International                                                                | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    800000 | PA      | $752131.44    | 0.01%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                          | Uber Technologies, Inc.                                                                    | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   6785000 | PA      | $6707418.95   | 0.09%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3132DUPN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9308970 | PA      | $9005379.92   | 0.12%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                   | BNP Paribas SA                                                                             | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2470000 | PA      | $2573695.14   | 0.03%             | 2033-01-13      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                                                | Duke Energy Corp.                                                                          | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    550000 | PA      | $536044.83    | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                          | Nabors Industries, Inc.                                                                    | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    610000 | PA      | $620166.87    | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                  | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    865000 | PA      | $763647.60    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146470.42    | 0.00%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                         | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1069020.39   | 0.01%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                         | Bristol-Myers Squibb Co.                                                                   | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    520000 | PA      | $556314.84    | 0.01%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                           | Arab Republic of Egypt                                                                     | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |   1200000 | PA      | $1075800.00   | 0.01%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                       | AT&T, Inc.                                                                                 | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1332248.88   | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                   | Baltimore Gas and Electric Co.                                                             | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    305000 | PA      | $288372.76    | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2174207.97   | 0.03%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                        | Standard Industries, Inc.                                                                  | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $594411.30    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                  | Citigroup, Inc., Series FF                                                                 | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1995245.28   | 0.03%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2019-K100, Class C                                            | CUSIP: 30313PAU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5250000 | PA      | $4976760.07   | 0.07%             | 2052-11-25      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2021-SFR4, Class F1                                                     | CUSIP: 66982FAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5749060.80   | 0.08%             | 2038-12-17      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                        | O'Reilly Automotive, Inc.                                                                  | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90099.04     | 0.00%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II, 30 Year                                                                           | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  26243336 | PA      | $22380172.04  | 0.30%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                               | T-Mobile USA, Inc.                                                                         | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3835000 | PA      | $3713422.06   | 0.05%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                    | SM Energy Co.                                                                              | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1494768.92   | 0.02%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America              | Teachers Insurance & Annuity Association of America                                        | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    800000 | PA      | $644735.74    | 0.01%             | 2047-05-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                        | Tucson Electric Power Co.                                                                  | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    448000 | PA      | $389945.23    | 0.01%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PRET Trust                                                       | PRET Trust, Series 2025-NPL1, Class A1                                                     | CUSIP: 74143VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9622470 | PA      | $9705438.65   | 0.13%             | 2055-02-25      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                          | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    320000 | PA      | $323419.07    | 0.00%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2017-K68, Class D                                             | CUSIP: 30305EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8282198 | PA      | $6993622.16   | 0.09%             | 2049-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Seasoned Loans Structured Transaction Trust                      | Seasoned Loans Structured Transaction Trust, Series 2025-1, Class A1                       | CUSIP: 35564CTW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14600279 | PA      | $13607737.26  | 0.18%             | 2035-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                 | NCR Atleos Corp.                                                                           | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1189501.23   | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                            | Sumitomo Mitsui Financial Group, Inc.                                                      | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    680000 | PA      | $710236.34    | 0.01%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                         | Bimbo Bakeries USA, Inc.                                                                   | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209216.00    | 0.00%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3132DPRW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1147358 | PA      | $1044226.04   | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                           | Home Depot, Inc. (The)                                                                     | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    805000 | PA      | $583272.33    | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                         | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $526494.47    | 0.01%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                              | Exeter Automobile Receivables Trust, Series 2024-1A, Class D                               | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9486000 | PA      | $9721425.45   | 0.13%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LLQY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $3000449.34   | 0.04%             | 2033-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2017-K69, Class D                                             | CUSIP: 30305KAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14343050 | PA      | $11881114.23  | 0.16%             | 2049-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                            | OneMain Finance Corp.                                                                      | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232534.14    | 0.00%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                | Lamar Media Corp.                                                                          | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1093237.73   | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                          | Commonwealth Edison Co.                                                                    | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    852000 | PA      | $875538.32    | 0.01%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2022-SFR2, Class F2                                           | CUSIP: 33767PAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2887785.90   | 0.04%             | 2039-07-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                         | TotalEnergies Capital SA                                                                   | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   2705000 | PA      | $2594973.64   | 0.03%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                    | Six Flags Entertainment Corp.                                                              | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1055365.03   | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2022-SFR1, Class F                                      | CUSIP: 74333YAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10750000 | PA      | $10454665.25  | 0.14%             | 2041-02-17      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                      | Citibank NA                                                                                | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    840000 | PA      | $861022.29    | 0.01%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3132DPBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14552101 | PA      | $12698566.23  | 0.17%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                               | Southern Co. (The)                                                                         | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    390000 | PA      | $406550.81    | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                       | AerCap Ireland Capital DAC                                                                 | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1600000 | PA      | $1464850.08   | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                             | Entergy Arkansas LLC                                                                       | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149334.44    | 0.00%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                                     | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   5758000 | PA      | $5998022.00   | 0.08%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                        | UDR, Inc.                                                                                  | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37956.93     | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5263000 | PA      | $5421906.60   | 0.07%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                          | Quikrete Holdings, Inc., 1st Lien Term Loan B-3                                            | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1685775 | PA      | $1684729.82   | 0.02%             | 2032-02-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| ReadyCap Holdings LLC                                            | ReadyCap Holdings LLC, Series QIB                                                          | CUSIP: 755763AE9<br>LEI: 549300W908MAGNC9E420 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11901187.44  | 0.16%             | 2028-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2020-K122, Class D                                            | CUSIP: 30318BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11000000 | PA      | $6913910.30   | 0.09%             | 2054-01-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                            | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518497.50    | 0.01%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                 | NRG Energy, Inc.                                                                           | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1641810.06   | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                             | Entergy Arkansas LLC                                                                       | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    274000 | PA      | $160862.41    | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                            | OneMain Direct Auto Receivables Trust, Series 2019-1A, Class B                             | CUSIP: 68267EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $996330.40    | 0.01%             | 2028-11-14      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA ACES, Series 2022-M2, Class A2                                                        | CUSIP: 3136BK6X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17125000 | PA      | $15372509.70  | 0.20%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                     | Hilton Grand Vacations Trust, Series 2022-2A, Class D                                      | CUSIP: 43283GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    217087 | PA      | $222602.32    | 0.00%             | 2037-01-25      | Fixed         | 8.73%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                           | Oportun Issuance Trust, Series 2024-1A, Class C                                            | CUSIP: 68377JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1205620.92   | 0.02%             | 2031-04-08      | Fixed         | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Brink's Co. (The)                                                | Brink's Co. (The)                                                                          | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1134441.90   | 0.02%             | 2032-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                        | FHLMC Seasoned Credit Risk Transfer Trust, Series 2018-1, Class M60C                       | CUSIP: 35563PEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    114746 | PA      | $106486.56    | 0.00%             | 2057-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                | Eversource Energy                                                                          | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31199.38     | 0.00%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                            | Entergy Louisiana LLC                                                                      | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     69000 | PA      | $67719.64     | 0.00%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                        | PG&E Recovery Funding LLC, Series A-3                                                      | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $183547.72    | 0.00%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                             | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    330000 | PA      | $325952.76    | 0.00%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                       | Axalta Coating Systems LLC                                                                 | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    950000 | PA      | $897446.00    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140W13T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18031397 | PA      | $15800342.24  | 0.21%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Conair Holdings LLC                                              | Conair Holdings LLC, 1st Lien Term Loan B                                                  | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |    933045 | PA      | $611144.61    | 0.01%             | 2028-05-17      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140FXUL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    700776 | PA      | $694506.52    | 0.01%             | 2061-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fibercop SpA                                                     | Fibercop SpA                                                                               | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1016597.00   | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | Yes           |                  2 | On Loan: No      |
| STReAM 2008 BV                                                   | STReAM 2008 BV                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |   1974424 | PA      | $1974423.87   | 0.03%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Calpine Corp.                                                    | Calpine Corp.                                                                              | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   4280000 | PA      | $4228723.46   | 0.06%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                 | CCO Holdings LLC                                                                           | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $129334.19    | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                   | Baltimore Gas and Electric Co.                                                             | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    550000 | PA      | $345866.93    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Notes                                                                        | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  95000000 | PA      | $89337108.90  | 1.19%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                           | Chart Industries, Inc.                                                                     | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2227189.13   | 0.03%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                              | Bank of New York Mellon Corp. (The)                                                        | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1945128.68   | 0.03%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                          | Duke Energy Indiana LLC                                                                    | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    770000 | PA      | $732482.97    | 0.01%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                               | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $246773.67    | 0.00%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                      | Federal Republic of Nigeria                                                                | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |   1000000 | PA      | $1038125.00   | 0.01%             | 2031-01-21      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Aqua Finance Trust                                               | Aqua Finance Trust, Series 2020-AA, Class D                                                | CUSIP: 038413AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2611718 | PA      | $2655370.94   | 0.04%             | 2046-07-17      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2022-6, Class D                             | CUSIP: 802918AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6200000 | PA      | $6259973.22   | 0.08%             | 2031-02-18      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6437100 | PA      | $3962839.69   | 0.05%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LGXH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2497136 | PA      | $2447450.67   | 0.03%             | 2029-07-01      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                        | FHLMC Seasoned Credit Risk Transfer Trust, Series 2020-3, Class MTU                        | CUSIP: 35563PSE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14022461 | PA      | $11572777.81  | 0.15%             | 2060-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                        | HCA, Inc.                                                                                  | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4590000 | PA      | $4429674.01   | 0.06%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co.                                    | Oklahoma Gas and Electric Co.                                                              | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103706.93    | 0.00%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                    | MetLife, Inc.                                                                              | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    350000 | PA      | $315472.11    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                | HSBC Holdings plc                                                                          | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  12040000 | PA      | $12333644.28  | 0.16%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                       | Alliant Energy Finance LLC                                                                 | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333978.84    | 0.00%             | 2027-06-06      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                | GLS Auto Receivables Issuer Trust, Series 2025-1A, Class D                                 | CUSIP: 36271KAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1738727.70   | 0.02%             | 2030-11-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Jonah Energy Abs I LLC                                           | Jonah Energy ABS LLC, Series 2022-1, Class C                                               | CUSIP: 47987EAE7<br>LEI: 2549003KXV9PPFRCPA79 | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8078400.00   | 0.11%             | 2039-08-10      | Fixed         | 12.66%                | Yes           |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                | Wells Fargo & Co.                                                                          | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1790593.86   | 0.02%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                                                   | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8340000 | PA      | $7660875.38   | 0.10%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                               | United Airlines Pass-Through Trust, Series 2024-1, Class AA                                | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1865387 | PA      | $1911303.60   | 0.03%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                     | CaixaBank SA                                                                               | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $808625.55    | 0.01%             | 2036-07-03      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                                   | DTE Energy Co.                                                                             | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508552.58    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust, Series 2023-2A, Class D                             | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1219000 | PA      | $1247067.35   | 0.02%             | 2028-11-15      | Fixed         | 7.01%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LJ5R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1524417.93   | 0.02%             | 2033-04-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                     | Ecopetrol SA                                                                               | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    757000 | PA      | $765478.40    | 0.01%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC, 1st Lien Term Loan B-11                                                       | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1189387 | PA      | $1187709.51   | 0.02%             | 2028-08-21      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3132E0FW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4415540 | PA      | $4128855.15   | 0.05%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                            | Lockheed Martin Corp.                                                                      | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3328002.39   | 0.04%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP                                                                        | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59416.67     | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Vital Energy, Inc.                                               | Vital Energy, Inc.                                                                         | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    410000 | PA      | $409957.03    | 0.01%             | 2029-07-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2018-K159, Class C                                            | CUSIP: 302967AS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11533464 | PA      | $6138103.77   | 0.08%             | 2033-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| William Carter Co. (The)                                         | William Carter Co. (The)                                                                   | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204586.93    | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3138LLET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    593144 | PA      | $526090.40    | 0.01%             | 2037-11-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K142, Class A2            | CUSIP: 3137H73P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1120376.50   | 0.01%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                                     | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2104803.72   | 0.03%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                               | Altria Group, Inc.                                                                         | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000491.26   | 0.03%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                               | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7115000 | PA      | $5567628.73   | 0.07%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2021-SFR1, Class F3                                           | CUSIP: 33767WAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4891332.50   | 0.07%             | 2038-08-17      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Co.                                                   | Ford Motor Co.                                                                             | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    380000 | PA      | $294177.60    | 0.00%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                | GLS Auto Receivables Issuer Trust, Series 2025-1A, Class E                                 | CUSIP: 36271KAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1238454.72   | 0.02%             | 2032-03-15      | Fixed         | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                  | Eastern Energy Gas Holdings LLC                                                            | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   5420000 | PA      | $5174803.16   | 0.07%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                           | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63533.77     | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                          | BPCE SA                                                                                    | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    450000 | PA      | $454926.07    | 0.01%             | 2027-07-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HINNT LLC                                                        | HINNT LLC, Series 2024-A, Class D                                                          | CUSIP: 40472QAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1360300 | PA      | $1353260.79   | 0.02%             | 2043-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NRZ Excess Spread-Collateralized Notes                           | NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1, Class A                          | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88133 | PA      | $87568.61     | 0.00%             | 2025-12-25      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                                 | Boeing Co. (The)                                                                           | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1353954.60   | 0.02%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                            | Westlake Automobile Receivables Trust, Series 2021-3A, Class E                             | CUSIP: 96043JAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2491035.75   | 0.03%             | 2027-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                               | Istanbul Metropolitan Municipality                                                         | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |   1800000 | PA      | $1963710.00   | 0.03%             | 2028-12-06      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc.                                                                    | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4525000 | PA      | $4549973.48   | 0.06%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                | Philip Morris International, Inc.                                                          | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3618000 | PA      | $3696666.17   | 0.05%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Center Street Lending Resi-Investor ABS Mortgage Trust           | Center Street Lending Resi-Investor ABS Mortgage Trust, Series 2024-RTL1, Class A2         | CUSIP: 15169CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1835000 | PA      | $1853247.24   | 0.02%             | 2029-10-25      | Variable      | 8.34%                 | Yes           |                  3 | On Loan: No      |
| EquipmentShare.com, Inc.                                         | EquipmentShare.com, Inc.                                                                   | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1255028.76   | 0.02%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Boston Gas Co.                                                   | Boston Gas Co.                                                                             | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35330.86     | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                   | Morgan Stanley                                                                             | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1369006.53   | 0.02%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                    | Calpine Corp.                                                                              | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    343000 | PA      | $340200.88    | 0.00%             | 2031-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BXP Trust                                                        | BXP Trust, Series 2017-GM, Class A                                                         | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1950308.40   | 0.03%             | 2039-06-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                       | TransCanada PipeLines Ltd.                                                                 | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1036697.48   | 0.01%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    112000 | PA      | $98000.96     | 0.00%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                     | MH Sub I LLC, 1st Lien Term Loan                                                           | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    884239 | PA      | $818416.22    | 0.01%             | 2028-05-03      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                              | Constellation Energy Generation LLC                                                        | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1128513.09   | 0.02%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                                      | Business Jet Securities LLC, Series 2024-2A, Class B                                       | CUSIP: 12326TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12707352 | PA      | $12673390.79  | 0.17%             | 2039-09-15      | Fixed         | 5.75%                 | Yes           |                  3 | On Loan: No      |
| United States of America                                         | U.S. Treasury STRIPS Bonds                                                                 | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27517340 | PA      | $13191738.22  | 0.18%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                    | Berkshire Hathaway Energy Co.                                                              | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    194000 | PA      | $184371.18    | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                        | Williams Cos., Inc. (The)                                                                  | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3435000 | PA      | $3416095.31   | 0.05%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                 | Grupo Nutresa SA                                                                           | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |   1250000 | PA      | $1383250.00   | 0.02%             | 2035-05-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BXG Receivables Note Trust                                       | BXG Receivables Note Trust, Series 2022-A, Class A                                         | CUSIP: 12434KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2565967 | PA      | $2541912.49   | 0.03%             | 2037-09-28      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XEB78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    418659 | PA      | $363412.13    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                     | Pacific Gas and Electric Co.                                                               | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4460000 | PA      | $4520716.52   | 0.06%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LHEW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1550000 | PA      | $1507183.71   | 0.02%             | 2032-08-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| FW Energy Asset Issuer LLC                                       | FW Energy Asset Issuer LLC                                                                 | CUSIP: 302704AA9<br>LEI: 254900YOL2L2C8PFZR08 | Long             | ABS-O            | CORP              | US        |   4482912 | PA      | $4568082.85   | 0.06%             | 2044-08-25      | Fixed         | 7.15%                 | No            |                  3 | On Loan: No      |
| Global Infrastructure Solutions, Inc.                            | Global Infrastructure Solutions, Inc.                                                      | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |   2113000 | PA      | $2118998.81   | 0.03%             | 2029-06-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp.                                              | Realty Income Corp.                                                                        | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    780000 | PA      | $692974.85    | 0.01%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                        | Seagate Data Storage Technology Pte. Ltd.                                                  | CUSIP: 81180LAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    335000 | PA      | $299825.00    | 0.00%             | 2029-07-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust             | Ontario Teachers' Cadillac Fairview Properties Trust                                       | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $198345.40    | 0.00%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                         | Bristol-Myers Squibb Co.                                                                   | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  15185000 | PA      | $14642926.93  | 0.20%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                           | Republic of Montenegro                                                                     | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    600000 | PA      | $632586.00    | 0.01%             | 2031-03-12      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                            | NextEra Energy Capital Holdings, Inc.                                                      | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430000.00    | 0.01%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QRAP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1893753 | PA      | $1770514.37   | 0.02%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                       | Progress Residential Trust, Series 2025-SFR3, Class C                                      | CUSIP: 74334BAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    963000 | PA      | $889284.85    | 0.01%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| RFM Re-REMIC Trust                                               | RFM Re-REMIC Trust, Series 2022-FRR1, Class BK64                                           | CUSIP: 74971BBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10328481 | PA      | $9621436.57   | 0.13%             | 2050-03-01      | Variable      | 1.66%                 | Yes           |                  3 | On Loan: No      |
| ON Semiconductor Corp.                                           | ON Semiconductor Corp.                                                                     | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    750000 | PA      | $728787.75    | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                           | Standard Chartered plc                                                                     | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    555000 | PA      | $566333.10    | 0.01%             | 2028-05-14      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2022-SFR1, Class F1                                           | CUSIP: 33768NAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5334965.40   | 0.07%             | 2039-05-19      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Cascade Funding Mortgage Trust                                   | Cascade Funding Mortgage Trust, Series 2021-FRR1, Class CK54                               | CUSIP: 12529YAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $460573.92    | 0.01%             | 2026-02-28      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                         | U.S. Treasury Bonds                                                                        | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14050000 | PA      | $11448005.89  | 0.15%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                             | Republic of Colombia                                                                       | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    411000 | PA      | $420966.75    | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                    | Organon & Co.                                                                              | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1263903.63   | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                         | Sierra Timeshare Receivables Funding LLC, Series 2023-1A, Class D                          | CUSIP: 826943AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    847558 | PA      | $889474.05    | 0.01%             | 2040-01-20      | Fixed         | 9.80%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, REMIC, Series 5200, Class MA                                                        | CUSIP: 3137H6EQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2648159 | PA      | $2442164.62   | 0.03%             | 2048-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                   | Ford Motor Co.                                                                             | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    810000 | PA      | $942773.39    | 0.01%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                           | Cascade MH Asset Trust, Series 2024-MH1, Class B2                                          | CUSIP: 14731VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2414000 | PA      | $2423045.98   | 0.03%             | 2056-11-25      | Variable      | 8.36%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                             | American Express Co.                                                                       | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1610330.34   | 0.02%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                       | Visa, Inc.                                                                                 | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $227765.15    | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                     | UBS Group AG                                                                               | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $201468.25    | 0.00%             | 2028-05-12      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                | Credit Acceptance Auto Loan Trust, Series 2022-3A, Class D                                 | CUSIP: 22534QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1021426.00   | 0.01%             | 2033-04-18      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140XK3B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2665079 | PA      | $2317160.53   | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140NWPL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9304217 | PA      | $9309871.39   | 0.12%             | 2034-11-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                   | AutoZone, Inc.                                                                             | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513785.81    | 0.01%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                            | Lockheed Martin Corp.                                                                      | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    650000 | PA      | $509511.26    | 0.01%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LJS64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1952811.32   | 0.03%             | 2033-04-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                  | Hertz Vehicle Financing LLC, Series 2023-3A, Class A                                       | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1397000 | PA      | $1420434.26   | 0.02%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Diamond Foreign Asset Co.                                        | Diamond Foreign Asset Co.                                                                  | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    740000 | PA      | $784905.42    | 0.01%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Oportun Funding Trust                                            | Oportun Funding Trust, Series 2024-3, Class B                                              | CUSIP: 68377NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3617000 | PA      | $3625189.97   | 0.05%             | 2029-08-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA I, 30 Year                                                                            | CUSIP: 3617FDD91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1164441 | PA      | $1229149.32   | 0.02%             | 2052-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                            | FHLMC, Series 2021-MN3, Class M2                                                           | CUSIP: 35563GAB5<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | USGSE             | US        |   4500000 | PA      | $4655480.85   | 0.06%             | 2051-11-25      | Floating      | 8.35%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                               | Credit Agricole SA                                                                         | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3090000 | PA      | $3209909.21   | 0.04%             | 2036-01-09      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                              | Entergy Texas, Inc.                                                                        | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    535000 | PA      | $466752.93    | 0.01%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                           | Truist Financial Corp.                                                                     | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2326426.20   | 0.03%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                             | FirstKey Homes Trust, Series 2020-SFR2, Class F1                                           | CUSIP: 33767JAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $993393.00    | 0.01%             | 2037-10-19      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                  | TransDigm, Inc.                                                                            | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1178999.63   | 0.02%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                               | Canadian Imperial Bank of Commerce                                                         | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $465784.39    | 0.01%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                          | GFL Environmental, Inc.                                                                    | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   2305000 | PA      | $2406263.26   | 0.03%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                           | Oportun Issuance Trust, Series 2025-A, Class D                                             | CUSIP: 68377TAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13659000 | PA      | $13693019.11  | 0.18%             | 2033-02-08      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140NMHN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2607604 | PA      | $2641384.27   | 0.04%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA ACES, Series 2022-M13, Class A2                                                       | CUSIP: 3136BNX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1372000 | PA      | $1240813.20   | 0.02%             | 2032-06-25      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3140LB4R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    932454 | PA      | $830577.46    | 0.01%             | 2031-01-01      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| BAMLL Re-REMIC Trust                                             | BAMLL Re-REMIC Trust, Series 2025-FRR5, Class DK86                                         | CUSIP: 05494BBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3157668.00   | 0.04%             | 2051-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                              | Hilcorp Energy I LP                                                                        | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2399000 | PA      | $2367986.45   | 0.03%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                          | Simon Property Group LP                                                                    | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     31000 | PA      | $20978.33     | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                         | Huntington Bank Auto Credit-Linked Notes, Series 2025-2, Class B1                          | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17330000 | PA      | $17372179.49  | 0.23%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                             | FREMF Mortgage Trust, Series 2018-KBX1, Class B                                            | CUSIP: 30307LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $495685.25    | 0.01%             | 2026-01-25      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                           | Tenet Healthcare Corp.                                                                     | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1122119.68   | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                              | Japan Tobacco, Inc.                                                                        | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   5140000 | PA      | $5337925.83   | 0.07%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140MGK42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12965324 | PA      | $11323939.76  | 0.15%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                    | UniCredit SpA                                                                              | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $196345.28    | 0.00%             | 2027-06-03      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp.                                                 | McDonald's Corp.                                                                           | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    430000 | PA      | $312336.06    | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                        | RTX Corp.                                                                                  | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $2093396.55   | 0.03%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                          | Quest Diagnostics, Inc.                                                                    | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    800000 | PA      | $812321.79    | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                               | Regional Management Issuance Trust, Series 2022-1, Class B                                 | CUSIP: 75907DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1358000 | PA      | $1345107.83   | 0.02%             | 2032-03-15      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                       | AMSR Trust, Series 2020-SFR5, Class F                                                      | CUSIP: 03217JAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1489509.15   | 0.02%             | 2037-11-17      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                             | FNMA, Other                                                                                | CUSIP: 3138LNYX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96955 | PA      | $93457.76     | 0.00%             | 2033-07-01      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                   | Synopsys, Inc.                                                                             | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1174268.92   | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                      | Caesars Entertainment, Inc.                                                                | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1907947.71   | 0.03%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                          | American Airlines, Inc.                                                                    | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251353.34    | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3132DMWZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19645634 | PA      | $17034412.70  | 0.23%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                       | FHLMC UMBS, 30 Year                                                                        | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6102815 | PA      | $5166835.54   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                        | Mid-America Apartments LP                                                                  | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100259.09    | 0.00%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                  | Goldman Sachs Group, Inc. (The)                                                            | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4040000 | PA      | $4108800.31   | 0.05%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                         | Marvell Technology, Inc.                                                                   | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $573799.55    | 0.01%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                           | Cascade MH Asset Trust, Series 2024-MH1, Class B1                                          | CUSIP: 14731VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2402000 | PA      | $2514276.69   | 0.03%             | 2056-11-25      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                         | UnitedHealth Group, Inc.                                                                   | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $815497.51    | 0.01%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| New York Life Insurance Co.                                      | New York Life Insurance Co.                                                                | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38175.50     | 0.00%             | 2069-05-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| UKG, Inc.                                                        | UKG, Inc., 1st Lien Term Loan                                                              | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   2440866 | PA      | $2438839.83   | 0.03%             | 2031-02-10      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 3140QEXT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3952908 | PA      | $3348500.99   | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                               | Energy Transfer LP                                                                         | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1082932.31   | 0.01%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                                        | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    870000 | PA      | $859516.24    | 0.01%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                   | Southern California Edison Co.                                                             | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    320000 | PA      | $305571.44    | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                            | Bank of America Corp.                                                                      | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    635000 | PA      | $599983.49    | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                     | New York Life Global Funding                                                               | CUSIP: 64952WCX9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49818.57     | 0.00%             | 2028-01-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                              | DT Auto Owner Trust, Series 2023-1A, Class D                                               | CUSIP: 23346KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1440000 | PA      | $1465348.32   | 0.02%             | 2028-11-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Energy Assets                                                    | Energy Assets                                                                              | CUSIP: 302704AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |   1440698 | PA      | $1472042.86   | 0.02%             | 2044-08-25      | Fixed         | 8.11%                 | No            |                  3 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                             | Columbia Pipelines Operating Co. LLC                                                       | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $218283.23    | 0.00%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                                        | Rio Tinto Finance USA plc                                                                  | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    370000 | PA      | $313553.73    | 0.00%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                 | Ventas Realty LP                                                                           | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988654.13    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                   | Carnival Corp.                                                                             | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1000000 | PA      | $1012967.00   | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                              | Bank of New York Mellon Corp. (The)                                                        | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175862.99    | 0.00%             | 2033-06-13      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                     | Oracle Corp.                                                                               | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    583000 | PA      | $574870.40    | 0.01%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC                          | Banco Nacional de Comercio Exterior SNC                                                    | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $971600.00    | 0.01%             | 2031-08-11      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                     | Verizon Communications, Inc.                                                               | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $941154.24    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                          | Civitas Resources, Inc.                                                                    | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1811414.82   | 0.02%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                          | Civitas Resources, Inc.                                                                    | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    315000 | PA      | $327132.86    | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                        | Ford Motor Credit Co. LLC                                                                  | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1324173.95   | 0.02%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                           | Santander Drive Auto Receivables Trust, Series 2025-3, Class D                             | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4800000 | PA      | $4839091.68   | 0.06%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                            | Albertsons Cos., Inc.                                                                      | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3615000 | PA      | $3613888.75   | 0.05%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                        | Sunoco LP                                                                                  | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1301191.17   | 0.02%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp.                                                       | Ball Corp.                                                                                 | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    525000 | PA      | $473223.87    | 0.01%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                     | Barclays plc                                                                               | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1335000 | PA      | $1524475.90   | 0.02%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                      | Amgen, Inc.                                                                                | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3458963.76   | 0.05%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                         | Bunge Ltd. Finance Corp.                                                                   | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    805000 | PA      | $750317.58    | 0.01%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                         | Octane Receivables Trust, Series 2024-1A, Class D                                          | CUSIP: 67571FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3089119.20   | 0.04%             | 2030-10-21      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Baytex Energy Corp.                                              | Baytex Energy Corp.                                                                        | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |   1644000 | PA      | $1678055.46   | 0.02%             | 2030-04-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                     | Royal Caribbean Cruises Ltd.                                                               | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3149000 | PA      | $3230782.68   | 0.04%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA II                                                                                    | CUSIP: 3617Y3BB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6388385 | PA      | $6625748.74   | 0.09%             | 2072-02-20      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| ACC Trust                                                        | ACC Trust, Series 2022-1, Class C                                                          | CUSIP: 00091HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    842135 | PA      | $208181.52    | 0.00%             | 2025-10-20      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                              | Iron Mountain, Inc.                                                                        | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    516000 | PA      | $528018.22    | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                 | Bombardier, Inc.                                                                           | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1590000 | PA      | $1591842.81   | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                             | GNMA, Series 2010-H24, Class FA                                                            | CUSIP: 38375BGP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12254 | PA      | $12233.69     | 0.00%             | 2060-10-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| FNMA                                                             | FNMA UMBS, 30 Year                                                                         | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5673144 | PA      | $4736565.90   | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** J.P. Morgan Exchange-Traded Fund Trust

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer